# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012266
**Filing Date:** 2023-1
**Character Count:** 5626938
**Document Hash:** 8ee7329044616b465d21e7439135eaeb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012266.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012266

**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:** 23551440

**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 Core U.S. Aggregate Bond ETF (Series ID: S000004362)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000012092 | iShares Core U.S. Aggregate Bond ETF | AGG             |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares** **<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Asset-Backed Securities** |  |  |
| American Express Credit Account Master Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/27 | $9330 | $9079361 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/27 | 15000 | 15032175 |
| &nbsp;&nbsp;&nbsp;Class A, 0.90%, 11/15/26 | 70000 | 64689868 |
| AmeriCredit Automobile Receivables Trust Series 2021-1, Class B, 0.68%, 10/19/26 (Call 02/18/24) | 11050 | 10465216 |
| BA Credit Card Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-A1, Class A1, 0.34%, 05/15/26 | 9450 | 8973952 |
| &nbsp;&nbsp;&nbsp;Series 2021-A1, Class A1, 0.44%, 09/15/26 | 23870 | 22402367 |
| BMW Vehicle Lease Trust1.23%, 05/27/25 (Call 05/25/24) | 6500 | 6125847 |
| Capital One Multi-Asset Execution Trust |  |  |
| &nbsp;&nbsp;&nbsp;Class A2, 1.39%, 07/15/30 | 11000 | 9195076 |
| &nbsp;&nbsp;&nbsp;Series 2021-A1, Class A1, 0.55%, 07/15/26 | 20000 | 18591842 |
| CarMax Auto Owner Trust Series 2021-4, Class A3, 0.56%, 09/15/26 | 7490 | 7009641 |
| Carmax Auto Owner Trust 2021-1 Series 2021-1, Class A3, 0.34%, 12/15/25 (Call 06/15/24) | 5894 | 5679030 |
| Discover Card Execution Note Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.56%, 07/15/27 | 18000 | 17438959 |
| &nbsp;&nbsp;&nbsp;Series 2022-A1, Class A1, 1.96%, 02/15/27 | 6900 | 6476063 |
| Exeter Automobile Receivables Trust Series 2021-2, Class D, 1.40%, 04/15/27 (Call 09/15/24) | 3261 | 2966609 |
| GM Financial Consumer Automobile Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.26%, 11/16/26 (Call 03/16/25) | 14000 | 13207620 |
| &nbsp;&nbsp;&nbsp;1.51%, 04/17/28 (Call 09/16/25) | 2940 | 2681939 |
| Santander Drive Auto Receivables Trust Series 2021-3, Class C, 0.95%, 09/15/27 | 13720 | 13205678 |
| Verizon Master Trust Series 2021-1, Class A, 0.50%, 05/20/27 (Call 05/20/24) | 28690 | 26751453 |
| Volkswagen Auto Lease Trust 2020-A Series 2020-A, Class A3, 0.39%, 01/22/24 (Call 04/20/23) | 917 | 910220 |
| **Total Asset-Backed Securities — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $278,000,011)** |  | 260882916 |
| **Collaterized Mortgage Obligations** |  |  |
| **Mortgage-Backed Securities — 1.0%** |  |  |
| Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-BN15, Class A4, 4.41%, 11/15/61 (Call 11/15/28)<sup>(a)</sup> | 5000 | 4800582 |
| &nbsp;&nbsp;&nbsp;Series 2019-BN21, Class A5, 2.85%, 10/17/52 (Call 10/15/29) | 15310 | 13203038 |
| &nbsp;&nbsp;&nbsp;Series 2020, Class A5, 2.65%, 01/15/63 (Call 02/15/30) | 6500 | 5529764 |
| &nbsp;&nbsp;&nbsp;Series 2020-BN27, Class A5, 2.14%, 04/15/63 | 23610 | 19197544 |
| &nbsp;&nbsp;&nbsp;Series 2020-BN29, Class A4, 2.00%, 11/15/53 (Call 12/15/30) | 5760 | 4543480 |
| Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class ASB, 3.37%, 02/15/50 (Call 02/15/27) | 1985 | 1898802 |
| Barclays Commercial Mortgage Trust, Series 2019-C4, Class A5, 2.92%, 08/15/52 (Call 08/15/29) | 8750 | 7642449 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-C1, Class A4, 3.67%, 02/15/50 | 18450 | 17250582 |
| &nbsp;&nbsp;&nbsp;Series 2020-C6, Class A4, 2.64%, 02/15/53 | 10000 | 8513455 |
| &nbsp;&nbsp;&nbsp;Series 2020-C7, Class A5, 2.04%, 04/15/53 | 16670 | 13588031 |
| &nbsp;&nbsp;&nbsp;Series 2021-C11, Class A5, 2.32%, 09/15/54 | 1965 | 1582046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-C15, Class A5, 3.66%, 04/15/55 (Call 04/15/32)<sup>(a)</sup> | 3745 | 3350307 |
| BBCMS Mortgage Trust 2022-C18, 5.71%, 12/15/55 | 3160 | 3307001 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| BBCMS Trust, Series 2021-C10, Class A5, 2.49%, 07/15/54 | $18590 | $15324119 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B2, Class A5, 3.88%, 02/15/51<sup>(a)</sup> | 10616 | 9982805 |
| &nbsp;&nbsp;&nbsp;Series 2018-B3, Class A5, 4.03%, 04/10/51 | 7000 | 6626367 |
| &nbsp;&nbsp;&nbsp;Series 2018-B5, Class A4, 4.21%, 07/15/51 (Call 08/15/28) | 6150 | 5851078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B7, Class A4, 4.51%, 05/15/53<sup>(a)</sup> | 10093 | 9741099 |
| &nbsp;&nbsp;&nbsp;Series 2018-B8, Class A5, 4.23%, 01/15/52 (Call 12/15/28) | 17000 | 16167132 |
| &nbsp;&nbsp;&nbsp;Series 2019-B11, Class A4, 3.28%, 05/15/52 | 20650 | 18581112 |
| &nbsp;&nbsp;&nbsp;Series 2019-B11, Class A5, 3.54%, 05/15/52 (Call 06/15/29) | 20000 | 18228558 |
| &nbsp;&nbsp;&nbsp;Series 2020-B19, Class B, 2.35%, 09/15/53 | 2700 | 1957839 |
| &nbsp;&nbsp;&nbsp;Series 2020-B21, Class A4, 1.70%, 12/17/53 | 7000 | 5539937 |
| &nbsp;&nbsp;&nbsp;Series 2020-B21, Class A5, 1.98%, 12/17/53 | 8616 | 6858666 |
| &nbsp;&nbsp;&nbsp;Series 2020-B23, Class A5, 2.07%, 02/15/54 | 25000 | 19934768 |
| Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-GC25, Class AAB, 3.37%, 10/10/47 (Call 10/10/24) | 3781 | 3695074 |
| &nbsp;&nbsp;&nbsp;Series 2014-GC25, Class AS, 4.02%, 10/10/47 | 5209 | 4955984 |
| &nbsp;&nbsp;&nbsp;Series 2015-GC27, Class AAB, 2.94%, 02/10/48 (Call 01/10/25) | 4372 | 4253843 |
| &nbsp;&nbsp;&nbsp;Series 2016-GC37, Class A4, 3.31%, 04/10/49 (Call 03/10/26) | 17730 | 16565271 |
| &nbsp;&nbsp;&nbsp;Series 2016-P5, Class A4, 2.94%, 10/10/49 (Call 10/10/26) | 11400 | 10414730 |
| &nbsp;&nbsp;&nbsp;Series 2017-P7, Class A4, 3.71%, 04/14/50 | 13900 | 12981993 |
| &nbsp;&nbsp;&nbsp;Series 2018-B2, Class A4, 4.01%, 03/10/51 | 20020 | 18818592 |
| COMM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-CR20, Class A3, 3.33%, 11/10/47 (Call 01/10/29) | 5784 | 5527644 |
| &nbsp;&nbsp;&nbsp;Series 2014-UBS2, Class A4, 3.69%, 03/10/47 | 4159 | 4056025 |
| &nbsp;&nbsp;&nbsp;Series 2014-UBS3, Class A4, 3.82%, 06/10/47 (Call 06/10/24) | 12887 | 12511463 |
| &nbsp;&nbsp;&nbsp;Series 2015-CR24, Class A5, 3.70%, 08/10/48 (Call 06/10/26) | 16990 | 16152357 |
| &nbsp;&nbsp;&nbsp;Series 2015-LC23, Class A2, 3.22%, 10/10/48 | 3359 | 3199424 |
| &nbsp;&nbsp;&nbsp;Series 2015-PC1, Class A5, 3.90%, 07/10/50 (Call 06/10/25) | 9650 | 9249292 |
| &nbsp;&nbsp;&nbsp;Series 2016-CR28, Class A4, 3.76%, 02/10/49 (Call 01/10/26) | 8000 | 7587429 |
| &nbsp;&nbsp;&nbsp;Series 2016-DC2, Class A5, 3.77%, 02/10/49 | 4000 | 3791503 |
| Commission Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-CR16, Class A4, 4.05%, 04/10/47 | 2800 | 2722558 |
| &nbsp;&nbsp;&nbsp;Series 2014-CR18, Class AM, 4.10%, 07/15/47 (Call 07/15/24) | 10000 | 9582172 |
| &nbsp;&nbsp;&nbsp;Series 2014-UBS2, Class A5, 3.96%, 03/10/47 | 9700 | 9458409 |
| &nbsp;&nbsp;&nbsp;Series 2014-UBS4, Class A5, 3.69%, 08/10/47 (Call 07/10/29) | 12920 | 12483828 |
| &nbsp;&nbsp;&nbsp;Series 2015-CR22, Class A5, 3.31%, 03/10/48 (Call 03/10/25) | 3000 | 2846030 |
| &nbsp;&nbsp;&nbsp;Series 2015-DC1, Class A5, 3.35%, 02/10/48 (Call 02/10/25) | 2750 | 2615819 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-DC1, Class C, 4.44%, 02/10/48 (Call 02/10/25)<sup>(a)</sup> | 3000 | 2750438 |
| &nbsp;&nbsp;&nbsp;Series 2015-LC21, Class A4, 3.71%, 07/10/48 (Call 01/10/26) | 15500 | 14768871 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| CSAIL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-C2, Class A4, 3.50%, 06/15/57 (Call 05/15/25) | $10000 | $9497802 |
| &nbsp;&nbsp;&nbsp;Series 2015-C4, Class A4, 3.81%, 11/15/48 (Call 11/15/25) | 17519 | 16658295 |
| &nbsp;&nbsp;&nbsp;Series 2016-C7, Class A5, 3.50%, 11/15/49 (Call 11/15/26) | 5200 | 4820172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CX11, Class A5, 4.03%, 04/15/51<sup>(a)</sup>. | 27000 | 25100381 |
| &nbsp;&nbsp;&nbsp;Series 2019-C18, Class A4, 2.97%, 12/15/52 (Call 12/15/29) | 10000 | 8532849 |
| DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49 | 1000 | 910936 |
| GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.16%, 07/10/51 (Call 07/10/28)<sup>(a)</sup> | 3000 | 2834707 |
| GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-GC16, Class A4, 4.27%, 11/10/46 | 10000 | 9843057 |
| &nbsp;&nbsp;&nbsp;Series 2014-GC24, Class A4, 3.67%, 09/10/47 | 19398 | 18795278 |
| &nbsp;&nbsp;&nbsp;Series 2014-GC24, Class A5, 3.93%, 09/10/47 | 6000 | 5787228 |
| &nbsp;&nbsp;&nbsp;Series 2015-GS1, Class A3, 3.73%, 11/10/48 | 10000 | 9473968 |
| &nbsp;&nbsp;&nbsp;Series 2017-GS7, Class A3, 3.17%, 08/10/50 | 13000 | 11853496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-GS9, Class A4, 3.99%, 03/10/51<sup>(a)</sup> | 3000 | 2818711 |
| &nbsp;&nbsp;&nbsp;Series 2019-GC38, Class A4, 3.97%, 02/10/52 | 2500 | 2326122 |
| JPMBB Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C22, Class A4, 3.80%, 09/15/47 (Call 03/15/26) | 7000 | 6761031 |
| &nbsp;&nbsp;&nbsp;Series 2014-C23, Class A5, 3.93%, 09/15/47 | 9660 | 9319370 |
| &nbsp;&nbsp;&nbsp;Series 2014-C24, Class A5, 3.64%, 11/15/47 (Call 10/15/25) | 16995 | 16290344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C25, Class B, 4.35%, 11/15/47<sup>(a)</sup> | 3800 | 3574397 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class A5, 3.80%, 07/15/47 | 9000 | 8738080 |
| Morgan Stanley Bank of America Merrill Lynch Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C10, Class AS, 4.21%, 07/15/46<sup>(a)</sup>. | 8166 | 7827630 |
| &nbsp;&nbsp;&nbsp;Series 2015-C22, Class A4, 3.31%, 04/15/48 (Call 04/15/25) | 5000 | 4727943 |
| &nbsp;&nbsp;&nbsp;Series 2015-C23, Class A4, 3.72%, 07/15/50 | 1850 | 1761495 |
| &nbsp;&nbsp;&nbsp;Series 2015-C24, Class A4, 3.73%, 05/15/48 (Call 08/15/25) | 7275 | 6922058 |
| &nbsp;&nbsp;&nbsp;Series 2015-C27, Class A4, 3.75%, 12/15/47 | 17025 | 16163096 |
| &nbsp;&nbsp;&nbsp;Series 2016-C28, Class A4, 3.54%, 01/15/49 (Call 02/15/28) | 16420 | 15446622 |
| &nbsp;&nbsp;&nbsp;Series 2016-C28, Class AS, 3.95%, 01/15/49 | 2000 | 1818094 |
| &nbsp;&nbsp;&nbsp;Series 2016-C32, Class A3, 3.46%, 12/15/49 (Call 01/15/27) | 9522 | 8830981 |
| Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-UBS8, Class A4, 3.81%, 12/15/48 (Call 12/15/25) | 3500 | 3308305 |
| &nbsp;&nbsp;&nbsp;Series 2017-H1, Class A5, 3.53%, 06/15/50 | 12000 | 11082048 |
| &nbsp;&nbsp;&nbsp;Series 2018, Class A3, 4.14%, 10/15/51 | 21700 | 20453541 |
| &nbsp;&nbsp;&nbsp;Series 2018-H3, Class A4, 3.91%, 07/15/51 | 700 | 654859 |
| &nbsp;&nbsp;&nbsp;Series 2019-H6, Class A4, 3.42%, 06/15/52 | 7660 | 6807845 |
| &nbsp;&nbsp;&nbsp;Series 2019-L3, Class AS, 3.49%, 11/15/52 | 720 | 615370 |
| &nbsp;&nbsp;&nbsp;Series 2020-L4, Class A3, 2.70%, 02/15/53 | 20000 | 16943659 |
| &nbsp;&nbsp;&nbsp;Series 2021-L7, Class A5, 2.57%, 10/15/54 | 10430 | 8457399 |
| UBS Commercial Mortgage Trust, Series 2018-C08, Class A4, 3.98%, 02/15/51 | 18150 | 16996630 |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.53%, 05/10/63 | 3 | 3535 |
| Wells Fargo Commercial Mortgage Trust Class A4, 2.34%, 08/15/54 | 4600 | 3685538 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-LC16, Class A5, 3.82%, 08/15/50 (Call 07/15/24) | $15200 | $14748454 |
| &nbsp;&nbsp;&nbsp;Series 2014-LC18, Class ASB, 3.24%, 12/15/47 (Call 01/15/25) | 6825 | 6630711 |
| &nbsp;&nbsp;&nbsp;Series 2015-C27, Class A5, 3.45%, 02/15/48 | 8500 | 8066396 |
| &nbsp;&nbsp;&nbsp;Series 2015-LC22, Class A4, 3.84%, 09/15/58 (Call 09/15/25) | 5000 | 4746920 |
| &nbsp;&nbsp;&nbsp;Series 2015-SG1, Class A4, 3.79%, 09/15/48 | 10856 | 10336338 |
| &nbsp;&nbsp;&nbsp;Series 2020-C56, Class A5, 2.45%, 06/15/53 (Call 04/15/30) | 6480 | 5380965 |
| &nbsp;&nbsp;&nbsp;Series 2020-C58, Class A4, 2.10%, 07/15/53 | 17680 | 14068282 |
| &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5, 2.63%, 04/15/54 | 5200 | 4284210 |
|  |  | 824894458 |
| **Total Collaterized Mortgage Obligations — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $929,817,551)** |  | 824894458 |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.0%** |  |  |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/01/31 (Call 12/01/30) | 1888 | 1493880 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/41 (Call 09/01/40) | 2006 | 1420128 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/01/28 (Call 07/01/28) | 1321 | 1264778 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/30/30 (Call 12/30/29) | 2348 | 2221373 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/48 (Call 04/01/48) | 1520 | 1400695 |
| Omnicom Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 04/30/30 (Call 01/30/30) | 2597 | 2163327 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/01/31 (Call 05/01/31) | 2639 | 2189895 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/30 (Call 03/01/30) | 1906 | 1785655 |
| Omnicom Group Inc./Omnicom Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/15/26 (Call 01/15/26) | 6070 | 5845410 |
| &nbsp;&nbsp;&nbsp;3.65%, 11/01/24 (Call 08/01/24) | 2020 | 1972025 |
| WPP Finance 2010, 3.75%, 09/19/24 | 2681 | 2590811 |
|  |  | 24347977 |
| **Aerospace & Defense — 0.4%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.43%, 02/04/24 (Call 12/12/22) | 6205 | 5920315 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/01/24 | 403 | 387364 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/04/26 (Call 02/04/23) | 8425 | 7649563 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/15/26 (Call 03/15/26) | 4084 | 3688628 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 10/30/25 (Call 07/30/25)<sup>(b)</sup> | 3088 | 2875576 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/01/27 (Call 12/01/26) | 6800 | 6150328 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/26 (Call 01/01/26) | 565 | 524450 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/24 (Call 02/01/24) | 2342 | 2271482 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/27 (Call 12/01/26) | 2950 | 2679131 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 10/30/24 (Call 07/30/24)<sup>(b)</sup> | 1616 | 1552023 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/01/30 (Call 11/01/29) | 5629 | 4783862 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/01/26 (Call 03/01/26) | 4861 | 4551695 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/01/29 (Call 12/01/28) | 3561 | 3142048 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/28 (Call 12/01/27) | 635 | 580993 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/28 (Call 12/01/27) | 2889 | 2579906 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/35 (Call 11/01/34) | 2564 | 1957281 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/15/46 (Call 12/15/45)<sup>(b)</sup> | 1248 | 827986 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/01/28 (Call 08/01/28) | 2473 | 2221001 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/39 (Call 09/01/38)<sup>(b)</sup> | 2009 | 1457871 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/01/38 (Call 09/01/37) | 1688 | 1246774 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/01/34 (Call 02/01/34) | 2831 | 2278700 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/01/31 (Call 11/01/30) | 562 | 495628 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/01/48 (Call 09/01/47) | 1940 | 1305523 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/47 (Call 09/01/46) | $1316 | $893511 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/50 (Call 08/01/49) | 4718 | 3326945 |
| &nbsp;&nbsp;&nbsp;3.83%, 03/01/59 (Call 09/01/58) | 1546 | 1011270 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/01/48 (Call 05/01/48) | 1764 | 1231219 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/49 (Call 11/01/48) | 3156 | 2244105 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/59 (Call 02/01/59) | 3803 | 2635061 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/01/25 (Call 04/01/25) | 11652 | 11543403 |
| &nbsp;&nbsp;&nbsp;5.04%, 05/01/27 (Call 03/01/27) | 6969 | 6905164 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/30 (Call 02/01/30) | 12363 | 12061466 |
| &nbsp;&nbsp;&nbsp;5.71%, 05/01/40 (Call 11/01/39) | 7107 | 6785621 |
| &nbsp;&nbsp;&nbsp;5.81%, 05/01/50 (Call 11/01/49) | 17323 | 16339400 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/40 | 1858 | 1779016 |
| &nbsp;&nbsp;&nbsp;5.93%, 05/01/60 (Call 11/01/59) | 10557 | 9765119 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/15/33 | 1488 | 1516049 |
| &nbsp;&nbsp;&nbsp;6.63%, 02/15/38 | 1564 | 1615862 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/15/39 | 2096 | 2221257 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/01/26 (Call 05/01/26) | 2465 | 2200925 |
| &nbsp;&nbsp;&nbsp;2.13%, 08/15/26 (Call 05/15/26) | 4058 | 3736160 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/31 (Call 03/01/31) | 1400 | 1190602 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/15/24 (Call 09/15/24) | 866 | 828390 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/15/27 (Call 08/15/27) | 2409 | 2205656 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/01/41 (Call 12/01/40) | 2715 | 2065816 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/25 (Call 03/01/25) | 3099 | 3011887 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/25 (Call 03/15/25) | 2567 | 2512888 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (Call 02/01/27) | 877 | 843858 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/15/42 (Call 05/15/42)<sup>(b)</sup> | 753 | 631293 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/30 (Call 01/01/30) | 4042 | 3821105 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/28 (Call 02/15/28) | 3823 | 3673291 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/40 (Call 10/01/39) | 1869 | 1739422 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 2855 | 2602732 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 01/15/31 (Call 10/15/30) | 2705 | 2108358 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/15/29 (Call 09/15/29) | 1956 | 1684390 |
| &nbsp;&nbsp;&nbsp;3.83%, 04/27/25 (Call 01/27/25) | 2466 | 2412241 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/26 (Call 09/15/26) | 3164 | 3043104 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/28/24 (Call 02/28/24) | 1430 | 1406562 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/15/28 (Call 03/15/28) | 6252 | 6054509 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/27/35 (Call 10/27/34) | 1696 | 1608198 |
| &nbsp;&nbsp;&nbsp;5.05%, 04/27/45 (Call 10/27/44) | 1050 | 959406 |
| &nbsp;&nbsp;&nbsp;6.15%, 12/15/40 | 1580 | 1653707 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 06/15/30 (Call 03/15/30) | 1600 | 1323248 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/50 (Call 12/15/49) | 3635 | 2541956 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 01/15/26 (Call 10/15/25)<sup>(b)</sup> | 3438 | 3360783 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/35 (Call 09/01/34) | 1908 | 1714147 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/45 (Call 09/01/44) | 4095 | 3437671 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/15/32 (Call 03/15/32)<sup>(b)</sup> | 1975 | 1881405 |
| &nbsp;&nbsp;&nbsp;4.07%, 12/15/42 | 2038 | 1796334 |
| &nbsp;&nbsp;&nbsp;4.09%, 09/15/52 (Call 03/15/52) | 5691 | 4914975 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/15/53 (Call 12/15/52) | 4035 | 3536637 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/62 (Call 12/15/61) | 3165 | 2747536 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/36 (Call 11/15/35) | 1875 | 1807669 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/46 (Call 11/15/45) | 4009 | 3828354 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/25 | 390 | 394789 |
| &nbsp;&nbsp;&nbsp;5.10%, 11/15/27 | 3180 | 3271298 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/33 | 2720 | 2835219 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/15/54 (Call 05/15/54) | 1520 | 1651890 |
| &nbsp;&nbsp;&nbsp;5.72%, 06/01/40 | 697 | 744584 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/15/63 (Call 05/15/63) | 1240 | 1371614 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 6.15%, 09/01/36 | $1900 | $2102312 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.93%, 01/15/25 (Call 11/15/24) | 5779 | 5557318 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/01/27 (Call 11/01/26) | 2566 | 2417531 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/28 (Call 10/15/27) | 7703 | 7158783 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/15/45 (Call 10/15/44) | 1694 | 1393857 |
| &nbsp;&nbsp;&nbsp;4.03%, 10/15/47 (Call 04/15/47) | 7841 | 6662655 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/30 (Call 02/01/30) | 747 | 732239 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/01/43 | 3254 | 3072492 |
| &nbsp;&nbsp;&nbsp;5.05%, 11/15/40 | 1188 | 1156815 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/40 (Call 11/01/39) | 1960 | 1946064 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/01/50 (Call 11/01/49) | 3313 | 3363689 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 09/01/31 (Call 06/01/31) | 3271 | 2607249 |
| &nbsp;&nbsp;&nbsp;2.25%, 07/01/30 (Call 04/01/30) | 3905 | 3286448 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/32 (Call 12/15/31) | 3777 | 3097782 |
| &nbsp;&nbsp;&nbsp;2.65%, 11/01/26 (Call 08/01/26) | 525 | 487116 |
| &nbsp;&nbsp;&nbsp;2.82%, 09/01/51 (Call 03/01/51) | 2429 | 1655752 |
| &nbsp;&nbsp;&nbsp;3.03%, 03/15/52 (Call 09/15/51) | 4985 | 3507745 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/04/27 (Call 02/04/27) | 4598 | 4314349 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/01/50 (Call 01/01/50) | 3795 | 2736499 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/24 (Call 01/15/24) | 3965 | 3889031 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/27 (Call 12/15/26) | 4695 | 4489265 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/15/23 (Call 09/15/23) | 1593 | 1577803 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/01/46 (Call 05/01/46) | 4504 | 3584418 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/16/25 (Call 06/16/25) | 6196 | 6085525 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/04/47 (Call 11/04/46) | 2863 | 2396961 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/16/28 (Call 08/16/28) | 7959 | 7710998 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/45 (Call 11/16/44) | 3045 | 2609900 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/47 (Call 10/15/46) | 3488 | 3062534 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/16/38 (Call 05/16/38) | 3270 | 3012324 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/42 | 11997 | 11086668 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/16/48 (Call 05/16/48) | 6233 | 5729810 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/15/41 | 2235 | 2064782 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/43 (Call 06/15/43) | 2002 | 1879157 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/15/40 | 959 | 912632 |
| &nbsp;&nbsp;&nbsp;5.40%, 05/01/35 | 55 | 55694 |
| &nbsp;&nbsp;&nbsp;6.05%, 06/01/36 | 115 | 123787 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/15/38 | 375 | 406950 |
| &nbsp;&nbsp;&nbsp;7.20%, 08/15/27 | 1888 | 2095453 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/15/29 | 205 | 234869 |
|  |  | 358422461 |
| **Agriculture — 0.3%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 05/06/25 (Call 04/06/25) | 3745 | 3522697 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/04/32 (Call 11/04/31) | 6170 | 4688213 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/16/26 (Call 06/16/26)<sup>(b)</sup> | 3345 | 3075995 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/30 (Call 02/06/30) | 2674 | 2305737 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/04/41 (Call 08/04/40) | 5117 | 3471168 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/04/51 (Call 08/04/50) | 4707 | 3061197 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/14/24 (Call 01/14/24) | 345 | 339497 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/16/46 (Call 03/16/46) | 4197 | 2862606 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/31/24 | 210 | 207579 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/04/61 (Call 08/04/60) | 3250 | 2173990 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/09/42 | 4016 | 3013767 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/14/26 (Call 12/14/25)<sup>(b)</sup> | 3871 | 3808367 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/50 (Call 11/06/49) | 2483 | 1782024 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/02/43 | 2883 | 2195059 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 02/14/29 (Call 11/14/28)<sup>(b)</sup> | 3424 | 3293100 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 01/31/44<sup>(b)</sup> | 6337 | 5527638 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Agriculture (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 02/14/39 (Call 08/14/38)<sup>(b)</sup> | $6902 | $6419757 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/14/49 (Call 08/14/48) | 6192 | 5516081 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/11/26 (Call 05/11/26) | 5875 | 5469390 |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51) | 1035 | 710662 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/32 (Call 12/01/31) | 1765 | 1535656 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/30 (Call 12/27/29) | 2816 | 2570248 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/15/47 (Call 03/15/47)<sup>(b)</sup> | 1529 | 1271578 |
| &nbsp;&nbsp;&nbsp;4.02%, 04/16/43 | 842 | 731378 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 3564 | 3325568 |
| &nbsp;&nbsp;&nbsp;4.54%, 03/26/42 | 1252 | 1165537 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/15/35 | 616 | 641016 |
| &nbsp;&nbsp;&nbsp;5.94%, 10/01/32 | 547 | 597373 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.26%, 03/25/28 (Call 01/25/28) | 1995 | 1673486 |
| &nbsp;&nbsp;&nbsp;2.73%, 03/25/31 (Call 12/25/30) | 4103 | 3240508 |
| &nbsp;&nbsp;&nbsp;2.79%, 09/06/24 (Call 08/06/24) | 4048 | 3871993 |
| &nbsp;&nbsp;&nbsp;3.22%, 08/15/24 (Call 06/15/24) | 8572 | 8267608 |
| &nbsp;&nbsp;&nbsp;3.22%, 09/06/26 (Call 07/06/26) | 6363 | 5907536 |
| &nbsp;&nbsp;&nbsp;3.46%, 09/06/29 (Call 06/06/29) | 2397 | 2062618 |
| &nbsp;&nbsp;&nbsp;3.56%, 08/15/27 (Call 05/15/27) | 10557 | 9630940 |
| &nbsp;&nbsp;&nbsp;3.73%, 09/25/40 (Call 03/25/40) | 1803 | 1270123 |
| &nbsp;&nbsp;&nbsp;3.98%, 09/25/50 (Call 03/25/50) | 2371 | 1609387 |
| &nbsp;&nbsp;&nbsp;4.39%, 08/15/37 (Call 02/15/37) | 8954 | 7071332 |
| &nbsp;&nbsp;&nbsp;4.54%, 08/15/47 (Call 02/15/47) | 9166 | 6651491 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/02/27 (Call 02/02/27) | 2814 | 2718437 |
| &nbsp;&nbsp;&nbsp;4.74%, 03/16/32 (Call 12/16/31) | 3295 | 2967049 |
| &nbsp;&nbsp;&nbsp;4.76%, 09/06/49 (Call 03/06/49) | 3773 | 2829109 |
| &nbsp;&nbsp;&nbsp;4.91%, 04/02/30 (Call 01/02/30) | 3688 | 3421579 |
| &nbsp;&nbsp;&nbsp;5.28%, 04/02/50 (Call 10/02/49) | 1727 | 1392394 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 03/16/52 (Call 09/16/51)<sup>(b)</sup> | 2340 | 1969952 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/19/32 (Call 07/19/32) | 1910 | 2102089 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.67%, 03/25/26 (Call 02/25/26) | 3003 | 2662700 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/16/28 (Call 02/16/28) | 3480 | 3243221 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 08/17/25 (Call 07/17/25) | 2805 | 2565004 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/14/31 (Call 02/14/31) | 4175 | 3467296 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/26 (Call 05/15/26) | 3223 | 3021176 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/25/27 (Call 06/25/27) | 2896 | 2720329 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 05/01/26 (Call 04/01/26) | 2259 | 1989049 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/01/25 (Call 04/01/25) | 3316 | 3068394 |
| &nbsp;&nbsp;&nbsp;1.75%, 11/01/30 (Call 08/01/30) | 1868 | 1463989 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/01/30 (Call 02/01/30) | 2093 | 1699035 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/25/26 (Call 11/25/25) | 4295 | 4042583 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/01/24 (Call 04/01/24) | 4263 | 4140822 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/17/27 (Call 05/17/27)<sup>(b)</sup> | 2415 | 2239599 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/02/28 (Call 12/02/27)<sup>(b)</sup> | 2476 | 2248381 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 3637 | 3514870 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/11/25 (Call 05/11/25) | 2643 | 2537227 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/29 (Call 05/15/29) | 2126 | 1912613 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/21/42 | 3711 | 2812010 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/04/43 | 1844 | 1451376 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/10/44 | 1909 | 1513360 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/41 | 3197 | 2623490 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/20/42 | 4815 | 3994428 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/43 | 3470 | 3011856 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/17/25 | 3620 | 3605448 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/24 | 3620 | 3622136 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Agriculture (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 11/17/27 | $4110 | $4119330 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/17/29 (Call 09/17/29) | 2780 | 2826593 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/17/32 | 1190 | 1225688 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/16/38 | 3988 | 4142854 |
| Reynolds American Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 06/12/25 (Call 03/12/25) | 8840 | 8696350 |
| &nbsp;&nbsp;&nbsp;5.70%, 08/15/35 (Call 02/15/35) | 2621 | 2419681 |
| &nbsp;&nbsp;&nbsp;5.85%, 08/15/45 (Call 02/15/45) | 6553 | 5718541 |
| &nbsp;&nbsp;&nbsp;6.15%, 09/15/43 | 2206 | 1979311 |
| &nbsp;&nbsp;&nbsp;7.25%, 06/15/37 | 1745 | 1808989 |
|  |  | 246048238 |
| **Airlines — 0.1%** |  |  |
| American Airlines 2015-2 Class AA Pass Through Trust, Series 2015-2, Class AA, 3.60%, 03/22/29 | 1516 | 1361632 |
| American Airlines 2016-1 Class AA Pass Through Trust, Series 2016-1, Class AA, 3.58%, 07/15/29 | 1293 | 1157052 |
| American Airlines 2016-2 Class AA Pass Through Trust, Series 2016-2, Class AA, 3.20%, 12/15/29<sup>(b)</sup> | 1440 | 1256219 |
| American Airlines 2016-3 Class AA Pass Through Trust, Series 2016-3, Class AA, 3.00%, 04/15/30 | 690 | 595671 |
| American Airlines 2017-1 Class AA Pass Through Trust, Series 2017-1, Class AA, 3.65%, 08/15/30 | 1997 | 1778786 |
| American Airlines 2017-2 Class AA Pass Through Trust, Series 2017-2, Class AA, 3.35%, 04/15/31 | 1375 | 1200682 |
| American Airlines 2019-1 Class AA Pass Through Trust, Series 2019-1, Class AA, 3.15%, 08/15/33<sup>(b)</sup> | 1628 | 1355891 |
| American Airlines 2021-1 Class A Pass Through Trust, Series A, Class A, 2.88%, 01/11/36 | 4270 | 3404471 |
| Continental Airlines Pass Through Trust, Series 2012-2, Class A, 4.00%, 04/29/26 | 1517 | 1441208 |
| Delta Air Lines Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class AA, 3.20%, 10/25/25 | 510 | 490141 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, Class AA, 2.00%, 12/10/29<sup>(b)</sup> | 5533 | 4758882 |
| JetBlue Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1A, Class A, 4.00%, 05/15/34<sup>(b)</sup> | 2188 | 1938391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class AA, 2.75%, 11/15/33<sup>(b)</sup>. | 1484 | 1235541 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 02/10/30 (Call 11/10/29) | 1318 | 1099963 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/26 (Call 08/15/26) | 1690 | 1560850 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/16/27 (Call 08/16/27) | 1683 | 1558391 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/27 (Call 04/15/27) | 7172 | 7234181 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/04/25 (Call 04/04/25) | 5799 | 5833562 |
| United Airlines Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-1 A, Class A, 4.15%, 10/11/25<sup>(b)</sup> | 1504 | 1443192 |
| &nbsp;&nbsp;&nbsp;Series 2013-1, Class A, 4.30%, 02/15/27 | 1327 | 1229208 |
| &nbsp;&nbsp;&nbsp;Series 2014-1, Class A, 4.00%, 10/11/27 | 4136 | 3808851 |
| &nbsp;&nbsp;&nbsp;Series 2014-2, Class A, 3.75%, 03/03/28 | 3211 | 2928877 |
| &nbsp;&nbsp;&nbsp;Series 2016-1, Class AA, 3.10%, 01/07/30 | 2766 | 2445788 |
| &nbsp;&nbsp;&nbsp;Series 2016-2, Class AA, 2.88%, 04/07/30 | 2211 | 1862004 |
| &nbsp;&nbsp;&nbsp;Series 2018-1, Class AA, 3.50%, 09/01/31 | 3216 | 2706905 |
| &nbsp;&nbsp;&nbsp;Series 2019, Class AA, 4.15%, 02/25/33 | 406 | 362686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2, Class AA, 2.70%, 11/01/33<sup>(b)</sup>. | 2756 | 2156682 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A, 5.88%, 04/15/29 | 4203 | 4120580 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class B, 4.88%, 07/15/27 | 2605 | 2451098 |
|  |  | 64777385 |
| **Apparel — 0.1%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 11/01/26 (Call 08/01/26) | 1868 | 1738230 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/27/25 (Call 02/27/25) | 6576 | 6303885 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/27/27 (Call 01/27/27) | 6623 | 6227806 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/27/30 (Call 12/27/29) | 6075 | 5472967 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Apparel (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/27/40 (Call 09/27/39)<sup>(b)</sup> | $2285 | $1878887 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/46 (Call 05/01/46) | 4295 | 3452106 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/27/50 (Call 09/27/49)<sup>(b)</sup> | 3517 | 2816414 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/43 (Call 11/01/42) | 1244 | 1057674 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/01/45 (Call 05/01/45)<sup>(b)</sup> | 4003 | 3518357 |
| PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) | 2513 | 2436680 |
| Ralph Lauren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/30 (Call 03/15/30) | 2054 | 1795730 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 07/15/25) | 3750 | 3667575 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/32 (Call 12/15/31) | 1633 | 1264301 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 07/15/27 (Call 04/15/27)<sup>(b)</sup> | 476 | 442785 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/25 (Call 01/01/25) | 90 | 88090 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/23/25 (Call 03/23/25) | 4199 | 3946136 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 04/23/27 (Call 02/23/27)<sup>(b)</sup> | 3314 | 3022269 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/23/30 (Call 01/23/30) | 3214 | 2700178 |
|  |  | 51830070 |
| **Auto Manufacturers — 0.4%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 07/12/24 | 442 | 412514 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/09/24 | 1280 | 1197158 |
| &nbsp;&nbsp;&nbsp;1.00%, 09/10/25 | 644 | 583264 |
| &nbsp;&nbsp;&nbsp;1.20%, 07/08/25 | 765 | 700059 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/09/26 | 2440 | 2165964 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/13/25 | 3385 | 3174351 |
| &nbsp;&nbsp;&nbsp;1.80%, 01/13/31 | 982 | 788153 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/24/28 | 1645 | 1428271 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/10/24 | 2718 | 2595554 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/12/29 | 3295 | 2855941 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/09/26 | 2781 | 2544587 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 01/08/27<sup>(b)</sup> | 1826 | 1665403 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/27/24 | 3785 | 3643668 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/16/24 | 3483 | 3399582 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 | 3291 | 3093375 |
| &nbsp;&nbsp;&nbsp;3.55%, 01/12/24 | 4360 | 4300094 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/01/25 (Call 08/01/25) | 2245 | 2027460 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/01/30 (Call 06/01/30)<sup>(b)</sup> | 1694 | 1355590 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 09/01/50 (Call 03/01/50)<sup>(b)</sup> | 3870 | 2490268 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/43 (Call 04/01/43) | 1346 | 1288378 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/25 | 2399 | 2342288 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/01/27 (Call 07/01/27)<sup>(b)</sup> | 2873 | 2736877 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/28 (Call 07/01/28) | 3220 | 3098928 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/35 | 2623 | 2323637 |
| &nbsp;&nbsp;&nbsp;5.15%, 04/01/38 (Call 10/01/37) | 3395 | 3001553 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/45 | 4477 | 3775096 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/15/29 (Call 08/15/29) | 2170 | 2097544 |
| &nbsp;&nbsp;&nbsp;5.40%, 04/01/48 (Call 10/01/47) | 3274 | 2844288 |
| &nbsp;&nbsp;&nbsp;5.60%, 10/15/32 (Call 07/15/32) | 4130 | 3969384 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 04/01/49 (Call 10/01/48)<sup>(b)</sup> | 3972 | 3691497 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/01/25 (Call 09/01/25) | 7586 | 7690687 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/02/43 | 2175 | 2097853 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/36 (Call 10/01/35) | 4305 | 4364796 |
| &nbsp;&nbsp;&nbsp;6.75%, 04/01/46 (Call 10/01/45) | 3102 | 3093221 |
| &nbsp;&nbsp;&nbsp;6.80%, 10/01/27 (Call 08/01/27) | 3651 | 3834937 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 03/08/24 | 3004 | 2843857 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/15/24 | 3545 | 3274800 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 01/08/26 (Call 12/08/25) | $1895 | $1663469 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/10/26 (Call 05/10/26) | 5060 | 4392586 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/26/27 (Call 01/26/27) | 4045 | 3562512 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/31 (Call 10/08/30) | 1245 | 963792 |
| &nbsp;&nbsp;&nbsp;2.40%, 04/10/28 (Call 02/10/28) | 3210 | 2717747 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/15/28 (Call 08/15/28) | 4080 | 3403536 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/20/27 (Call 06/20/27) | 1079 | 950826 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/10/31 (Call 03/10/31) | 4270 | 3359081 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/20/25 (Call 05/20/25) | 5454 | 5128996 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/26/25 (Call 01/26/25) | 5906 | 5579989 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/12/32 (Call 10/12/31) | 2255 | 1813922 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/07/24 (Call 09/07/24) | 4850 | 4681802 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/21/30 (Call 03/21/30) | 1976 | 1695586 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/07/25 | 125 | 120800 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/05/28 (Call 10/05/27) | 2329 | 2130383 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/24 (Call 02/13/24) | 3243 | 3188907 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/25 (Call 10/15/24) | 2735 | 2658994 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/06/26 (Call 07/06/26) | 3796 | 3567898 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/13/25 (Call 04/13/25) | 2948 | 2860326 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/06/29 (Call 02/06/29) | 450 | 410643 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/09/25 (Call 02/09/25) | 2492 | 2441836 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/17/27 (Call 10/17/26) | 4814 | 4620333 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/09/27 (Call 03/09/27) | 4755 | 4649915 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/17/24 (Call 12/17/23) | 6740 | 6706030 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/26 (Call 12/01/25) | 4885 | 4835906 |
| &nbsp;&nbsp;&nbsp;5.65%, 01/17/29 (Call 10/17/28) | 2699 | 2666450 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/10/25 | 2965 | 2994324 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.27%, 03/10/25 (Call 02/10/25) | 180 | 170852 |
| &nbsp;&nbsp;&nbsp;2.53%, 03/10/27 (Call 02/10/27) | 880 | 809512 |
| &nbsp;&nbsp;&nbsp;2.97%, 03/10/32 (Call 12/10/31) | 3620 | 3155590 |
| Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31 | 5829 | 7236878 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 02/02/24 | 560 | 532235 |
| &nbsp;&nbsp;&nbsp;0.50%, 08/09/24 | 619 | 576345 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 11/08/24<sup>(b)</sup> | 195 | 181514 |
| &nbsp;&nbsp;&nbsp;1.10%, 05/11/26 | 2204 | 1976503 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 02/06/25<sup>(b)</sup> | 986 | 930794 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/04/27<sup>(b)</sup> | 1200 | 1088184 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/15/24 | 1688 | 1612918 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/07/25 | 25 | 24040 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/13/24<sup>(b)</sup> | 910 | 890226 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/11/25 | 1703 | 1662400 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/03/25 | 1550 | 1564136 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.68%, 03/25/24 (Call 02/25/24) | 4675 | 4430124 |
| &nbsp;&nbsp;&nbsp;1.34%, 03/25/26 (Call 02/25/26) | 2980 | 2691447 |
| &nbsp;&nbsp;&nbsp;2.36%, 07/02/24 | 2607 | 2514973 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 03/25/31 (Call 12/25/30)<sup>(b)</sup> | 1295 | 1098613 |
| &nbsp;&nbsp;&nbsp;2.76%, 07/02/29 | 1098 | 981305 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.67%, 07/20/28<sup>(b)</sup> | 1790 | 1714874 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 01/11/24 | 270 | 257515 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/18/24 | 5900 | 5524937 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/13/24 | 3715 | 3459371 |
| &nbsp;&nbsp;&nbsp;0.80%, 10/16/25 | 765 | 687528 |
| &nbsp;&nbsp;&nbsp;0.80%, 01/09/26 | 390 | 348485 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/18/26<sup>(b)</sup> | 8164 | 7261225 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 08/13/27<sup>(b)</sup> | 1978 | 1694216 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 01/13/25 | $2680 | $2515421 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 01/10/31<sup>(b)</sup> | 1306 | 1042162 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 02/13/25<sup>(b)</sup> | 2903 | 2735758 |
| &nbsp;&nbsp;&nbsp;1.90%, 01/13/27 | 2200 | 1976326 |
| &nbsp;&nbsp;&nbsp;1.90%, 04/06/28 | 2999 | 2624215 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/12/31 | 4200 | 3356472 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/07/24<sup>(b)</sup> | 1983 | 1887459 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/13/30 | 3825 | 3255764 |
| &nbsp;&nbsp;&nbsp;2.40%, 01/13/32 | 200 | 166214 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/22/24 | 50 | 48600 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/17/24 | 1972 | 1921990 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 | 5808 | 5597460 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/22/27 | 5460 | 5134802 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/11/28 | 2200 | 2060014 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/11/27 | 4627 | 4379826 |
| &nbsp;&nbsp;&nbsp;3.35%, 01/08/24 | 3074 | 3027859 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/30 | 1774 | 1627361 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/14/25 | 3600 | 3500784 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/18/25 | 3125 | 3044938 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/08/29 | 2105 | 1993330 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/25 | 3175 | 3124899 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/20/24 | 1500 | 1492035 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/29/29 | 3230 | 3198281 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/20/27 | 1185 | 1177546 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/10/25 | 2775 | 2822009 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/10/27 | 3335 | 3430614 |
|  |  | 304776345 |
| **Auto Parts & Equipment — 0.0%** |  |  |
| Aptiv PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 12/01/51 (Call 06/01/51)<sup>(b)</sup> | 5010 | 3123234 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/15/29 (Call 12/15/28) | 1000 | 931550 |
| &nbsp;&nbsp;&nbsp;4.40%, 10/01/46 (Call 04/01/46) | 1202 | 892918 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/15/49 (Call 09/15/48) | 1367 | 1191764 |
| Aptiv PLC/Aptiv Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/18/25 (Call 02/18/23) | 800 | 752360 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/01/32 (Call 12/01/31)<sup>(b)</sup> | 3245 | 2733588 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/01/52 (Call 11/01/51) | 3550 | 2680640 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 07/01/27 (Call 05/01/27) | 2528 | 2277576 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/25 (Call 12/15/24) | 594 | 572955 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/45 (Call 09/15/44)<sup>(b)</sup> | 2010 | 1574433 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 01/15/32 (Call 10/15/31) | 1725 | 1326042 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/30/30 (Call 02/28/30) | 2115 | 1805089 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 01/15/52 (Call 07/15/51)<sup>(b)</sup> | 955 | 599348 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/15/27 (Call 06/15/27) | 1684 | 1580670 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/29 (Call 02/15/29) | 2110 | 1920248 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/49 (Call 11/15/48)<sup>(b)</sup> | 1380 | 1162195 |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 06/15/30 (Call 03/15/30) | 803 | 669196 |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/24 (Call 03/15/24) | 4500 | 4404105 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/25 (Call 07/01/25) | 1934 | 1901431 |
|  |  | 32099342 |
| **Banks — 5.7%** |  |  |
| Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25 | 3164 | 3074396 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/18/25 | 3625 | 3244774 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.86%, 09/14/26 (Call 09/14/25)<sup>(a)</sup> | 3800 | 3761544 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 09/14/27 (Call 09/14/26)<sup>(a)</sup> | $3650 | $3106697 |
| &nbsp;&nbsp;&nbsp;1.85%, 03/25/26 | 4701 | 4151077 |
| &nbsp;&nbsp;&nbsp;2.71%, 06/27/24 | 7655 | 7357527 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/28/25 | 7929 | 7449058 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/03/30 | 1718 | 1290407 |
| &nbsp;&nbsp;&nbsp;2.96%, 03/25/31 | 3265 | 2579448 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 11/22/32 (Call 11/22/31)<sup>(a)</sup>. | 3930 | 2900065 |
| &nbsp;&nbsp;&nbsp;3.31%, 06/27/29 | 4524 | 3958274 |
| &nbsp;&nbsp;&nbsp;3.49%, 05/28/30 | 4055 | 3406119 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/24/25 | 200 | 192324 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/23/28 | 2321 | 2112853 |
| &nbsp;&nbsp;&nbsp;3.89%, 05/24/24 | 4475 | 4374849 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 03/24/28 (Call 03/24/27)<sup>(a)</sup> | 3400 | 3138948 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/11/27 | 5210 | 4911675 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/12/28 | 2906 | 2678576 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/18/25 | 600 | 593406 |
| &nbsp;&nbsp;&nbsp;5.18%, 11/19/25 | 6083 | 5949417 |
| &nbsp;&nbsp;&nbsp;5.29%, 08/18/27 | 3800 | 3686152 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 04/22/25 (Call 04/22/24), (1 day SOFR + 0.690%)<sup>(a)</sup> | 9108 | 8522902 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 09/25/25 (Call 09/25/24), (1 day SOFR + 0.910%)<sup>(a)</sup> | 2808 | 2575161 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/24/26 (Call 10/24/25), (1 day SOFR + 1.010%)<sup>(a)</sup> | 9990 | 8866125 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 06/19/26 (Call 06/19/25), (1 day SOFR + 1.150%)<sup>(a)</sup> | 9168 | 8263852 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 12/06/25 (Call 12/06/24), (1 day SOFR + 0.650%)<sup>(a)</sup> | 7029 | 6455715 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 07/22/27 (Call 07/22/26), (1 day SOFR + 0.960%)<sup>(a)</sup> | 18298 | 16034171 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.84%, 02/04/25 (Call 02/04/24), (1 day SOFR + 0.670%)<sup>(a)</sup> | 3250 | 3102352 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 07/23/31 (Call 07/23/30), (1 day SOFR + 1.530%)<sup>(a)</sup> | 3455 | 2693587 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.92%, 10/24/31 (Call 10/24/30), (1 day SOFR + 1.370%)<sup>(a)</sup> | 11321 | 8774454 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)<sup>(a)</sup> | 4619 | 4280381 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.09%, 06/14/29 (Call 06/14/28), (1 day SOFR + 1.060%)<sup>(a)</sup> | 7175 | 6048381 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 07/21/32 (Call 07/21/31), (1 day SOFR + 1.220%)<sup>(a)</sup> | 7935 | 6217152 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)<sup>(a)</sup> | 9901 | 9315158 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 09/21/36 (Call 09/21/31)<sup>(a)</sup> | 8595 | 6449258 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)<sup>(a)</sup> | 13290 | 10946840 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 02/04/28 (Call 02/04/27), (1 day SOFR + 1.050%)<sup>(a)</sup> | 9207 | 8233544 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.57%, 10/20/32 (Call 10/20/31), (1 day SOFR + 1.210%)<sup>(a)</sup> | 9865 | 7856486 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.59%, 04/29/31 (Call 04/29/30), (1 day SOFR + 2.150%)<sup>(a)</sup> | 12894 | 10656117 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.68%, 06/19/41 (Call 06/19/40), (1 day SOFR + 1.930%)<sup>(a)</sup> | 15377 | 10715462 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.69%, 04/22/32 (Call 04/22/31), (1 day SOFR + 1.320%)<sup>(a)</sup> | 13759 | 11162677 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.83%, 10/24/51 (Call 10/24/50), (1 day SOFR + 1.880%)<sup>(a)</sup> | $3304 | $2115386 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)<sup>(a)</sup> | 8193 | 6978715 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 02/04/33 (Call 02/04/32), (1 day SOFR + 1.330%)<sup>(a)</sup> | 13945 | 11426951 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 07/21/52 (Call 07/21/51), (1 day SOFR + 1.560%)<sup>(a)</sup> | 5885 | 3875390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)<sup>(a)</sup> | 5454 | 5203280 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)<sup>(a)</sup> | 10280 | 8966936 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/21/27 (Call 10/21/26) | 10960 | 10122875 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.31%, 04/22/42 (Call 04/22/41), (1 day SOFR + 1.580%)<sup>(a)</sup> | 12265 | 9287549 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)<sup>(a)</sup> | 4864 | 4649595 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/02/26 (Call 04/02/25), (1 day SOFR + 1.330%)<sup>(a)</sup> | 7280 | 6930269 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)<sup>(a)</sup> | 17787 | 16223167 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)<sup>(a)</sup> | 7254 | 7063582 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/19/26 | 11681 | 11204999 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)<sup>(a)</sup> | 8262 | 7797841 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)<sup>(a)</sup> | 8441 | 7828183 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)<sup>(a)</sup> | 8684 | 8092967 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)<sup>(a)</sup> | 10308 | 9699003 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/25/25 (Call 04/25/24), (1 day SOFR + 1.110%)<sup>(a)</sup> | 6280 | 6128212 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 03/08/37 (Call 03/08/32)<sup>(a)</sup> | 1020 | 859829 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/25 | 2073 | 2044890 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.19%)<sup>(a)</sup> | 4130 | 3333653 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)<sup>(a)</sup> | 9170 | 8514803 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)<sup>(a)</sup> | 9978 | 9176367 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 | 6558 | 6508028 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/22/25 | 10160 | 9964217 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.32%)<sup>(a)</sup> | 4069 | 3461905 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 3.15%)<sup>(a)</sup> | 16258 | 13338551 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/22/24 | 4371 | 4340840 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/26/24 | 8942 | 8817885 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.24%, 04/24/38 (Call 04/24/37), (3 mo. LIBOR US + 1.814%)<sup>(a)</sup> | 6564 | 5727024 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 | 8965 | 8784893 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)<sup>(a)</sup> | 11489 | 10813447 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.33%, 03/15/50 (Call 03/15/49), (3 mo. LIBOR US + 1.520%)<sup>(a)</sup> | 9791 | 8331358 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/27/28 (Call 04/27/27), (1 day SOFR + 1.580%)<sup>(a)</sup> | 4816 | 4620470 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.44%, 01/20/48 (Call 01/20/47), (3 mo. LIBOR US + 1.990%)<sup>(a)</sup> | $7615 | $6603043 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/03/26 | 7398 | 7290729 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 04/27/33 (Call 04/27/32), (1 day SOFR + 1.830%)<sup>(a)</sup> | 8480 | 7903699 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 07/22/26 (Call 07/22/25)<sup>(a)(b)</sup> | 10240 | 10104013 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/44 | 1698 | 1545299 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/22/28 (Call 07/22/27)<sup>(a)</sup> | 9315 | 9133357 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/21/44 | 6290 | 5926375 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/22/33 (Call 07/22/32)<sup>(a)</sup> | 14445 | 13956181 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/07/42 | 5822 | 6068562 |
| &nbsp;&nbsp;&nbsp;6.11%, 01/29/37 | 8152 | 8474819 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/10/28 (Call 11/10/27)<sup>(a)</sup> | 4495 | 4647515 |
| &nbsp;&nbsp;&nbsp;6.22%, 09/15/26 | 2379 | 2495000 |
| &nbsp;&nbsp;&nbsp;7.75%, 05/14/38 | 6104 | 7355137 |
| &nbsp;&nbsp;&nbsp;Series L, 3.95%, 04/21/25 | 10403 | 10172365 |
| &nbsp;&nbsp;&nbsp;Series L, 4.18%, 11/25/27 (Call 11/25/26) | 9266 | 8851532 |
| &nbsp;&nbsp;&nbsp;Series L, 4.75%, 04/21/45 | 2512 | 2177979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 1.66%, 03/11/27 (Call 03/11/26), (1 day SOFR + 0.910%)<sup>(a)</sup> | 10835 | 9600677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 2.65%, 03/11/32 (Call 03/11/31), (1 day SOFR + 1.220%)<sup>(a)</sup> | 9510 | 7723261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 3.48%, 03/13/52 (Call 03/11/51), (1 day SOFR + 1.650%)<sup>(a)</sup> | 4635 | 3412102 |
| Bank of America NA, 6.00%, 10/15/36 | 5753 | 6012863 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 12/08/23 | 316 | 302333 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/09/24 | 2761 | 2576593 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 01/22/27 (Call 01/22/26), (1 day SOFR + 0.603%)<sup>(a)</sup> | 1040 | 921211 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/15/26 | 5810 | 5103330 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/10/25 | 685 | 639030 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/01/25 | 5947 | 5557531 |
| &nbsp;&nbsp;&nbsp;2.15%, 03/08/24 | 3710 | 3584825 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/28/24 | 1643 | 1581503 |
| &nbsp;&nbsp;&nbsp;2.65%, 03/08/27 | 3645 | 3341262 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 01/10/37 (Call 01/10/32)<sup>(a)</sup> | 3900 | 2967627 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/07/25 | 75 | 73078 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/15/32 (Call 12/15/27)<sup>(a)</sup> | 4981 | 4399966 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 10/05/28 (Call 10/05/23)<sup>(a)</sup> | 3608 | 3528913 |
| &nbsp;&nbsp;&nbsp;Series E, 3.30%, 02/05/24 | 8480 | 8328717 |
| &nbsp;&nbsp;&nbsp;Series H, 4.25%, 09/14/24 | 308 | 304030 |
| &nbsp;&nbsp;&nbsp;Series H, 4.70%, 09/14/27 (Call 08/14/27) | 920 | 909852 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 12/07/23 (Call 11/07/23) | 440 | 420851 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/26/24 (Call 03/26/24) | 3091 | 2912835 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/28/26 (Call 12/28/25) | 416 | 370356 |
| &nbsp;&nbsp;&nbsp;1.05%, 10/15/26 (Call 09/15/26) | 1786 | 1560821 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/24/25 (Call 03/24/25) | 2196 | 2039645 |
| &nbsp;&nbsp;&nbsp;1.65%, 07/14/28 (Call 05/14/28) | 2360 | 2002130 |
| &nbsp;&nbsp;&nbsp;1.65%, 01/28/31 (Call 10/28/30) | 952 | 748282 |
| &nbsp;&nbsp;&nbsp;1.80%, 07/28/31 (Call 04/28/31) | 2000 | 1569560 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/26/27 (Call 12/26/26) | 2520 | 2273342 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 4083 | 3899551 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/17/26 (Call 05/17/26) | 2981 | 2762970 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/26/32 (Call 10/26/31) | 1800 | 1479708 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/04/26 (Call 02/04/26) | 3627 | 3425411 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/28 (Call 07/30/28) | 2172 | 1971590 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24) | 2597 | 2529790 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/16/27 (Call 02/16/27) | 3612 | 3430605 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 08/23/29 (Call 05/23/29) | $2359 | $2127063 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/25/25 (Call 03/25/25) | 3715 | 3606671 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 04/15/24) | 3092 | 3034303 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/29/28 (Call 10/29/27) | 3269 | 3062955 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 06/13/25 (Call 06/13/24)<sup>(a)</sup> | 1965 | 1920414 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)<sup>(a)</sup> | 3236 | 3045820 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/28/28 | 3185 | 3069448 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/26/29 (Call 02/26/29) | 1590 | 1482389 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/18/25 (Call 10/18/25) | 2444 | 2405629 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.99%, 06/13/28 (Call 06/13/27)<sup>(a)</sup> | 2292 | 2202841 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 06/13/33 (Call 06/13/32)<sup>(a)</sup> | 1857 | 1741792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 07/24/26 (Call 07/24/25)<sup>(a)</sup> | 1853 | 1826391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 07/26/30 (Call 07/26/29)<sup>(a)</sup> | 1385 | 1350791 |
| &nbsp;&nbsp;&nbsp;5.22%, 11/21/25 | 2190 | 2190767 |
| &nbsp;&nbsp;&nbsp;5.80%, 10/25/28 | 1850 | 1919394 |
| &nbsp;&nbsp;&nbsp;5.83%, 10/25/33 | 3180 | 3348667 |
| &nbsp;&nbsp;&nbsp;Series 12, 3.65%, 02/04/24 (Call 01/05/24) | 2715 | 2680872 |
| &nbsp;&nbsp;&nbsp;Series G, 3.00%, 02/24/25 (Call 01/24/25) | 3216 | 3107106 |
| &nbsp;&nbsp;&nbsp;Series J, 0.85%, 10/25/24 (Call 09/25/24) | 2327 | 2160410 |
| &nbsp;&nbsp;&nbsp;Series J, 1.90%, 01/25/29 (Call 11/25/28) | 1898 | 1582951 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24 | 4570 | 4250374 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 1591 | 1499772 |
| &nbsp;&nbsp;&nbsp;1.05%, 03/02/26 | 1265 | 1121207 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/11/25<sup>(b)</sup> | 4227 | 3868846 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/26 | 4045 | 3556404 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/24/26 | 3590 | 3192874 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 5600 | 5214216 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/02/27 | 2740 | 2446162 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/01/31 | 896 | 713825 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/03/25 | 5279 | 4977991 |
| &nbsp;&nbsp;&nbsp;2.44%, 03/11/24 | 30 | 29036 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/02/32 | 2280 | 1846230 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/03/26 | 5131 | 4775678 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/11/27 | 645 | 595503 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/11/24 | 5946 | 5843550 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/11/25 | 3745 | 3623924 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/16/25 | 5342 | 5275011 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.59%, 05/04/37 (Call 02/04/32)<sup>(a)</sup> | 4815 | 4137674 |
| &nbsp;&nbsp;&nbsp;5.25%, 12/06/24 | 1080 | 1079006 |
| Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), (3 mo. SOFR + 2.090%)<sup>(a)</sup> | 990 | 845935 |
| BankUnited Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 11/17/25 (Call 08/17/25) | 1156 | 1147896 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/11/30 (Call 03/11/30) | 1139 | 1057470 |
| Barclays Bank PLC, 3.75%, 05/15/24 | 710 | 696404 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.01%, 12/10/24 (Call 12/10/23)<sup>(a)</sup> | 1192 | 1127239 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.28%, 11/24/27 (Call 11/24/26)<sup>(a)</sup> | 6728 | 5793884 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/24/31 (Call 06/24/30), (1 year CMT + 1.900%)<sup>(a)</sup> | 2016 | 1575020 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 03/10/32 (Call 03/10/31)<sup>(a)</sup> | 1235 | 945652 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/07/26 (Call 05/07/25), (1 day SOFR + 2.714%)<sup>(a)</sup> | 4140 | 3816707 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 11/24/32 (Call 11/24/31)<sup>(a)</sup> | 4125 | 3159049 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 11/24/42 (Call 11/24/41)<sup>(a)(b)</sup> | 4120 | 2852441 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 09/23/35 (Call 09/23/30)<sup>(a)</sup> | 3585 | 2712268 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/16/25 | 8873 | 8463422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.81%, 03/10/42 (Call 03/10/41)<sup>(a)(b)</sup> | 625 | 410931 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)<sup>(a)</sup> | $7307 | $7048844 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/10/28 (Call 01/10/27) | 4325 | 4016627 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/11/24 | 5778 | 5671049 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/12/26 | 9312 | 8965128 |
| &nbsp;&nbsp;&nbsp;4.84%, 05/09/28 (Call 05/07/27) | 7008 | 6470556 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/10/47 | 5752 | 4921699 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.97%, 05/16/29 (Call 05/16/28), (3 mo. LIBOR US + 1.902%)<sup>(a)</sup> | 6120 | 5741417 |
| &nbsp;&nbsp;&nbsp;5.09%, 06/20/30 (Call 06/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.054%)<sup>(a)</sup> | 4970 | 4493775 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/12/26 | 7208 | 6989309 |
| &nbsp;&nbsp;&nbsp;5.25%, 08/17/45 | 5329 | 4765938 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 08/09/26 (Call 08/09/25)<sup>(a)</sup> | 4845 | 4762054 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/09/28 (Call 08/09/27)<sup>(a)</sup> | 6180 | 5979892 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/09/33 (Call 08/09/32)<sup>(a)</sup> | 2125 | 2028419 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.33%, 11/02/26 (Call 11/02/25)<sup>(a)</sup> | 2584 | 2654285 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/02/28 (Call 11/02/27)<sup>(a)</sup> | 1625 | 1681631 |
| &nbsp;&nbsp;&nbsp;7.44%, 11/02/33 | 4025 | 4264085 |
| BNP Paribas SA, 4.25%, 10/15/24 | 4206 | 4106738 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 12/02/26 | 2592 | 2435521 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/24 | 3332 | 3274890 |
| Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)<sup>(a)</sup> | 625 | 588431 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 12/14/23 | 4510 | 4320896 |
| &nbsp;&nbsp;&nbsp;0.95%, 10/23/25 | 3393 | 3045896 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/18/24<sup>(b)</sup> | 3835 | 3566818 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/22/26 (Call 05/22/26) | 4530 | 3989073 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/28/25 | 3395 | 3205661 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/02/24 | 4788 | 4671508 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/07/25 | 325 | 313729 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/07/27 | 75 | 70688 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/07/32 (Call 03/07/32) | 1000 | 891380 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/04/25 | 2920 | 2842620 |
| Capital One NA, 2.28%, 01/28/26 (Call 01/28/25), (1 day SOFR + 0.911%)<sup>(a)</sup> | 2420 | 2253722 |
| Citibank NA, 3.65%, 01/23/24 (Call 12/23/23) | 8112 | 8007355 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 05/01/25 (Call 05/01/24), (1 day SOFR + 0.669%)<sup>(a)</sup> | 4455 | 4155357 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.12%, 01/28/27 (Call 01/28/26), (1 day SOFR + 0.765%)<sup>(a)</sup> | 9730 | 8491760 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.28%, 11/03/25 (Call 11/03/24), (1 day SOFR + 0.528%)<sup>(a)</sup> | 1800 | 1650294 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.46%, 06/09/27 (Call 06/09/26), (1 day SOFR + 0.770%)<sup>(a)</sup> | 10055 | 8753481 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 01/25/26 (Call 01/25/25), (1 day SOFR + 0.694%)<sup>(a)</sup> | 3390 | 3145513 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.52%, 11/03/32 (Call 11/03/31), (1 day SOFR + 1.177%)<sup>(a)</sup> | 2280 | 1799148 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.56%, 05/01/32 (Call 05/01/31), (1 day SOFR + 1.167%)<sup>(a)</sup> | 10620 | 8502160 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.57%, 06/03/31 (Call 06/03/30), (1 day SOFR + 2.107%)<sup>(a)</sup> | 12265 | 10063800 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 01/29/31 (Call 01/29/30), (1 day SOFR + 1.146%)<sup>(a)</sup> | 8127 | 6760364 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/03/42 (Call 11/03/41), (1 day SOFR + 1.379%)<sup>(a)</sup> | 2360 | 1657758 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.98%, 11/05/30 (Call 11/05/29), (1 day SOFR + 1.422%)<sup>(a)</sup> | $5092 | $4350197 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.06%, 01/25/33 (Call 01/25/32), (1 day SOFR + 1.351%)<sup>(a)</sup> | 7440 | 6120516 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 02/24/28 (Call 02/24/27), (1 day SOFR + 1.280%)<sup>(a)</sup> | 5885 | 5353820 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/08/26 (Call 04/08/25), (1 day SOFR + 2.842%)<sup>(a)</sup> | 13612 | 12907851 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/21/26 (Call 07/21/26) | 10360 | 9681006 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 03/17/26 (Call 03/17/25), (1 day SOFR + 1.528%)<sup>(a)</sup> | 3990 | 3798799 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/27/25 | 5697 | 5521646 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)<sup>(a)</sup> | 11892 | 11501110 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/26 | 8135 | 7754363 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)<sup>(a)</sup> | 8913 | 8181956 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)<sup>(a)</sup> | 9065 | 8382949 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/12/26 | 7744 | 7442061 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/16/24<sup>(b)</sup> | 4295 | 4234097 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.79%, 03/17/33 (Call 03/17/32), (1 day SOFR + 1.939%)<sup>(a)</sup> | 4790 | 4182149 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/26/25 | 5948 | 5805724 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/24/39 (Call 01/24/38), (3 mo. LIBOR US + 1.168%)<sup>(a)</sup> | 2321 | 1953562 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)<sup>(a)</sup> | 10032 | 9463386 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)<sup>(a)</sup> | 8684 | 7953415 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/05/24 | 2918 | 2861128 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)<sup>(a)</sup> | 7346 | 6863588 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/25/28 | 7659 | 7240359 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.14%, 05/24/25 (Call 05/24/24), (1 day SOFR + 1.372%)<sup>(a)</sup> | 5400 | 5297022 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 04/24/48 (Call 04/24/47), (3 mo. LIBOR US + 1.839%)<sup>(a)</sup> | 2185 | 1844752 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/20/26 | 4803 | 4696566 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/10/25 | 3745 | 3683657 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 03/31/31 (Call 03/31/30), (1 day SOFR + 3.914%)<sup>(a)</sup> | 13444 | 12542849 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 | 13397 | 12904258 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 6570 | 6476772 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/30/45 | 4690 | 4170676 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/23/48 (Call 06/23/48) | 8503 | 7662053 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 05/24/28 (Call 05/24/27), (1 day SOFR + 1.887%)<sup>(a)</sup> | 3505 | 3413274 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/18/46 | 7718 | 6649752 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 05/24/33 (Call 05/24/32)<sup>(a)</sup> | 2715 | 2587531 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/06/44 | 3785 | 3479513 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.32%, 03/26/41 (Call 03/26/40), (1 day SOFR + 4.548%)<sup>(a)</sup> | 2362 | 2299501 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/13/25 | 7078 | 7197547 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.61%, 09/29/26 (Call 09/29/25)<sup>(a)</sup> | 10635 | 10671478 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/22/33 | 1342 | 1354172 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/30/42 | 4419 | 4530801 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/31/33 | 5657 | 5848716 |
| &nbsp;&nbsp;&nbsp;6.13%, 08/25/36 | 1558 | 1593039 |
| &nbsp;&nbsp;&nbsp;6.27%, 11/17/33 | 8565 | 9015605 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/28 | $1182 | $1274302 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/32 | 3735 | 3970678 |
| &nbsp;&nbsp;&nbsp;6.68%, 09/13/43 | 4169 | 4562595 |
| &nbsp;&nbsp;&nbsp;8.13%, 07/15/39 | 7233 | 9057163 |
| Citizens Bank NA, 4.58%, 08/09/28 (Call 08/09/27)<sup>(a)</sup> | 1810 | 1746107 |
| Citizens Bank NA/Providence RI |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/28/25 (Call 03/28/25) | 1718 | 1601434 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/18/26 (Call 11/18/25) | 2209 | 2116067 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 05/23/25 (Call 05/23/24)<sup>(a)</sup> | 1810 | 1785113 |
| &nbsp;&nbsp;&nbsp;6.06%, 10/24/25 | 1810 | 1826960 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/06/30 (Call 11/06/29) | 1046 | 854875 |
| &nbsp;&nbsp;&nbsp;2.64%, 09/30/32 (Call 07/02/32) | 1842 | 1383747 |
| &nbsp;&nbsp;&nbsp;2.85%, 07/27/26 (Call 04/27/26) | 2180 | 2026463 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/30/30 (Call 01/30/30) | 2363 | 2078022 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/03/25 (Call 11/03/25) | 710 | 692733 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.64%, 05/21/37 (Call 05/21/32)<sup>(a)</sup> | 1035 | 966524 |
| Comerica Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/23/24 | 2776 | 2656882 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/27/25 | 1200 | 1163640 |
| Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28) | 2346 | 2212137 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/21/26 | 5223 | 4906747 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/04/25 | 5537 | 5384954 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/24/41 | 3661 | 3757358 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/04/45<sup>(b)</sup> | 4350 | 3938968 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/01/43 | 4350 | 4170345 |
| Cooperatieve Rabobank UA/NY |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 01/12/24 | 824 | 783739 |
| &nbsp;&nbsp;&nbsp;1.38%, 01/10/25 | 2190 | 2039657 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/21/25 | 3297 | 3201156 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/24 | 250 | 245705 |
| Credit Agricole Corporate & Investment Bank SA, 0.78%, 06/28/24 (Call 12/28/22) | 250 | 233833 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 02/02/24 | 1510 | 1383855 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/07/26 | 3530 | 2797772 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/09/25 | 5646 | 5049274 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/09/24 | 11784 | 10915401 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/21/25 | 6951 | 6363710 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/09/24 | 500 | 471675 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/09/27 | 5360 | 4851658 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/26/25 | 7266 | 6439492 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/17/26 | 4654 | 4100872 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/15/45 | 6083 | 4308346 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 01/13/26<sup>(b)</sup> | 3674 | 3527444 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 | 853 | 807339 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.12%, 07/14/26 (Call 07/14/25)<sup>(a)</sup> | 2905 | 2871476 |
| Deutsche Bank AG/London, 3.70%, 05/30/24 | 4045 | 3966001 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 05/28/24 | 3525 | 3296509 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/01/25 (Call 04/01/24), (1 day SOFR + 1.131%)<sup>(a)</sup> | 3997 | 3691869 |
| &nbsp;&nbsp;&nbsp;1.69%, 03/19/26 | 3435 | 3057734 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 11/24/26 (Call 11/24/25), (1 day SOFR + 1.870%)<sup>(a)</sup> | 5111 | 4473454 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 11/16/27 (Call 11/16/26), (1 day SOFR + 1.219%)<sup>(a)</sup> | 5800 | 4850424 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 01/07/28 (Call 01/07/27), (1 day SOFR + 1.318%)<sup>(a)</sup> | $4605 | $3860878 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.04%, 05/28/32 (Call 05/28/31), (1 day SOFR + 1.718%)<sup>(a)</sup> | 1511 | 1138795 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 09/18/31 (Call 09/18/30), (1 day SOFR + 3.043%)<sup>(a)</sup> | 5914 | 4702695 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/30/24 | 2716 | 2641310 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 01/14/32 (Call 10/14/30), (1 day SOFR + 2.757%)<sup>(a)</sup> | 845 | 622875 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.74%, 01/07/33 (Call 10/07/31), (1 day SOFR + 2.257%)<sup>(a)</sup> | 4060 | 2902250 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 11/26/25 (Call 11/26/24), (1 day SOFR + 2.581%)<sup>(a)</sup> | 4375 | 4132406 |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | 2993 | 2861428 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/01/32 (Call 12/01/27)<sup>(a)</sup> | 50 | 40866 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 07/08/31 (Call 04/08/30), (1 day SOFR + 5.438%)<sup>(a)</sup> | 115 | 99515 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/12/24 (Call 08/12/24) | 3280 | 3102290 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/06/30 (Call 11/06/29) | 1303 | 1044224 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/27/26 (Call 04/27/26) | 4685 | 4314979 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/13/26 | 1735 | 1652119 |
| &nbsp;&nbsp;&nbsp;4.65%, 09/13/28 (Call 06/13/28) | 4044 | 3775034 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.71%, 11/01/27 (Call 11/01/26), (1 day SOFR + 0.685%)<sup>(a)(b)</sup> | 3100 | 2744368 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/28/25 (Call 12/29/24) | 3102 | 2932041 |
| &nbsp;&nbsp;&nbsp;2.55%, 05/05/27 (Call 04/05/27) | 3189 | 2876063 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/25/24 (Call 12/25/23) | 5891 | 5799631 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 04/25/28 (Call 04/25/27)<sup>(a)</sup> | 2350 | 2206627 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/16/24 (Call 12/16/23) | 3145 | 3119966 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 04/25/33 (Call 04/25/32)<sup>(a)</sup> | 2016 | 1835044 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 07/28/30 (Call 07/28/29)<sup>(a)</sup> | 2720 | 2578342 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.36%, 10/27/28 (Call 10/27/27)<sup>(a)</sup> | 2720 | 2808400 |
| &nbsp;&nbsp;&nbsp;8.25%, 03/01/38 | 3985 | 4881625 |
| Fifth Third Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 02/01/27 (Call 01/01/27) | 2886 | 2596044 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/26 (Call 02/15/26) | 3541 | 3391853 |
| &nbsp;&nbsp;&nbsp;3.95%, 07/28/25 (Call 06/28/25) | 3132 | 3078443 |
| &nbsp;&nbsp;&nbsp;5.85%, 10/27/25 | 3990 | 4020523 |
| First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (3 mo. SOFR + 2.465%)<sup>(a)(b)</sup> | 502 | 472683 |
| First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30) | 1563 | 1535116 |
| First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25) | 550 | 531251 |
| First Republic Bank/CA |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 08/01/46 (Call 02/01/46) | 1350 | 1046790 |
| &nbsp;&nbsp;&nbsp;4.63%, 02/13/47 (Call 08/13/46) | 1613 | 1284222 |
| First-Citizens Bank & Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 09/27/25 (Call 09/27/24), (3 mo. SOFR + 1.715%)<sup>(a)</sup> | 2019 | 1907208 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 03/09/28<sup>(b)</sup> | 1580 | 1621380 |
| FNB Corp., 5.15%, 08/25/25 (Call 07/25/25) | 35 | 34684 |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | 5185 | 5236850 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.86%, 02/12/26 (Call 02/12/25), (1 day SOFR + 0.609%)<sup>(a)</sup> | 3476 | 3128782 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 12/09/26 (Call 12/09/25), (1 day SOFR + 0.789%)<sup>(a)</sup> | 2417 | 2128652 |
| &nbsp;&nbsp;&nbsp;1.22%, 12/06/23 (Call 12/06/22) | 450 | 434151 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.43%, 03/09/27 (Call 03/09/26), (1 day SOFR + 0.798%)<sup>(a)</sup> | $7300 | $6419912 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 09/10/27 (Call 09/10/26), (1 day SOFR + 0.818%)<sup>(a)</sup> | 10405 | 8991793 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.76%, 01/24/25 (Call 01/24/24), (1 day SOFR + 0.730%)<sup>(a)</sup> | 7675 | 7316424 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/21/27 (Call 10/21/26), (1 day SOFR + 0.913%)<sup>(a)</sup> | 12290 | 10766777 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.99%, 01/27/32 (Call 01/27/31), (1 day SOFR + 1.090%)<sup>(a)</sup> | 9330 | 7210784 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/21/32 (Call 07/21/31), (1 day SOFR + 1.248%)<sup>(a)</sup> | 7652 | 6052426 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/07/30 (Call 11/07/29) | 8041 | 6743343 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.62%, 04/22/32 (Call 04/22/31), (1 day SOFR + 1.281%)<sup>(a)</sup> | 13340 | 10776719 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 02/24/28 (Call 02/24/27), (1 day SOFR + 1.114%)<sup>(a)</sup> | 6650 | 5943105 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/21/32 (Call 10/21/31), (1 day SOFR + 1.264%)<sup>(a)</sup> | 8975 | 7202707 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.91%, 07/21/42 (Call 07/21/41), (1 day SOFR + 1.472%)<sup>(a)</sup> | 7300 | 5166575 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/24 | 4295 | 4186766 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 02/24/33 (Call 02/24/32), (1 day SOFR + 1.410%)<sup>(a)</sup> | 11930 | 9908819 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.21%, 04/22/42 (Call 04/22/41), (1 day SOFR + 1.513%)<sup>(a)</sup> | 9743 | 7222681 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)<sup>(a)</sup> | 9317 | 8972457 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.44%, 02/24/43 (Call 02/24/42), (1 day SOFR + 1.632%)<sup>(a)</sup> | 4005 | 3051490 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/25 (Call 10/23/24) | 5421 | 5270893 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 03/01/25) | 13000 | 12595310 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/16/26 (Call 11/16/25) | 11708 | 11138991 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 03/15/28 (Call 03/15/27), (1 day SOFR + 1.846%)<sup>(a)</sup> | 3780 | 3514531 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/20/24 (Call 01/20/24) | 7197 | 7085446 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)<sup>(a)</sup> | 10192 | 9537470 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/22/25 (Call 02/22/25) | 9090 | 8846570 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/26 (Call 11/25/25) | 8168 | 7892738 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/30 (Call 12/15/29) | 9147 | 8323587 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)<sup>(a)</sup> | 7474 | 6879668 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/08/24 (Call 04/08/24) | 11215 | 11062364 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (Call 01/26/26) | 11446 | 11002811 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/03/24 | 11012 | 10874130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 10/31/38 (Call 10/31/37), (3 mo. LIBOR US + 1.373%)<sup>(a)</sup> | 6547 | 5527370 |
| &nbsp;&nbsp;&nbsp;4.22%, 05/01/29 (Call 05/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.301%)<sup>(a)</sup> | 9591 | 9003168 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/21/25 | 7149 | 7014170 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.39%, 06/15/27 (Call 06/15/26)<sup>(a)</sup> | 3460 | 3340768 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 04/23/39 (Call 04/23/38), (3 mo. LIBOR US + 1.430%)<sup>(a)</sup> | 3494 | 3083874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 08/23/28 (Call 08/23/27)<sup>(a)</sup> | 9450 | 9072661 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/21/45 (Call 04/21/45)<sup>(b)</sup> | 5454 | 5013808 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/08/44 (Call 01/08/44) | 8269 | 7633941 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/22/45 | 8367 | 7936434 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/01/24 | 5170 | 5232660 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/15/27 | 4054 | 4217984 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 02/15/33 | $3543 | $3728618 |
| &nbsp;&nbsp;&nbsp;6.25%, 02/01/41 | 4515 | 4860352 |
| &nbsp;&nbsp;&nbsp;6.45%, 05/01/36 | 3606 | 3833971 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/01/37 | 19650 | 21285076 |
| HSBC Bank USA NA, 7.00%, 01/15/39 | 2050 | 2269268 |
| HSBC Bank USA NA/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/15/35<sup>(b)</sup> | 935 | 885754 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/01/34<sup>(b)</sup> | 1130 | 1072980 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 05/24/25 (Call 05/24/24), (1 day SOFR + 0.708%)<sup>(a)</sup> | 3920 | 3608870 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/24/27 (Call 05/24/26), (1 day SOFR + 1.290%)<sup>(a)</sup> | 3475 | 2978735 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 04/18/26 (Call 04/18/25), (1 day SOFR + 1.538%)<sup>(a)</sup> | 9138 | 8235897 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 09/22/28 (Call 09/22/27), (1 day SOFR + 1.732%)<sup>(a)</sup> | 2210 | 1836134 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/04/26 (Call 06/04/25), (1 day SOFR + 1.929%)<sup>(a)</sup> | 3010 | 2726609 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.21%, 08/17/29 (Call 08/17/28), (1 day SOFR + 1.285%)<sup>(a)</sup> | 2785 | 2249807 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (Call 11/22/26), (1 day SOFR + 1.100%)<sup>(a)</sup> | 5250 | 4527810 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 08/18/31 (Call 08/18/30), (1 day SOFR + 1.947%)<sup>(a)</sup> | 6133 | 4693278 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/07/25 (Call 11/07/24), (1 day SOFR + 1.401%)<sup>(a)</sup> | 8629 | 8036447 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 05/24/32 (Call 05/24/31), (1 day SOFR + 1.187%)<sup>(a)</sup> | 7985 | 6183744 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 06/04/31 (Call 06/04/30), (1 day SOFR + 2.387%)<sup>(a)</sup> | 3133 | 2504426 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.87%, 11/22/32 (Call 11/22/31), (1 day SOFR + 1.410%)<sup>(a)</sup> | 6940 | 5299245 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/10/26 (Call 03/10/25), (1 day SOFR + 1.430%)<sup>(a)</sup> | 3570 | 3330060 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)<sup>(a)</sup> | 9910 | 9596844 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/26 | 8794 | 8385958 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)<sup>(a)</sup> | 10935 | 9562767 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)<sup>(a)</sup> | 8811 | 8084269 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 12/09/25 (Call 12/09/24)<sup>(a)</sup> | 3990 | 3843806 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/14/24 | 8177 | 8047231 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/18/25 | 6796 | 6540742 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)<sup>(a)</sup> | 10244 | 9755054 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26 | 11357 | 11050588 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/23/26 | 6601 | 6336828 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)<sup>(a)</sup> | 14527 | 13361063 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 06/09/28 (Call 06/09/27)<sup>(a)</sup> | 10845 | 10259478 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 03/29/33 (Call 03/29/32), (1 day SOFR + 2.530%)<sup>(a)</sup> | 6215 | 5354658 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/31/30 | 10725 | 10280985 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.12%, 08/11/28 (Call 08/11/27)<sup>(a)</sup> | 2300 | 2219730 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/14/44 | 3244 | 2842652 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 08/11/33 (Call 08/11/32)<sup>(a)</sup> | 7500 | 7014975 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 01/14/42<sup>(b)</sup> | 3197 | 3297833 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/02/36 | 7487 | 7179450 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 09/15/37 | $9477 | $8970106 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 06/01/38<sup>(b)</sup> | 200 | 191740 |
| &nbsp;&nbsp;&nbsp;6.80%, 06/01/38 | 5802 | 5746591 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.34%, 11/03/26 (Call 11/03/25)<sup>(a)</sup> | 10400 | 10856456 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/28 (Call 11/03/27)<sup>(a)</sup> | 8025 | 8416620 |
| &nbsp;&nbsp;&nbsp;7.63%, 05/17/32 | 2774 | 2733638 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.11%, 11/03/33 (Call 11/03/32)<sup>(a)</sup> | 10885 | 11463429 |
| HSBC USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/23/24 | 2223 | 2170493 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/24/24 | 6670 | 6552608 |
| Huntington Bancshares Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 08/15/36 (Call 08/15/31)<sup>(a)</sup> | 2080 | 1528696 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.44%, 08/04/28 (Call 08/04/27)<sup>(a)</sup> | 1365 | 1287304 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 05/17/33 (Call 05/17/32)<sup>(a)</sup> | 1439 | 1374720 |
| Huntington Bancshares Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 02/04/30 (Call 11/04/29) | 2262 | 1875108 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/06/24 (Call 07/06/24) | 3867 | 3705669 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 04/15/25) | 1781 | 1735585 |
| Huntington National Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 05/17/28 (Call 05/17/27)<sup>(a)</sup> | 1460 | 1419792 |
| &nbsp;&nbsp;&nbsp;5.65%, 01/10/30 | 1000 | 1007690 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/18/25 (Call 11/18/24)<sup>(a)</sup> | 1800 | 1802646 |
| Industrial & Commercial Bank of China Ltd./New York NY, 3.54%, 11/08/27 | 3530 | 3383505 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 04/01/27 (Call 04/01/26), (1 day SOFR + 1.005%)<sup>(a)</sup> | 2638 | 2324368 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.73%, 04/01/32 (Call 04/01/31), (1 day SOFR + 1.316%)<sup>(a)</sup> | 2030 | 1615576 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/09/24 | 4303 | 4209410 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 03/28/26 (Call 03/28/25), (1 day SOFR + 1.640%)<sup>(a)</sup> | 50 | 47998 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/29/27 | 7892 | 7485167 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 03/28/28 (Call 03/28/27), (1 day SOFR + 1.830%)<sup>(a)</sup> | 300 | 279957 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/09/29 | 4505 | 4129283 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/28/33 (Call 03/28/32), (1 day SOFR + 2.070%)<sup>(a)</sup> | 2335 | 2057392 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/02/28 | 4106 | 3911950 |
| Intesa Sanpaolo SpA, 5.25%, 01/12/24 | 200 | 197164 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.56%, 02/16/25 (Call 02/16/24), (1 day SOFR + 0.420%)<sup>(a)</sup> | 2110 | 1979497 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.77%, 08/09/25 (Call 08/09/24), (1 day SOFR + 0.490%)<sup>(a)</sup> | 8996 | 8300879 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.82%, 06/01/25 (Call 06/01/24), (1 day SOFR + 0.540%)<sup>(a)</sup> | 8055 | 7490183 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.97%, 06/23/25 (Call 06/23/24), (3 mo. SOFR + 0.580%)<sup>(a)</sup> | 11228 | 10447205 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 02/04/27 (Call 02/04/26), (3 mo. SOFR + 0.695%)<sup>(a)</sup> | 1308 | 1139530 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 11/19/26 (Call 11/19/25), (1 day SOFR + 0.800%)<sup>(a)</sup> | 2042 | 1800819 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.47%, 09/22/27 (Call 09/22/26), (1 day SOFR + 0.765%)<sup>(a)</sup> | 6630 | 5750000 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.56%, 12/10/25 (Call 12/10/24), (1 day SOFR + 0.605%)<sup>(a)</sup> | 10900 | 10068875 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.58%, 04/22/27 (Call 04/22/26), (1 day SOFR + 0.885%)<sup>(a)</sup> | 4951 | 4368218 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.76%, 11/19/31 (Call 11/19/30), (3 mo. SOFR + 1.105%)<sup>(a)</sup> | $2240 | $1725942 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 02/04/32 (Call 02/04/31), (1 day SOFR + 1.065%)<sup>(a)</sup> | 3690 | 2869639 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 03/13/26 (Call 03/13/25), (3 mo. SOFR + 1.585%)<sup>(a)</sup> | 8005 | 7435925 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.07%, 06/01/29 (Call 06/01/28), (1 day SOFR + 1.015%)<sup>(a)</sup> | 8576 | 7218333 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.08%, 04/22/26 (Call 04/22/25), (1 day SOFR + 1.850%)<sup>(a)</sup> | 12232 | 11360592 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.18%, 06/01/28 (Call 06/01/27), (1 day SOFR + 1.890%)<sup>(a)</sup> | 7070 | 6188442 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 10/15/25 (Call 10/15/24), (1 day SOFR + 1.160%)<sup>(a)</sup> | 6326 | 5969087 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.52%, 04/22/31 (Call 04/22/30), (1 day SOFR + 2.040%)<sup>(a)</sup> | 13356 | 11077867 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.53%, 11/19/41 (Call 11/19/40), (1 day SOFR + 1.510%)<sup>(a)</sup> | 1240 | 845407 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 11/08/32 (Call 11/08/31), (1 day SOFR + 1.180%)<sup>(a)</sup> | 8180 | 6555288 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.58%, 04/22/32 (Call 04/22/31), (1 day SOFR + 1.250%)<sup>(a)</sup> | 4874 | 3959589 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 02/24/26 (Call 02/24/25), (1 day SOFR + 0.915%)<sup>(a)</sup> | 2165 | 2041270 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.74%, 10/15/30 (Call 10/15/29), (1 day SOFR + 1.510%)<sup>(a)</sup> | 7491 | 6361807 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/26 (Call 07/01/26) | 12168 | 11523826 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 02/24/28 (Call 02/24/27), (1 day SOFR + 1.170%)<sup>(a)</sup> | 2729 | 2481043 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.96%, 05/13/31 (Call 05/13/30), (1 day SOFR + 2.515%)<sup>(a)</sup> | 3741 | 3099755 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.96%, 01/25/33 (Call 01/25/32), (1 day SOFR + 1.260%)<sup>(a)</sup> | 9600 | 7930656 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/22/41 (Call 04/22/40), (1 day SOFR + 2.460%)<sup>(a)</sup> | 8216 | 6147211 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/22/51 (Call 04/22/50), (1 day SOFR + 2.440%)<sup>(a)</sup> | 10660 | 7380664 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/23/25 (Call 10/23/24) | 8161 | 7928248 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.16%, 04/22/42 (Call 04/22/41), (1 day SOFR + 2.460%)<sup>(a)</sup> | 3765 | 2797884 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 03/15/26) | 6422 | 6117661 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)<sup>(a)</sup> | 7432 | 7234903 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/26 (Call 01/01/26) | 9826 | 9391691 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 04/22/52 (Call 04/22/51), (1 day SOFR + 1.580%)<sup>(a)</sup> | 9265 | 6671726 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)<sup>(a)</sup> | 9406 | 8596237 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)<sup>(a)(b)</sup> | 5830 | 5416478 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/13/24 | 7379 | 7266101 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 12/01/26) | 6746 | 6334292 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)<sup>(a)</sup> | 10356 | 9415572 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)<sup>(a)</sup> | 11241 | 10593294 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/14/25 (Call 06/14/24)<sup>(a)</sup> | 6225 | 6114319 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/01/24 | 8122 | 8046384 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/10/24 | 11121 | 10949514 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/24/38 (Call 07/24/37), (3 mo. LIBOR US + 1.360%)<sup>(a)</sup> | $9776 | $8242928 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/25 (Call 04/15/25) | 10435 | 10286301 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.220%)<sup>(a)</sup> | 8538 | 6801371 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)<sup>(a)</sup> | 9747 | 9369109 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 11/15/48 (Call 11/15/47), (3 mo. LIBOR US + 1.380%)<sup>(a)</sup> | 7811 | 6321755 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)<sup>(a)</sup> | 4824 | 4501709 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)<sup>(a)</sup> | 7156 | 7068196 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 07/24/48 (Call 07/24/47), (3 mo. LIBOR US + 1.460%)<sup>(a)</sup> | 7226 | 5931173 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/26/26 (Call 04/26/25), (1 day SOFR + 1.320%)<sup>(a)</sup> | 10960 | 10681616 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/26 | 10256 | 10034060 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)<sup>(a)</sup> | 9887 | 9303272 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/27 | 3703 | 3603834 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 02/22/48 (Call 02/22/47), (3 mo. LIBOR US + 1.580%)<sup>(a)</sup> | 9089 | 7747464 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 04/26/28 (Call 04/26/27), (1 day SOFR + 1.560%)<sup>(a)</sup> | 11555 | 11080436 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)<sup>(a)</sup> | 9496 | 9024808 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 03/24/31 (Call 03/24/30), (1 day SOFR + 3.790%)<sup>(a)</sup> | 12220 | 11591892 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 06/14/30 (Call 06/14/29)<sup>(a)</sup> | 8296 | 7912061 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.59%, 04/26/33 (Call 04/26/32), (1 day SOFR + 1.800%)<sup>(a)</sup> | 6690 | 6295624 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/25/28 (Call 07/25/27)<sup>(a)</sup> | 5960 | 5834363 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/44 | 5074 | 4775700 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 07/25/33 (Call 07/25/32)<sup>(a)</sup> | 15795 | 15242175 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/45 | 4001 | 3706406 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/06/42 | 6318 | 6388888 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/40 | 6064 | 6205837 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 | 7830 | 8043367 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/16/43 | 6277 | 6408440 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.72%, 09/14/33 (Call 09/14/32)<sup>(a)</sup> | 12610 | 12431190 |
| &nbsp;&nbsp;&nbsp;6.40%, 05/15/38 | 6962 | 7685213 |
| &nbsp;&nbsp;&nbsp;7.63%, 10/15/26 | 3703 | 4092037 |
| &nbsp;&nbsp;&nbsp;7.75%, 07/15/25 | 980 | 1057939 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/29/27 | 5188 | 5844386 |
| &nbsp;&nbsp;&nbsp;8.75%, 09/01/30 | 1284 | 1513785 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/25 | 905 | 872058 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/20/26 | 2792 | 2619008 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/13/29 | 2075 | 1872605 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/08/25 | 850 | 832269 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/08/32 | 1910 | 1781266 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/27 | 5000 | 5152350 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/06/27 | 2691 | 2396120 |
| &nbsp;&nbsp;&nbsp;2.55%, 10/01/29 | 2611 | 2208958 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/23/25 (Call 05/23/24)<sup>(a)</sup> | 1035 | 1014352 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/30/28 | 3821 | 3649552 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/29/25 | 1704 | 1669115 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 06/01/33 (Call 06/01/32)<sup>(a)</sup> | 2475 | 2358527 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 03/09/24<sup>(b)</sup> | $660 | $623885 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/25/25<sup>(b)</sup> | 1865 | 1704703 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 07/19/26<sup>(b)</sup> | 1735 | 1516581 |
| &nbsp;&nbsp;&nbsp;1.00%, 09/09/26 | 1600 | 1402448 |
| &nbsp;&nbsp;&nbsp;1.63%, 01/19/31 | 1990 | 1580816 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/12/26 | 925 | 842481 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/25/31 | 3075 | 2477405 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/01/24 | 1602 | 1524912 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/24/27 | 350 | 317569 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/13/26 | 3550 | 3388510 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/19/24 | 1335 | 1309835 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/16/25<sup>(b)</sup> | 2670 | 2552947 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/22/24<sup>(b)</sup> | 4295 | 4242043 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/18/36<sup>(b)(c)</sup> | 9255 | 5437312 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/29/37<sup>(c)</sup> | 13391 | 7491997 |
| &nbsp;&nbsp;&nbsp;0.25%, 03/08/24 | 2975 | 2817295 |
| &nbsp;&nbsp;&nbsp;0.38%, 07/18/25 | 9055 | 8199393 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/20/24 | 1000 | 931690 |
| &nbsp;&nbsp;&nbsp;0.63%, 01/22/26 | 6155 | 5520112 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/30/30 | 4039 | 3207774 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/01/26 | 1515 | 1350107 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/31/25 | 10760 | 10088468 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/05/24 | 11495 | 10915767 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/10/24<sup>(d)</sup> | 10 | 9591 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/14/29 | 8457 | 7418734 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/02/25 | 7597 | 7210617 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/20/24 | 25800 | 24843594 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/28/24 | 17055 | 16652161 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/03/28 | 8587 | 8147517 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/27 | 700 | 673253 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/10/25 | 75 | 73070 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/23/24 | 490 | 480553 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 03/30/26 | 835 | 749571 |
| &nbsp;&nbsp;&nbsp;0.88%, 09/03/30 | 2035 | 1627573 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/27/26 | 4405 | 4043526 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/13/25 | 7862 | 7499876 |
| &nbsp;&nbsp;&nbsp;2.38%, 06/10/25 | 4080 | 3897910 |
| &nbsp;&nbsp;&nbsp;Series 37, 2.50%, 11/15/27 | 2812 | 2624327 |
| &nbsp;&nbsp;&nbsp;Series 40, 0.50%, 05/27/25 | 6960 | 6349956 |
| Lloyds Bank PLC, 3.50%, 05/14/25 | 200 | 192716 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/11/27 (Call 05/11/26)<sup>(a)</sup> | 1195 | 1030544 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (Call 02/05/25)<sup>(a)</sup> | 4597 | 4250708 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.37%, 12/14/46 (Call 09/14/41)<sup>(a)(b)</sup> | 2802 | 1827717 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.51%, 03/18/26 (Call 03/18/25)<sup>(a)</sup> | 4260 | 4021014 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)<sup>(a)</sup> | 4427 | 3953709 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/11/27 | 5169 | 4819524 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/18/28 (Call 03/18/27)<sup>(a)</sup> | 5240 | 4803089 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/09/25 (Call 07/09/24)<sup>(a)</sup> | 3697 | 3565572 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/12/24 | 2739 | 2687479 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/09/48 | 5354 | 3924375 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/22/28 | 2073 | 1948682 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/25 | 5592 | 5466795 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/04/24 | 2145 | 2093520 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/16/28 | 6740 | 6304798 |
| &nbsp;&nbsp;&nbsp;4.58%, 12/10/25 | 4928 | 4666323 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 03/24/26 | $5396 | $5137909 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 08/11/26 (Call 08/11/25)<sup>(a)</sup> | 2905 | 2818053 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 08/11/33 (Call 08/11/32)<sup>(a)</sup> | 1850 | 1704442 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/01/45 | 3304 | 2815008 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.95%, 11/15/33 (Call 08/15/32)<sup>(a)</sup> | 2865 | 3005127 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/24 (Call 04/16/24) | 344 | 338448 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 08/16/28 (Call 08/16/27)<sup>(a)</sup> | 2045 | 1971237 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 02/06/25 (Call 01/06/25) | 2977 | 2851698 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/17/27 | 2030 | 1874746 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/21/25 | 2060 | 2068837 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/19/25 (Call 07/19/24)<sup>(a)</sup> | 1810 | 1678431 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.96%, 10/11/25 (Call 10/11/24)<sup>(a)</sup> | 2890 | 2648656 |
| &nbsp;&nbsp;&nbsp;1.41%, 07/17/25 | 2824 | 2566084 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 07/20/27 (Call 07/20/26)<sup>(a)</sup> | 1450 | 1261747 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 10/13/27 (Call 10/13/26)<sup>(a)</sup> | 2960 | 2565965 |
| &nbsp;&nbsp;&nbsp;2.05%, 07/17/30 | 1715 | 1366032 |
| &nbsp;&nbsp;&nbsp;2.19%, 02/25/25 | 7119 | 6685880 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 07/20/32 (Call 07/20/31)<sup>(a)</sup> | 2002 | 1561500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 01/19/28 (Call 01/19/27)<sup>(a)</sup> | 3390 | 3000014 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 10/13/32 (Call 10/13/31)<sup>(a)</sup> | 1714 | 1351198 |
| &nbsp;&nbsp;&nbsp;2.56%, 02/25/30 | 4300 | 3568484 |
| &nbsp;&nbsp;&nbsp;2.76%, 09/13/26 | 2905 | 2663043 |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/24 | 6596 | 6341658 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/19/33 (Call 01/19/32)<sup>(a)</sup> | 2945 | 2383241 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 07/18/29<sup>(b)</sup> | 6599 | 5815105 |
| &nbsp;&nbsp;&nbsp;3.29%, 07/25/27 | 3712 | 3432227 |
| &nbsp;&nbsp;&nbsp;3.41%, 03/07/24 | 6724 | 6586629 |
| &nbsp;&nbsp;&nbsp;3.68%, 02/22/27 | 3619 | 3413513 |
| &nbsp;&nbsp;&nbsp;3.74%, 03/07/29 | 4409 | 4067479 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/18/39 | 5540 | 4538590 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/02/25 | 4886 | 4763508 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/17/26 (Call 04/17/25)<sup>(a)</sup> | 2750 | 2650313 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/26 | 2929 | 2819778 |
| &nbsp;&nbsp;&nbsp;3.96%, 03/02/28 | 4943 | 4660804 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/11/28 | 4341 | 4078717 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/19/28 (Call 04/19/27)<sup>(a)</sup> | 2720 | 2572630 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/07/39 | 2656 | 2291517 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 07/26/38<sup>(b)</sup> | 2367 | 2084854 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 04/19/33 (Call 04/19/32)<sup>(a)</sup> | 2755 | 2520164 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 07/18/25 (Call 07/18/24)<sup>(a)</sup> | 4385 | 4338300 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/20/28 (Call 07/20/27)<sup>(a)</sup> | 5540 | 5437344 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.06%, 09/12/25 (Call 09/12/24)<sup>(a)</sup> | 3445 | 3420644 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/20/33 (Call 07/20/32)<sup>(a)</sup> | 5500 | 5370255 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 09/13/28 (Call 09/13/27)<sup>(a)</sup> | 3480 | 3470604 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.47%, 09/13/33 (Call 09/13/32)<sup>(a)(b)</sup> | 3255 | 3247872 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.23%, 05/22/27 (Call 05/22/26)<sup>(a)</sup> | 2525 | 2185514 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 07/09/27 (Call 07/09/26)<sup>(a)</sup> | 2635 | 2296719 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.98%, 09/08/31 (Call 09/08/30), (1 day SOFR + 1.532%)<sup>(a)</sup> | 1150 | 883338 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.17%, 05/22/32 (Call 05/22/31)<sup>(a)</sup> | 573 | 437801 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 07/10/31 (Call 07/10/30), (1 day SOFR + 1.772%)<sup>(a)</sup> | 3500 | 2749460 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)<sup>(a)</sup> | 4271 | 3925860 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 07/09/32 (Call 07/09/31)<sup>(a)(b)</sup> | 2075 | 1597563 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.56%, 09/13/25 (Call 09/13/24), (1 day SOFR + 1.362%)<sup>(a)</sup> | $2293 | $2165326 |
| &nbsp;&nbsp;&nbsp;2.56%, 09/13/31 | 3625 | 2768848 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.59%, 05/25/31 (Call 05/25/30), (3 mo. LIBOR US + 1.070%)<sup>(a)</sup> | 1900 | 1539874 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 05/22/26 (Call 05/22/25)<sup>(a)(b)</sup> | 3270 | 3032206 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.84%, 07/16/25 (Call 07/16/24), (1 day SOFR + 1.242%)<sup>(a)</sup> | 1962 | 1868727 |
| &nbsp;&nbsp;&nbsp;2.84%, 09/13/26 | 2357 | 2148028 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.87%, 09/13/30 (Call 09/13/29), (1 day SOFR + 1.572%)<sup>(a)</sup> | 1945 | 1636290 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)<sup>(a)</sup> | 2583 | 2223834 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.17%, 09/11/27<sup>(b)</sup> | 4168 | 3783877 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.26%, 05/22/30 (Call 05/22/29)<sup>(a)</sup> | 1920 | 1672685 |
| &nbsp;&nbsp;&nbsp;3.66%, 02/28/27 | 2692 | 2507840 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 03/05/28<sup>(b)</sup> | 3940 | 3677557 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/11/29 (Call 09/11/28), (3 mo. LIBOR US + 1.270%)<sup>(a)</sup> | 3865 | 3582507 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 09/13/28 (Call 09/13/27)<sup>(a)</sup> | 2720 | 2719810 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 09/13/33 (Call 09/13/32)<sup>(a)</sup> | 2720 | 2725494 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 01/22/25 (Call 01/22/24), (1 day SOFR + 0.509%)<sup>(a)</sup> | 4505 | 4236051 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 05/30/25 (Call 05/30/24), (1 day SOFR + 0.525%)<sup>(a)</sup> | 12620 | 11688265 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 12/10/26 (Call 12/10/25), (1 day SOFR + 0.720%)<sup>(a)</sup> | 10564 | 9262093 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.16%, 10/21/25 (Call 10/21/24), (1 day SOFR + 0.560%)<sup>(a)</sup> | 11320 | 10362781 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 07/20/27 (Call 07/20/26), (1 day SOFR + 0.858%)<sup>(a)</sup> | 10409 | 9061243 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/04/27 (Call 05/04/26), (1 day SOFR + 0.879%)<sup>(a)</sup> | 3996 | 3519437 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.79%, 02/13/32 (Call 02/13/31), (1 day SOFR + 1.034%)<sup>(a)</sup> | 7255 | 5526206 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.93%, 04/28/32 (Call 04/28/31), (1 day SOFR + 1.020%)<sup>(a)</sup> | 13930 | 10674698 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 04/28/26 (Call 04/28/25), (1 day SOFR + 1.990%)<sup>(a)</sup> | 12319 | 11455561 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.24%, 07/21/32 (Call 07/21/31), (1 day SOFR + 1.178%)<sup>(a)</sup> | 9409 | 7338173 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 01/21/28 (Call 01/21/27), (1 day SOFR + 1.000%)<sup>(a)</sup> | 6515 | 5805126 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 09/16/36 (Call 09/16/31), (1 day SOFR + 1.360%)<sup>(a)</sup> | 13073 | 9699120 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.51%, 10/20/32 (Call 10/20/31), (1 day SOFR + 1.200%)<sup>(a)</sup> | 8160 | 6490138 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/18/26 (Call 02/18/25), (1 day SOFR + 0.940%)<sup>(a)</sup> | 5534 | 5205336 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 01/22/31 (Call 01/22/30), (1 day SOFR + 1.143%)<sup>(a)</sup> | 13737 | 11538393 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), (1 day SOFR + 1.152%)<sup>(a)</sup> | 9244 | 8815078 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/25/52 (Call 01/25/51), (1 day SOFR + 1.430%)<sup>(a)</sup> | 5680 | 3663202 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 01/21/33 (Call 01/21/32), (1 day SOFR + 1.290%)<sup>(a)</sup> | 3355 | 2749624 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/27/26 | 10597 | 9944543 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 04/22/42 (Call 04/22/41), (1 day SOFR + 1.485%)<sup>(a)(b)</sup> | $3014 | $2272405 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)<sup>(a)</sup> | 10537 | 9725335 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 04/17/25 (Call 04/17/24), (1 day SOFR + 1.160%)<sup>(a)</sup> | 6355 | 6193329 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 04/01/31 (Call 04/01/30), (1 day SOFR + 3.120%)<sup>(a)</sup> | 3604 | 3214047 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 | 10165 | 9666813 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 11518 | 11272897 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)<sup>(a)</sup> | 10559 | 9744268 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/27/26 | 11992 | 11633919 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/23/27 | 5690 | 5483567 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 07/22/38 (Call 07/22/37), (3 mo. LIBOR US + 1.455%)<sup>(a)</sup> | 8490 | 7241461 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/23/25 | 7898 | 7736249 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.21%, 04/20/28 (Call 04/20/27), (1 day SOFR + 1.610%)<sup>(a)</sup> | 3270 | 3115787 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/27/45 | 7119 | 6163986 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 | 9429 | 9210813 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/22/47 | 8605 | 7494783 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)<sup>(a)</sup> | 9968 | 9447969 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 04/22/39 (Call 04/22/38), (3 mo. LIBOR US + 0.408%)<sup>(a)</sup> | 4737 | 4231088 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 07/17/26 (Call 07/17/25)<sup>(a)</sup> | 7125 | 7041637 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 07/20/33 (Call 07/20/32)<sup>(a)</sup> | 3230 | 3082001 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/24/25 | 7911 | 7928009 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/20/37 (Call 04/20/32)<sup>(a)</sup> | 4250 | 3955900 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 03/24/51 (Call 03/24/50), (1 day SOFR + 4.480%)<sup>(a)</sup> | 6490 | 6777053 |
| &nbsp;&nbsp;&nbsp;6.14%, 10/16/26 | 630 | 644490 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/09/26 | 4346 | 4608325 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 10/18/28 (Call 10/18/27)<sup>(a)</sup> | 3755 | 3890030 |
| &nbsp;&nbsp;&nbsp;6.34%, 10/18/33 | 11120 | 11821005 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/24/42 | 7502 | 8281908 |
| &nbsp;&nbsp;&nbsp;7.25%, 04/01/32 | 6964 | 7989588 |
| &nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24 | 8435 | 8299196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series I, 0.86%, 10/21/25 (Call 10/21/24), (1 day SOFR + 0.745%)<sup>(a)</sup> | 2748 | 2514832 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/12/26 | 5766 | 5337644 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/14/26 | 3789 | 3637213 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/09/25 | 275 | 267721 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 08/06/24 | 3910 | 3622576 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/09/25 (Call 06/09/24)<sup>(a)</sup> | 1810 | 1759700 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 06/14/27 (Call 06/14/26)<sup>(a)</sup> | 3755 | 3225320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 11/28/35 (Call 08/28/30)<sup>(a)</sup> | 3145 | 2306920 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 05/22/28 (Call 05/22/27)<sup>(a)</sup> | 4322 | 3825618 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/01/29 (Call 11/01/24)<sup>(a)</sup> | 2679 | 2472020 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)<sup>(a)</sup> | 7088 | 6881172 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)<sup>(a)</sup> | 2409 | 2182265 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/05/26 | 5893 | 5758640 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)<sup>(a)</sup> | 6377 | 5995528 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)<sup>(a)</sup> | $6957 | $6530327 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 09/30/28 (Call 09/30/27)<sup>(a)</sup> | 2240 | 2193050 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.47%, 11/10/26 (Call 11/10/25)<sup>(a)</sup> | 5200 | 5416216 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 05/01/30 (Call 02/01/30) | 2211 | 1837673 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/03/29 (Call 02/03/29) | 3422 | 3138350 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)<sup>(a)</sup> | 2811 | 2553906 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/03/28 (Call 05/03/28) | 465 | 447725 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/30/25 | 4391 | 4322193 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/27 (Call 04/10/27) | 4255 | 4176878 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/02/32 | 4221 | 4451213 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 09/17/25 | 2490 | 2237564 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/16/24 | 466 | 434112 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/02/26 | 375 | 333356 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/12/25 | 6275 | 5907473 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/23/25 | 300 | 290184 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/03/25 | 205 | 206950 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 10/22/29 | 3072 | 2602445 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/23/25 (Call 01/24/25) | 2226 | 2140210 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/25/27 (Call 09/25/27) | 3493 | 3281743 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/25 (Call 05/02/25) | 3492 | 3374285 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/22/28 (Call 12/23/27) | 2579 | 2407600 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 1931 | 1876739 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/10/25 (Call 03/10/25) | 2541 | 2473282 |
| &nbsp;&nbsp;&nbsp;4.05%, 07/26/28 | 3569 | 3369065 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/01/25 (Call 10/02/25) | 1988 | 1948498 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/27/24 (Call 07/27/24) | 3713 | 3571832 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 08/13/26 (Call 07/13/26) | 2986 | 2621111 |
| &nbsp;&nbsp;&nbsp;2.20%, 11/01/24 (Call 10/02/24) | 2902 | 2765722 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 04/23/32 (Call 04/23/31), (1 day SOFR + 0.979%)<sup>(a)</sup> | 3263 | 2656767 |
| &nbsp;&nbsp;&nbsp;2.55%, 01/22/30 (Call 10/24/29) | 8742 | 7430525 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/23/26 (Call 05/23/26) | 2786 | 2587804 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/19/27 (Call 04/19/27)<sup>(b)</sup> | 2792 | 2596783 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/23/29 (Call 01/23/29) | 4975 | 4582821 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/24 (Call 12/23/23) | 3056 | 3009396 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/29/24 (Call 03/29/24) | 3785 | 3735909 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/06/33 (Call 06/06/32)<sup>(a)</sup> | 120 | 110450 |
| &nbsp;&nbsp;&nbsp;5.35%, 12/02/28 | 3300 | 3324189 |
| &nbsp;&nbsp;&nbsp;6.04%, 10/28/33 | 485 | 509614 |
| Regions Bank/Birmingham AL, 6.45%, 06/26/37 | 1745 | 1811659 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 08/12/28 (Call 06/12/28) | 2670 | 2268966 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/18/25 (Call 04/18/25) | 3295 | 3085669 |
| &nbsp;&nbsp;&nbsp;7.38%, 12/10/37 | 1318 | 1507858 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.43%, 01/19/24 | 1760 | 1673848 |
| &nbsp;&nbsp;&nbsp;0.65%, 07/29/24 | 5419 | 5054139 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/07/24 | 5927 | 5494388 |
| &nbsp;&nbsp;&nbsp;0.88%, 01/20/26 | 3499 | 3109981 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 06/10/25<sup>(b)</sup> | 3781 | 3461657 |
| &nbsp;&nbsp;&nbsp;1.15%, 07/14/26 | 4827 | 4250656 |
| &nbsp;&nbsp;&nbsp;1.20%, 04/27/26 | 5160 | 4592245 |
| &nbsp;&nbsp;&nbsp;1.40%, 11/02/26 | 5110 | 4498384 |
| &nbsp;&nbsp;&nbsp;1.60%, 01/21/25 | 1275 | 1192023 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/27 | $1165 | $1046916 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 7125 | 6785066 |
| &nbsp;&nbsp;&nbsp;2.30%, 11/03/31 | 5430 | 4382390 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/16/24 | 4806 | 4630821 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/14/25 | 1630 | 1578443 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/04/27<sup>(b)</sup> | 1745 | 1660647 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/04/32 | 1810 | 1661218 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/26/24 | 3430 | 3377727 |
| &nbsp;&nbsp;&nbsp;4.24%, 08/03/27 | 5551 | 5384359 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 6414 | 6350181 |
| &nbsp;&nbsp;&nbsp;5.66%, 10/25/24 | 2215 | 2243928 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/01/27 | 2360 | 2455368 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 01/06/28 (Call 01/06/27), (1 day SOFR + 1.249%)<sup>(a)</sup> | 2440 | 2117554 |
| &nbsp;&nbsp;&nbsp;3.24%, 10/05/26 (Call 08/05/26) | 3339 | 3093216 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/02/25 (Call 05/02/25) | 3749 | 3576359 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/07/24 (Call 05/07/24) | 4732 | 4593021 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/13/27 (Call 04/14/27) | 3648 | 3502700 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/17/25 (Call 04/17/25) | 5056 | 4958470 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.81%, 09/09/26 (Call 09/09/25)<sup>(a)</sup> | 2070 | 2060375 |
| Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 03/15/25 (Call 03/15/24), (1 day SOFR + 0.787%)<sup>(a)</sup> | 2005 | 1861943 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 08/21/26 (Call 08/21/25)<sup>(a)</sup> | 3844 | 3382682 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.67%, 06/14/27 (Call 06/14/26), (1 day SOFR + 0.989%)<sup>(a)</sup> | 3752 | 3175055 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.47%, 01/11/28 (Call 01/11/27), (1 day SOFR + 1.220%)<sup>(a)</sup> | 1780 | 1516418 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/15/32 (Call 03/15/31), (1 day SOFR + 1.475%)<sup>(a)</sup> | 1395 | 1076633 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.82%, 11/03/28 (Call 11/03/27), (3 mo. LIBOR US + 1.400%)<sup>(a)</sup> | 5368 | 4737904 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.83%, 11/21/26 (Call 11/21/25)<sup>(a)</sup> | 1050 | 1060196 |
| Santander UK PLC, 4.00%, 03/13/24 | 3612 | 3561865 |
| Signature Bank/New York NY, 4.00%, 10/15/30 (Call 10/15/25)<sup>(a)</sup> | 1171 | 1064626 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.68%, 11/18/27 (Call 11/18/26), (1 day SOFR + 0.560%)<sup>(a)</sup> | 2660 | 2357771 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/06/26 (Call 02/06/25), (1 day SOFR + 0.441%)<sup>(a)(b)</sup> | 785 | 730380 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/07/28 (Call 02/07/27), (1 day SOFR + 0.730%)<sup>(a)(b)</sup> | 2100 | 1885044 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/03/31 | 430 | 349207 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 11/01/25 (Call 11/01/24), (1 day SOFR + 0.940%)<sup>(a)</sup> | 2684 | 2541506 |
| &nbsp;&nbsp;&nbsp;2.40%, 01/24/30 | 3448 | 2943006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.62%, 02/07/33 (Call 02/07/32), (1 day SOFR + 1.002%)<sup>(a)</sup> | 2045 | 1683751 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/19/26 | 3311 | 3128200 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/30/26 (Call 03/30/25), (1 day SOFR + 2.600%)<sup>(a)</sup> | 2479 | 2355323 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 11/01/34 (Call 11/01/29), (1 day SOFR + 1.490%)<sup>(a)</sup> | 35 | 29665 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 03/30/31 (Call 03/30/30), (1 day SOFR + 2.650%)<sup>(a)</sup> | 1891 | 1664175 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/16/24 | 3362 | 3288507 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/18/25 | 3882 | 3780796 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* | *Value* |
| **Banks (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)<sup>(a)</sup> $| 2404 | $— | 2374815 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)<sup>(a)</sup> | 1088 |  | 1036472 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.16%, 08/04/33 (Call 08/04/32)<sup>(a)</sup> | 1475 |  | 1373299 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 05/13/33 (Call 05/13/32)<sup>(a)</sup> | 630 |  | 601549 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/04/26 | 1485 |  | 1516809 |
| &nbsp;&nbsp;&nbsp;5.82%, 11/04/28 | 575 |  | 594470 |
| Sumitomo Mitsui Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 07/11/24 | 2115 |  | 2057726 |
| &nbsp;&nbsp;&nbsp;3.65%, 07/23/25 | 3800 |  | 3662440 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/10/24 | 3365 |  | 3315400 |
| Sumitomo Mitsui Financial Group Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 01/12/26 | 890 |  | 785158 |
| &nbsp;&nbsp;&nbsp;1.40%, 09/17/26 | 5915 |  | 5159773 |
| &nbsp;&nbsp;&nbsp;1.47%, 07/08/25 | 1489 |  | 1357655 |
| &nbsp;&nbsp;&nbsp;1.71%, 01/12/31 | 3080 |  | 2336026 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/17/28 | 5370 |  | 4456939 |
| &nbsp;&nbsp;&nbsp;2.13%, 07/08/30 | 3090 |  | 2456828 |
| &nbsp;&nbsp;&nbsp;2.14%, 09/23/30 | 2421 |  | 1876081 |
| &nbsp;&nbsp;&nbsp;2.17%, 01/14/27 | 836 |  | 742987 |
| &nbsp;&nbsp;&nbsp;2.22%, 09/17/31 | 2720 |  | 2128046 |
| &nbsp;&nbsp;&nbsp;2.30%, 01/12/41 | 650 |  | 415025 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/25 | 1644 |  | 1553942 |
| &nbsp;&nbsp;&nbsp;2.45%, 09/27/24 | 2951 |  | 2807050 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.47%, 01/14/29<sup>(b)</sup> | 1555 |  | 1316681 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/14/26 | 8108 |  | 7463090 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 8630 |  | 8271596 |
| &nbsp;&nbsp;&nbsp;2.72%, 09/27/29 | 1381 |  | 1171102 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/30 | 4280 |  | 3618312 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.93%, 09/17/41<sup>(b)</sup> | 3200 |  | 2165664 |
| &nbsp;&nbsp;&nbsp;3.01%, 10/19/26 | 5248 |  | 4862062 |
| &nbsp;&nbsp;&nbsp;3.04%, 07/16/29 | 8020 |  | 6989751 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 01/14/42<sup>(b)</sup> | 2185 |  | 1554780 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/17/29 | 1626 |  | 1402409 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/18/27 | 3189 |  | 2942618 |
| &nbsp;&nbsp;&nbsp;3.36%, 07/12/27 | 2606 |  | 2414329 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/11/27 | 3027 |  | 2832455 |
| &nbsp;&nbsp;&nbsp;3.54%, 01/17/28 | 3726 |  | 3428777 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/09/26 | 6204 |  | 5981152 |
| &nbsp;&nbsp;&nbsp;3.94%, 07/19/28 | 3539 |  | 3286775 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.31%, 10/16/28<sup>(b)</sup> | 3312 |  | 3122421 |
| SVB Financial Group |  |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 10/28/26 (Call 09/28/26) | 1695 |  | 1473497 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/02/31 (Call 11/02/30) | 2663 |  | 1904205 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 05/15/28 (Call 03/15/28)<sup>(b)</sup> | 746 |  | 611698 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/05/30 (Call 03/05/30) | 2744 |  | 2244345 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/29/25<sup>(b)</sup> | 2847 |  | 2738928 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/29/28 (Call 04/29/27)<sup>(a)</sup> | 1445 |  | 1367794 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 04/29/33 (Call 04/29/32)<sup>(a)</sup> | 1465 |  | 1307425 |
| Synchrony Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 08/22/25 (Call 07/22/25) | 2650 |  | 2595198 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/23/27 (Call 07/23/27) | 4130 |  | 3998377 |
| Synovus Financial Corp., 5.20%, 08/11/25 (Call 07/11/25) | 65 |  | 64072 |
| Toronto-Dominion Bank (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 03/04/24 | 4330 |  | 4100856 |
| &nbsp;&nbsp;&nbsp;0.70%, 09/10/24 | 4845 |  | 4496499 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/11/25 | 1095 |  | 979335 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/06/26 | 6200 |  | 5474042 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/12/25 | $2330 | $2123632 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/26 | 5840 | 5160750 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/13/24 | 3158 | 2933624 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/10/26 | 5898 | 5185404 |
| &nbsp;&nbsp;&nbsp;1.35%, 10/31/26 (Call 01/31/23) | 75 | 65959 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/10/25<sup>(b)</sup> | 4215 | 3932469 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/12/27 | 3635 | 3253289 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/10/31 | 4413 | 3476738 |
| &nbsp;&nbsp;&nbsp;2.35%, 03/08/24 | 4465 | 4322611 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/12/32 | 3090 | 2515013 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 4585 | 4431402 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/10/27 | 3920 | 3606910 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/10/32 | 3890 | 3366989 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/11/24 | 5841 | 5721435 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/15/31 (Call 09/15/26)<sup>(a)</sup> | 5712 | 5273261 |
| &nbsp;&nbsp;&nbsp;3.77%, 06/06/25 | 4060 | 3949446 |
| &nbsp;&nbsp;&nbsp;4.11%, 06/08/27 | 3635 | 3519189 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/13/24 | 4266 | 4216642 |
| &nbsp;&nbsp;&nbsp;4.46%, 06/08/32 | 2090 | 2001154 |
| &nbsp;&nbsp;&nbsp;4.69%, 09/15/27 | 3620 | 3583148 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/25 (Call 02/10/25) | 2148 | 1990852 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/06/24 (Call 11/05/24) | 5336 | 5072562 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/11/30 (Call 12/11/29) | 4265 | 3465952 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 09/17/29 (Call 09/17/24)<sup>(a)</sup> | 3100 | 2894811 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 03/01/24) | 4351 | 4256496 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 (Call 04/15/26) | 4444 | 4169716 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/16/25 (Call 08/16/25) | 5064 | 4863921 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/30/26 (Call 09/30/26) | 2026 | 1924011 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/03/25 (Call 09/03/25) | 2800 | 2755116 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 08/03/27 (Call 06/03/27) | 3447 | 2915231 |
| &nbsp;&nbsp;&nbsp;1.20%, 08/05/25 (Call 07/03/25) | 2654 | 2414795 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.27%, 03/02/27 (Call 03/02/26), (1 day SOFR + 0.609%)<sup>(a)</sup> | 1640 | 1454139 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.89%, 06/07/29 (Call 06/07/28), (1 day SOFR + 0.862%)<sup>(a)</sup> | 3630 | 3061106 |
| &nbsp;&nbsp;&nbsp;1.95%, 06/05/30 (Call 03/05/30) | 750 | 611558 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/24 (Call 07/01/24) | 4898 | 4707566 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/26/24 (Call 09/26/24) | 4539 | 4380317 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/05/25 (Call 05/05/25) | 3819 | 3717835 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/06/23 (Call 11/06/23) | 4903 | 4849557 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/29 (Call 02/16/29) | 2471 | 2288146 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/25 (Call 03/01/25) | 2987 | 2935355 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 06/06/28 (Call 06/06/27)<sup>(a)(b)</sup> | 3060 | 2899534 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 07/28/26 (Call 07/28/25)<sup>(a)</sup> | 3821 | 3756119 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.92%, 07/28/33 (Call 07/28/32)<sup>(a)</sup> | 4065 | 3833620 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/28/26 (Call 10/28/25)<sup>(a)</sup> | 4765 | 4834617 |
| &nbsp;&nbsp;&nbsp;6.12%, 10/28/33 | 4803 | 5061738 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 07/22/30 (Call 04/22/30) | 1541 | 1203706 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/12/25 (Call 04/11/25) | 5576 | 5177539 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.22%, 01/27/28 (Call 01/27/27), (1 day SOFR + 0.730%)<sup>(a)</sup> | 3205 | 2871039 |
| &nbsp;&nbsp;&nbsp;2.40%, 07/30/24 (Call 06/28/24) | 5018 | 4844779 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 11/03/36 (Call 11/03/31)<sup>(a)</sup> | 3710 | 2876215 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.68%, 01/27/33 (Call 01/27/32), (1 day SOFR + 1.020%)<sup>(a)</sup> | 2985 | 2469550 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/29 (Call 04/30/29) | 2518 | 2236563 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/27/26 (Call 03/27/26) | 3608 | 3428610 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 02/05/24 (Call 01/05/24) | $5018 | $4941475 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/11/24 (Call 08/11/24) | 4330 | 4258555 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/30/24 (Call 12/29/23) | 3434 | 3393754 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/26/28 (Call 03/24/28) | 4324 | 4169417 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/17/25 (Call 10/17/25) | 2526 | 2480734 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 07/22/28 (Call 07/22/27)<sup>(a)</sup> | 5470 | 5330734 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.97%, 07/22/33 (Call 07/22/32)<sup>(a)</sup> | 5660 | 5393018 |
| &nbsp;&nbsp;&nbsp;5.73%, 10/21/26 | 4960 | 5064011 |
| &nbsp;&nbsp;&nbsp;5.85%, 10/21/33 | 3775 | 3938533 |
| &nbsp;&nbsp;&nbsp;Series V, 2.38%, 07/22/26 (Call 06/22/26) | 4837 | 4475144 |
| &nbsp;&nbsp;&nbsp;Series X, 3.15%, 04/27/27 (Call 03/27/27) | 4492 | 4246467 |
| U.S. Bank NA/Cincinnati OH |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/25 (Call 12/20/24) | 2803 | 2653236 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/27/25 (Call 12/27/24)<sup>(b)</sup> | 3812 | 3677170 |
| Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (1 day SOFR + 2.360%)<sup>(a)</sup> | 440 | 391846 |
| Wachovia Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 08/01/35 | 6666 | 6588541 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.57%, 08/01/26<sup>(e)</sup> | 355 | 384657 |
| Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) | 1610 | 1464649 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.81%, 05/19/25 (Call 05/19/24), (1 day SOFR + 0.510%)<sup>(a)</sup> | 3902 | 3636976 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)<sup>(a)</sup> | 11838 | 11034437 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 04/30/26 (Call 04/30/25), (1 day SOFR + 2.000%)<sup>(a)</sup> | 8296 | 7723991 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.39%, 06/02/28 (Call 06/02/27), (1 day SOFR + 2.100%)<sup>(a)</sup> | 8706 | 7696626 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.41%, 10/30/25 (Call 10/30/24), (1 day SOFR + 1.087%)<sup>(a)</sup> | 11025 | 10403190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.57%, 02/11/31 (Call 02/11/30), (1 day SOFR + 1.262%)<sup>(a)</sup> | 10445 | 8756775 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/30/30 (Call 10/30/29), (3 mo. SOFR + 1.432%)<sup>(a)</sup> | 12206 | 10508634 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/19/25 | 8897 | 8572259 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/22/26 | 12860 | 12092387 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/23/26 | 12958 | 12101865 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 04/30/41 (Call 04/30/40), (1 day SOFR + 2.530%)<sup>(a)</sup> | 13000 | 9639110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)<sup>(a)</sup> | 9798 | 9121644 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/09/24 | 9524 | 9284757 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/02/33 (Call 03/02/32), (1 day SOFR + 1.500%)<sup>(a)</sup> | 8635 | 7383184 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 03/24/28 (Call 03/24/27), (1 day SOFR + 1.510%)<sup>(a)</sup> | 10480 | 9737806 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/29/25 | 9140 | 8855198 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.58%, 05/22/28 (Call 05/22/27), (3 mo. LIBOR US + 1.310%)<sup>(a)</sup> | 13624 | 12652609 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/24/24 (Call 12/22/23) | 6362 | 6275986 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/45 | 5101 | 4107478 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.91%, 04/25/26 (Call 04/25/25), (1 day SOFR + 1.320%)<sup>(a)</sup> | 9005 | 8722513 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/03/26 | 8367 | 8137828 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/24/29 (Call 10/24/28) | 6497 | 6133688 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/22/27 | 6031 | 5828660 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/14/46 | 7662 | 6274795 |
| &nbsp;&nbsp;&nbsp;4.48%, 01/16/24 | 4836 | 4813416 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 04/04/31 (Call 04/04/30), (1 day SOFR + 4.032%)<sup>(a)</sup> | $7104 | $6750221 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.54%, 08/15/26 (Call 08/15/25)<sup>(a)</sup> | 3790 | 3709159 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/25/53 (Call 04/25/52)<sup>(a)</sup> | 10345 | 9187808 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/04/44 | 7743 | 6740359 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/07/46 | 7390 | 6344093 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 07/25/28 (Call 07/25/27)<sup>(a)</sup> | 7205 | 7036763 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/25/33 (Call 07/25/32)<sup>(a)</sup> | 12930 | 12458831 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/17/45 | 7503 | 6620947 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.01%, 04/04/51 (Call 04/04/50), (1 day SOFR + 4.502%)<sup>(a)</sup> | 17601 | 16534203 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/07/35 | 645 | 638556 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/02/43 | 5533 | 5268799 |
| &nbsp;&nbsp;&nbsp;5.61%, 01/15/44 | 8778 | 8587254 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/86 | 1835 | 1741121 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 7.95%, 11/15/29<sup>(b)</sup> | 279 | 299719 |
| Wells Fargo Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;5.85%, 02/01/37 | 2291 | 2344289 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/26/36 | 2342 | 2382423 |
| &nbsp;&nbsp;&nbsp;6.60%, 01/15/38 | 2971 | 3276924 |
| Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (1 day SOFR + 2.250%)<sup>(a)</sup> | 1972 | 1672493 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.02%, 11/18/24 | 3390 | 3149547 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/03/26 | 5665 | 5027121 |
| &nbsp;&nbsp;&nbsp;1.95%, 11/20/28 | 5005 | 4277824 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 06/03/31<sup>(b)</sup> | 5385 | 4468042 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/19/25 | 4422 | 4200281 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/30 | 4374 | 3826550 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 11/15/35 (Call 11/15/30)<sup>(a)</sup> | 2499 | 1834866 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/19/26 | 4001 | 3748857 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/13/26 | 5870 | 5534823 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 02/04/30 (Call 02/04/25)<sup>(a)</sup> | 5873 | 5346251 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.96%, 11/16/40<sup>(b)</sup> | 2346 | 1539797 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.02%, 11/18/36 (Call 11/18/31)<sup>(a)</sup> | 4420 | 3248965 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/18/41<sup>(b)</sup> | 2819 | 1859976 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/26/24 | 5669 | 5580960 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/27 | 3945 | 3747119 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/25/28<sup>(b)</sup> | 4435 | 4194135 |
| &nbsp;&nbsp;&nbsp;3.74%, 08/26/25 | 50 | 48827 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.04%, 08/26/27<sup>(b)</sup> | 500 | 488630 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 07/24/34 (Call 07/24/29)<sup>(a)</sup> | 5551 | 4728619 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 11/23/31 (Call 11/23/26)<sup>(a)</sup> | 5608 | 5113038 |
| &nbsp;&nbsp;&nbsp;4.42%, 07/24/39 | 4422 | 3600790 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/18/24 | 100 | 100851 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 08/10/33 (Call 08/10/32)<sup>(a)</sup> | 1100 | 1010042 |
| &nbsp;&nbsp;&nbsp;5.46%, 11/18/27 | 6200 | 6381598 |
| Wintrust Financial Corp., 4.85%, 06/06/29 | 485 | 443537 |
| Zions Bancorp NA, 3.25%, 10/29/29 (Call 07/29/29) | 1603 | 1332975 |
|  |  | 4570554729 |
| **Beverages — 0.5%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/01/25) | 12924 | 12549721 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 18712 | 17988407 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 31046 | 29086997 |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/17/43<sup>(b)</sup> | 2345 | 2016559 |
| &nbsp;&nbsp;&nbsp;4.63%, 02/01/44 | 3533 | 3217503 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 3371 | 3212327 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | $4434 | $4136346 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30) | 2251 | 2077650 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/42 | 3494 | 2894709 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/28 (Call 01/13/28) | 9789 | 9486911 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/40 (Call 12/01/39) | 3669 | 3316703 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/38 (Call 10/15/37) | 3733 | 3437869 |
| &nbsp;&nbsp;&nbsp;4.44%, 10/06/48 (Call 04/06/48) | 6167 | 5425603 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/50 (Call 12/01/49) | 6916 | 6267832 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/15/48 (Call 10/15/47) | 5696 | 5182904 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/60 (Call 12/01/59) | 2048 | 1845678 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/23/29 (Call 10/23/28) | 13037 | 13038695 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/58 (Call 10/15/57) | 5622 | 5142275 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/23/31 (Call 10/23/30) | 2694 | 2739933 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/42 | 4682 | 4487463 |
| &nbsp;&nbsp;&nbsp;5.45%, 01/23/39 (Call 07/23/38) | 7155 | 7312696 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/23/49 (Call 07/23/48) | 13630 | 13970341 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/23/59 (Call 07/23/58) | 7206 | 7596205 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/15/35<sup>(b)</sup> | 620 | 652556 |
| &nbsp;&nbsp;&nbsp;8.00%, 11/15/39 | 1390 | 1734428 |
| &nbsp;&nbsp;&nbsp;8.20%, 01/15/39 | 4636 | 5918457 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 02/15/25) | 230 | 224931 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/38 (Call 10/15/37) | 821 | 733383 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/45 (Call 01/15/45) | 1490 | 1388844 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 03/15/28 | 1654 | 1402609 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/31 | 1595 | 1262937 |
| &nbsp;&nbsp;&nbsp;1.45%, 06/01/27 | 1837 | 1635022 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/05/28<sup>(b)</sup> | 2160 | 1882440 |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/30 | 3974 | 3294963 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/06/24<sup>(b)</sup> | 4653 | 4464833 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/05/31 | 2224 | 1858908 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/06/29 | 5288 | 4605954 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/05/32<sup>(b)</sup> | 8510 | 7180227 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/40 | 2968 | 2201247 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/15/51<sup>(b)</sup> | 4750 | 3185398 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/50 | 4964 | 3435336 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/01/60<sup>(b)</sup> | 3881 | 2661745 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/05/41 | 5935 | 4658856 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/25/27 | 3273 | 3108761 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/05/51 | 2505 | 1883059 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/25/27 | 2437 | 2362525 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/25/30 | 5858 | 5476234 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/25/50 | 903 | 846653 |
| Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25) | 3222 | 3129947 |
| Coca-Cola Femsa SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 09/01/32 (Call 06/01/32) | 1980 | 1531332 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/22/30 (Call 10/22/29)<sup>(b)</sup> | 2438 | 2151657 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/26/43<sup>(b)</sup> | 2427 | 2320892 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 08/01/31 (Call 05/01/31) | 350 | 280007 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/01/30 (Call 02/01/30) | 1540 | 1328358 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/01/29 (Call 05/01/29) | 3337 | 2964157 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/09/27 (Call 02/09/27) | 1980 | 1867892 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/09/24 | 1820 | 1785329 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/15/28 (Call 11/15/27) | 1550 | 1448770 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/06/26 (Call 09/06/26) | 2670 | 2560797 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/01/50 (Call 11/01/49) | 2110 | 1621345 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 02/15/48 (Call 08/15/47) | $1531 | $1249434 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/09/27 (Call 04/09/27) | 2380 | 2325498 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/15/25 (Call 09/15/25) | 2139 | 2115920 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/09/47 (Call 11/09/46) | 2325 | 1993153 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/15/28 (Call 08/15/28) | 2437 | 2384726 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/24 | 3028 | 3012436 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/01/25 | 1887 | 1891227 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/09/32 (Call 02/09/32)<sup>(b)</sup> | 465 | 450097 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/48 (Call 05/15/48) | 1860 | 1771780 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/29/25 (Call 08/29/25) | 2956 | 2708908 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/29/30 (Call 01/29/30) | 4176 | 3471592 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/24/24 (Call 09/24/24) | 3635 | 3458593 |
| &nbsp;&nbsp;&nbsp;2.13%, 04/29/32 (Call 01/29/32) | 3680 | 2969282 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/24/29 (Call 07/24/29) | 2010 | 1726711 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/18/28 (Call 02/18/28) | 1426 | 1368946 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/29/43 (Call 10/29/42) | 2262 | 1908427 |
| &nbsp;&nbsp;&nbsp;5.20%, 10/24/25 | 3485 | 3534034 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/24/27 | 3150 | 3246296 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/24/33 (Call 10/24/32) | 2150 | 2270873 |
| &nbsp;&nbsp;&nbsp;5.88%, 09/30/36 | 2735 | 2937746 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 05/11/42 | 722 | 642537 |
| &nbsp;&nbsp;&nbsp;7.45%, 04/15/35 | 1985 | 2383528 |
| Fomento Economico Mexicano SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 01/16/50 (Call 07/16/49) | 9687 | 6854231 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/10/43 | 1066 | 886805 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/15/24 (Call 01/03/23) | 4319 | 4084435 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/15/31 (Call 12/15/30) | 2938 | 2379780 |
| &nbsp;&nbsp;&nbsp;2.55%, 09/15/26 (Call 06/15/26) | 2073 | 1904071 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/23 (Call 10/15/23) | 3414 | 3348007 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/01/30 (Call 02/01/30) | 1094 | 963956 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/15/51 (Call 09/15/50) | 2540 | 1784071 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/25 (Call 08/15/25) | 2739 | 2646750 |
| &nbsp;&nbsp;&nbsp;3.43%, 06/15/27 (Call 03/15/27) | 2718 | 2553099 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/01/50 (Call 11/01/49) | 1655 | 1267498 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/15/29 (Call 02/15/29) | 3445 | 3252011 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/32 (Call 01/15/32) | 2545 | 2343563 |
| &nbsp;&nbsp;&nbsp;4.42%, 05/25/25 (Call 03/25/25) | 850 | 848275 |
| &nbsp;&nbsp;&nbsp;4.42%, 12/15/46 (Call 06/15/46) | 1714 | 1440566 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/45 (Call 05/15/45)<sup>(b)</sup> | 3085 | 2666242 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/52 (Call 10/15/51) | 1300 | 1105273 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/25/28 (Call 02/25/28) | 100 | 99528 |
| &nbsp;&nbsp;&nbsp;5.09%, 05/25/48 (Call 11/25/47) | 50 | 46542 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/26 (Call 04/15/26) | 3881 | 3643599 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/15/46 (Call 01/15/46) | 6602 | 5307018 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/42 | 4112 | 3706022 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 02/25/31 (Call 11/25/30) | 2780 | 2229810 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/01/30 (Call 02/01/30) | 4333 | 3595653 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/21/31 (Call 07/21/31) | 5300 | 4364285 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/19/25 (Call 02/19/25) | 7026 | 6713484 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 10/06/26 (Call 07/06/26)<sup>(b)</sup> | 3994 | 3745254 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/19/27 (Call 01/19/27) | 2473 | 2307383 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/29/29 (Call 04/29/29) | 4603 | 4115312 |
| &nbsp;&nbsp;&nbsp;2.63%, 10/21/41 (Call 04/21/41) | 3900 | 2955888 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/25 (Call 01/30/25) | 1876 | 1802498 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/19/30 (Call 12/19/29) | 6338 | 5647855 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/21/51 (Call 04/21/51) | $3405 | $2462019 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/24/26 (Call 11/24/25) | 3180 | 3053690 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/49 (Call 04/15/49) | 3382 | 2512217 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/27 (Call 07/15/27) | 5331 | 5054748 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/29/49 (Call 01/29/49) | 2010 | 1635477 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/06/46 (Call 04/06/46) | 3479 | 2871601 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/17/25 (Call 04/17/25) | 3471 | 3401441 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/24 (Call 12/01/23) | 4702 | 4642943 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/18/28 (Call 01/18/28) | 2930 | 2840371 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/13/42 | 460 | 391920 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/19/50 (Call 09/19/49) | 3469 | 2957531 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/60 (Call 09/19/59) | 230 | 206269 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/18/32 (Call 04/18/32) | 5040 | 4839811 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/05/42 | 740 | 671602 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/02/47 (Call 11/02/46) | 1035 | 918883 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/18/52 (Call 01/18/52) | 1780 | 1667201 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/44 (Call 04/22/44) | 100 | 91084 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/14/46 (Call 10/14/45) | 1080 | 1047514 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/01/40 | 515 | 527849 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/01/29 | 2635 | 2999526 |
|  |  | 442706321 |
| **Biotechnology — 0.3%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 08/15/28 (Call 06/15/28) | 7515 | 6386623 |
| &nbsp;&nbsp;&nbsp;1.90%, 02/21/25 (Call 01/21/25) | 2187 | 2063391 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/15/32 (Call 10/15/31) | 5210 | 4152162 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/21/27 (Call 12/21/26) | 2472 | 2249594 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/25/31 (Call 11/25/30) | 7406 | 6179122 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/21/30 (Call 11/21/29) | 2052 | 1760657 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 08/19/26 (Call 05/19/26)<sup>(b)</sup> | 5684 | 5294305 |
| &nbsp;&nbsp;&nbsp;2.77%, 09/01/53 (Call 03/01/53) | 5759 | 3570177 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/41 (Call 02/15/41) | 5900 | 4234725 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/22/29 (Call 12/22/28) | 535 | 484154 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/52 (Call 07/15/51) | 7185 | 4779821 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/01/25 (Call 02/01/25)<sup>(b)</sup> | 5002 | 4840335 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/21/40 (Call 08/21/39) | 6107 | 4674359 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/02/27 (Call 08/02/27)<sup>(b)</sup> | 2647 | 2495036 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 02/22/32 (Call 11/22/31)<sup>(b)</sup> | 2536 | 2267184 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/21/50 (Call 08/21/49) | 6460 | 4704883 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/22/24 (Call 02/22/24) | 6585 | 6482472 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/18/29 (Call 06/18/29) | 6370 | 6069782 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/33 (Call 12/01/32) | 5660 | 5336474 |
| &nbsp;&nbsp;&nbsp;4.20%, 02/22/52 (Call 08/22/51) | 1610 | 1328974 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/45 (Call 11/01/44) | 9354 | 8075308 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/22/62 (Call 08/22/61) | 2285 | 1876716 |
| &nbsp;&nbsp;&nbsp;4.56%, 06/15/48 (Call 12/15/47) | 6794 | 6024647 |
| &nbsp;&nbsp;&nbsp;4.66%, 06/15/51 (Call 12/15/50) | 9320 | 8378307 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/53 (Call 09/01/52) | 2255 | 2059537 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/41 | 3712 | 3520015 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/41 (Call 05/15/41) | 1825 | 1748751 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/15/42 (Call 12/15/41) | 470 | 469328 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/01/37 | 440 | 482478 |
| &nbsp;&nbsp;&nbsp;6.40%, 02/01/39 | 480 | 521026 |
| Baxalta Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/23/25 (Call 03/23/25) | 2198 | 2161052 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/23/45 (Call 12/23/44) | 1728 | 1654353 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/01/30 (Call 02/01/30) | 6160 | 5085696 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/50 (Call 11/01/49) | 7341 | 5040110 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/51 (Call 08/15/50) | 4611 | 3204553 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Biotechnology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 09/15/25 (Call 06/15/25) | $5439 | $5302263 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/15/45 (Call 03/15/45) | 447 | 426192 |
| Bio-Rad Laboratories Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/27 (Call 02/15/27) | 915 | 848937 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/32 (Call 12/15/31) | 1985 | 1721590 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 10/01/27 (Call 08/01/27) | 3402 | 2900205 |
| &nbsp;&nbsp;&nbsp;1.65%, 10/01/30 (Call 07/01/30) | 3662 | 2951169 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 10/01/40 (Call 04/01/40)<sup>(b)</sup> | 3941 | 2823451 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/50 (Call 04/01/50) | 5150 | 3405231 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/27 (Call 12/01/26) | 3380 | 3163038 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 2161 | 2110433 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/26 (Call 12/01/25) | 5923 | 5746968 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/24 (Call 01/01/24) | 7519 | 7401403 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/36 (Call 03/01/36) | 2678 | 2401952 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/01/47 (Call 09/01/46) | 7225 | 6109677 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) | 5315 | 4809756 |
| &nbsp;&nbsp;&nbsp;4.60%, 09/01/35 (Call 03/01/35) | 4368 | 4244691 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/46 (Call 09/01/45) | 8563 | 7883098 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/44 (Call 10/01/43) | 3326 | 3134555 |
| &nbsp;&nbsp;&nbsp;5.65%, 12/01/41 (Call 06/01/41) | 2537 | 2630767 |
| Illumina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/23/31 (Call 12/23/30) | 4045 | 3198503 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/13/27 | 4100 | 4128372 |
| &nbsp;&nbsp;&nbsp;5.80%, 12/12/25 | 4100 | 4120869 |
| Regeneron Pharmaceuticals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/15/30 (Call 06/15/30) | 5297 | 4163866 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/15/50 (Call 03/15/50) | 2263 | 1449270 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 09/02/25 (Call 08/02/25) | 1861 | 1669001 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/02/27 (Call 07/02/27) | 2586 | 2200945 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/02/31 (Call 06/02/31) | 1944 | 1498727 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/02/30 (Call 06/02/30) | 1964 | 1556902 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/02/40 (Call 03/02/40) | 2287 | 1650528 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/02/51 (Call 03/02/51) | 2875 | 1858687 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 09/02/50 (Call 03/02/50)<sup>(b)</sup> | 4377 | 2928870 |
|  |  | 230096023 |
| **Building Materials — 0.1%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.24%, 02/15/25 (Call 01/15/25) | 676 | 638408 |
| &nbsp;&nbsp;&nbsp;2.49%, 02/15/27 (Call 12/15/26) | 793 | 719727 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/31 (Call 11/15/30) | 2955 | 2474931 |
| &nbsp;&nbsp;&nbsp;2.72%, 02/15/30 (Call 11/15/29) | 6358 | 5426998 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/05/40 (Call 10/05/39) | 6005 | 4677715 |
| &nbsp;&nbsp;&nbsp;3.58%, 04/05/50 (Call 10/05/49) | 5491 | 4025287 |
| Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31) | 1775 | 1390375 |
| Fortune Brands Home & Security Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/29 (Call 06/15/29) | 2997 | 2586201 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/25 (Call 03/15/25) | 820 | 794957 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/25/32 (Call 12/25/31) | 1855 | 1615872 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/25/52 (Call 09/25/51) | 1990 | 1478391 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/02/24 (Call 04/02/24)<sup>(e)</sup> | 448 | 439394 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/14/26 (Call 11/14/25) | 991 | 968068 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/47 (Call 08/15/46) | 1712 | 1438457 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/02/44 (Call 01/02/44) | 2370 | 2069010 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/02/64 (Call 01/02/64)<sup>(e)</sup> | 1730 | 1458632 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/14/45 (Call 03/14/45) | 520 | 469820 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/36 | 509 | 531279 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Building Materials (continued)** |  |  |
| Johnson Controls International PLC/Tyco Fire & Security Finance SCA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/15/30 (Call 06/15/30)<sup>(b)</sup> | $2460 | $1978652 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/16/31 (Call 06/16/31) | 2485 | 1970307 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/01/32 (Call 09/01/32) | 2135 | 2111515 |
| Lafarge SA, 7.13%, 07/15/36 | 850 | 922990 |
| Lennox International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 08/01/25 (Call 07/01/25) | 1455 | 1318521 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/01/27 (Call 06/01/27) | 1053 | 903843 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 07/15/31 (Call 04/15/31) | 1375 | 1120419 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/51 (Call 01/15/51) | 1410 | 975114 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27) | 1113 | 1043193 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/27 (Call 09/15/27) | 3009 | 2811760 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/02/24 (Call 04/02/24) | 550 | 542234 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/47 (Call 06/15/47) | 2895 | 2376332 |
| &nbsp;&nbsp;&nbsp;Series CB, 2.50%, 03/15/30 (Call 12/15/29) | 2771 | 2314644 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/28 (Call 12/15/27) | 2292 | 1905087 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/30 (Call 07/01/30) | 1609 | 1259219 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/31 (Call 11/15/30) | 910 | 710119 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/51 (Call 08/15/50) | 1395 | 884904 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27) | 1823 | 1677251 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/47 (Call 11/15/46)<sup>(b)</sup> | 1800 | 1448334 |
| Mohawk Industries Inc., 3.63%, 05/15/30 (Call 02/15/30)<sup>(b)</sup> | 1700 | 1460895 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/26 (Call 05/15/26) | 3203 | 3012934 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/01/30 (Call 03/01/30) | 1625 | 1467879 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/29 (Call 05/15/29) | 2378 | 2165098 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/01/24 (Call 09/01/24) | 1929 | 1898965 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/15/47 (Call 01/15/47) | 2266 | 1800201 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/30/48 (Call 07/30/47) | 1629 | 1287545 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/01/36 | 1310 | 1418835 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30) | 3500 | 3129770 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/27 (Call 01/01/27) | 1046 | 999620 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 01/01/25)<sup>(b)</sup> | 1582 | 1569929 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 2939 | 2511140 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/01/48 (Call 09/01/47)<sup>(b)</sup> | 1593 | 1388825 |
|  |  | 85589596 |
| **Chemicals — 0.4%** |  |  |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/15/25 (Call 09/15/25) | 3301 | 3031176 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/15/27 (Call 03/15/27) | 4962 | 4440047 |
| &nbsp;&nbsp;&nbsp;2.05%, 05/15/30 (Call 02/15/30) | 3142 | 2643050 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/15/40 (Call 11/15/39) | 1771 | 1342205 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 3672 | 2609617 |
| &nbsp;&nbsp;&nbsp;3.35%, 07/31/24 (Call 04/30/24) | 1834 | 1795101 |
| Albemarle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 06/01/27 (Call 05/01/27)<sup>(b)</sup> | 1640 | 1606659 |
| &nbsp;&nbsp;&nbsp;5.05%, 06/01/32 (Call 03/01/32) | 345 | 331783 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 12/01/44 (Call 06/01/44)<sup>(b)</sup> | 1190 | 1108925 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/01/52 (Call 12/01/51) | 75 | 70397 |
| Cabot Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/29 (Call 04/01/29) | 500 | 449370 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/30/32 (Call 03/30/32) | 1965 | 1831832 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/26 (Call 07/05/26) | 2075 | 1721773 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/08/24 (Call 04/08/24) | 2448 | 2377351 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.90%, 07/05/24 | $2380 | $2365768 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/25 | 5245 | 5219719 |
| &nbsp;&nbsp;&nbsp;6.17%, 07/15/27 (Call 06/15/27) | 6980 | 6836282 |
| &nbsp;&nbsp;&nbsp;6.33%, 07/15/29 (Call 05/15/29) | 1845 | 1774816 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/15/32 (Call 04/15/32) | 3105 | 2964623 |
| CF Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/43 | 2620 | 2283409 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/15/34 | 2866 | 2742017 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/15/44 | 2425 | 2218414 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 11/15/30 (Call 08/15/30)<sup>(b)</sup> | 756 | 604974 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/50 (Call 05/15/50) | 1346 | 966320 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/34 (Call 04/01/34) | 3272 | 2889634 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/42 (Call 05/15/42) | 4697 | 3931013 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/44 (Call 04/01/44) | 2335 | 1953134 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/30/28 (Call 08/30/28) | 2582 | 2552255 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/15/49 (Call 11/15/48) | 2635 | 2233004 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/41 (Call 05/15/41) | 3171 | 2952582 |
| &nbsp;&nbsp;&nbsp;5.55%, 11/30/48 (Call 05/30/48) | 2928 | 2772143 |
| &nbsp;&nbsp;&nbsp;6.30%, 03/15/33 | 500 | 521360 |
| &nbsp;&nbsp;&nbsp;6.90%, 05/15/53 (Call 11/15/52) | 620 | 674281 |
| &nbsp;&nbsp;&nbsp;7.38%, 11/01/29 | 2789 | 3083686 |
| &nbsp;&nbsp;&nbsp;9.40%, 05/15/39 | 1782 | 2353256 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.49%, 11/15/25 (Call 09/15/25) | 9183 | 9125698 |
| &nbsp;&nbsp;&nbsp;4.73%, 11/15/28 (Call 08/15/28) | 7942 | 7909438 |
| &nbsp;&nbsp;&nbsp;5.32%, 11/15/38 (Call 05/15/38) | 5015 | 4900758 |
| &nbsp;&nbsp;&nbsp;5.42%, 11/15/48 (Call 05/15/48) | 6399 | 6198647 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 4604 | 4497970 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28)<sup>(b)</sup> | 758 | 722526 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/15/44 (Call 04/15/44) | 3168 | 2611636 |
| &nbsp;&nbsp;&nbsp;4.80%, 09/01/42 (Call 03/01/42) | 1592 | 1355636 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 12/15/23 (Call 01/03/23) | 470 | 451167 |
| &nbsp;&nbsp;&nbsp;1.30%, 01/30/31 (Call 10/30/30) | 4510 | 3485463 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 02/01/27 (Call 01/01/27)<sup>(b)</sup> | 455 | 404991 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/01/32 (Call 11/01/31)<sup>(b)</sup> | 2850 | 2304339 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 08/15/50 (Call 02/15/50)<sup>(b)</sup> | 1068 | 620124 |
| &nbsp;&nbsp;&nbsp;2.70%, 11/01/26 (Call 08/01/26) | 3429 | 3204675 |
| &nbsp;&nbsp;&nbsp;2.70%, 12/15/51 (Call 06/15/51) | 2000 | 1291420 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/18/55 (Call 02/18/55) | 5669 | 3567275 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/27 (Call 09/01/27) | 1415 | 1329888 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 12/01/47 (Call 06/01/47)<sup>(b)</sup> | 610 | 508459 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/24/30 (Call 12/24/29) | 1678 | 1676087 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 | 2030 | 2074477 |
| EI du Pont de Nemours and Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 07/15/25 (Call 06/15/25) | 5115 | 4738843 |
| &nbsp;&nbsp;&nbsp;2.30%, 07/15/30 (Call 04/15/30) | 3147 | 2653047 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/26 (Call 08/01/26) | 1908 | 1786098 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/01/29 (Call 07/01/29) | 1786 | 1590737 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/24 (Call 11/01/23) | 2183 | 2152656 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/49 (Call 04/01/49) | 1890 | 1527782 |
| Huntsman International LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/31 (Call 03/15/31) | 2390 | 1892689 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/29 (Call 02/01/29) | 3495 | 3168252 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/47 (Call 12/01/46) | 2260 | 1780496 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/26/28 (Call 06/26/28) | 1405 | 1325365 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/26/48 (Call 03/26/48) | $2217 | $1910677 |
| Linde Inc., 4.80%, 12/05/24 | 25 | 25068 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 08/10/30 (Call 05/10/30) | 4642 | 3596297 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/10/50 (Call 02/10/50) | 1845 | 1065100 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 02/05/25 (Call 11/05/24)<sup>(b)</sup> | 4725 | 4542284 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/30/26 (Call 10/30/25) | 3194 | 3092175 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/07/42 (Call 05/07/42) | 1827 | 1504535 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/05/25 | 25 | 25091 |
| Lubrizol Corp. (The), 6.50%, 10/01/34 | 212 | 244773 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/44 (Call 09/15/43) | 3775 | 3195990 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/43 | 509 | 452226 |
| LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26) | 75 | 69451 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 10/01/25 (Call 09/01/25) | 1875 | 1672800 |
| &nbsp;&nbsp;&nbsp;2.25%, 10/01/30 (Call 07/01/30) | 1646 | 1315714 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/01/40 (Call 04/01/40) | 2813 | 2036190 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/51 (Call 10/01/50) | 4916 | 3362446 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/60 (Call 04/01/60) | 3476 | 2288772 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/49 (Call 04/15/49) | 2573 | 1931474 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/50 (Call 11/01/49) | 3852 | 2897744 |
| LyondellBasell Industries NV |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 02/26/55 (Call 08/26/54) | 3702 | 2932872 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/15/24 (Call 01/15/24) | 2117 | 2124960 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 11/15/27 (Call 08/15/27) | 1160 | 1097279 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/41 (Call 05/15/41) | 1090 | 925977 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/33 (Call 05/15/33) | 1517 | 1474918 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/15/43 (Call 05/15/43) | 923 | 870564 |
| NewMarket Corp., 2.70%, 03/18/31 (Call 12/18/30) | 1681 | 1327519 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 05/13/30 (Call 02/13/30) | 1099 | 946536 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 2165 | 2068636 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/13/50 (Call 11/13/49) | 1370 | 1076902 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/26 (Call 09/15/26) | 1564 | 1503833 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/35 (Call 09/15/34) | 2350 | 2060221 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/29 (Call 01/01/29) | 2770 | 2621916 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/01/43 (Call 12/01/42) | 2419 | 2169529 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/49 (Call 10/01/48) | 2514 | 2312352 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/45 (Call 07/15/44) | 1712 | 1592417 |
| &nbsp;&nbsp;&nbsp;5.63%, 12/01/40 | 951 | 928195 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/01/36 | 2029 | 2078142 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/07/24 | 840 | 849500 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/07/25 | 2000 | 2040340 |
| &nbsp;&nbsp;&nbsp;6.13%, 01/15/41 (Call 07/15/40) | 135 | 139518 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 03/15/26 (Call 02/15/26) | 4480 | 3993696 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/15/24 (Call 07/15/24) | 1417 | 1356097 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 06/15/30 (Call 03/15/30)<sup>(b)</sup> | 1117 | 948601 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/29 (Call 05/15/29) | 1665 | 1451147 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/28 (Call 12/15/27) | 4086 | 3880965 |
| Rohm & Haas Co., 7.85%, 07/15/29 | 2279 | 2557881 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/32 (Call 10/15/31) | 1680 | 1340321 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/27 (Call 12/15/26) | 2560 | 2401715 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/48 (Call 07/15/47) | 956 | 730193 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/01/29 (Call 12/01/28)<sup>(b)</sup> | 1592 | 1483585 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/45 (Call 12/01/44) | 1250 | 1092075 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/15/32 (Call 12/15/31) | $1972 | $1564013 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/15/30 (Call 02/15/30) | 2213 | 1835750 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/52 (Call 09/15/51) | 2170 | 1405162 |
| &nbsp;&nbsp;&nbsp;2.95%, 08/15/29 (Call 05/15/29) | 2827 | 2490559 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/01/24 (Call 04/01/24) | 2122 | 2066319 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 1900 | 1343490 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/25 (Call 05/01/25) | 2345 | 2259103 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27) | 5495 | 5164201 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/49 (Call 02/15/49) | 1915 | 1463960 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/26 (Call 10/15/25) | 2276 | 2222560 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/42 (Call 06/15/42) | 1090 | 868763 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/08/24 | 15 | 14769 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/08/25<sup>(b)</sup> | 2180 | 2147823 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/47 (Call 12/01/46) | 4393 | 3813651 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/01/45 (Call 02/01/45) | 707 | 602534 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 08/15/24 (Call 01/03/23) | 1485 | 1377174 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/15/41 (Call 02/15/41)<sup>(b)</sup> | 393 | 263463 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/51 (Call 02/15/51) | 2405 | 1542663 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/30 (Call 03/15/30) | 1535 | 1329494 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/61 (Call 02/15/61)<sup>(b)</sup> | 2420 | 1463495 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/15/26 (Call 05/15/26) | 3779 | 3551693 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/47 (Call 05/15/47) | 555 | 425213 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/46 (Call 02/15/46) | 3705 | 3164255 |
|  |  | 292095931 |
| **Commercial Services — 0.3%** |  |  |
| American University (The), Series 2019, 3.67%, 04/01/49 | 1790 | 1407101 |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 09/01/30 (Call 06/01/30) | 5952 | 4747970 |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/28 (Call 03/15/28) | 3130 | 2756998 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 4381 | 4275900 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/15/28 (Call 05/15/28) | 2783 | 2380216 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/30 (Call 05/15/30) | 1463 | 1294901 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/25 (Call 07/01/25) | 1034 | 1030443 |
| Brown University in Providence in the State of Rhode Island and Providence Plant, Series A, 2.92%, 09/01/50 (Call 03/01/50) | 1850 | 1334886 |
| California Endowment (The), Series 2021, 2.50%, 04/01/51 (Call 10/01/50) | 1770 | 1125578 |
| California Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/2119 (Call 03/01/19) | 569 | 377082 |
| &nbsp;&nbsp;&nbsp;4.32%, 08/01/45 | 707 | 625617 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/2111 | 1594 | 1347552 |
| Case Western Reserve University, 5.41%, 06/01/2122 (Call 12/01/21) | 1103 | 1038706 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/01/25 (Call 04/01/25) | 1505 | 1461445 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/27 (Call 01/01/27) | 5037 | 4878637 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/32 (Call 02/01/32) | 2100 | 1993929 |
| Claremont Mckenna College, 3.78%, 01/01/2122 (Call 07/01/21)<sup>(b)</sup> | 495 | 322874 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.68%, 10/01/44 | 836 | 614753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.76%, 10/01/50<sup>(b)</sup> | 1253 | 839259 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.83%, 10/01/55 | 2235 | 1504468 |
| Emory University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.14%, 09/01/30 (Call 06/01/30)<sup>(b)</sup> | 243 | 201804 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.97%, 09/01/50 (Call 03/01/50) | 1868 | 1287687 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| Equifax Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 09/15/31 (Call 06/15/31) | $2535 | $1963738 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/01/24 (Call 11/01/24) | 4299 | 4098882 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/15/25 (Call 11/15/25) | 1567 | 1453314 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/15/30 (Call 02/15/30) | 2596 | 2200499 |
| &nbsp;&nbsp;&nbsp;5.10%, 12/15/27 (Call 11/15/27) | 1850 | 1825321 |
| Ford Foundation (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.42%, 06/01/50 (Call 12/01/49)<sup>(b)</sup> | 910 | 575120 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.82%, 06/01/70 (Call 12/01/69) | 2257 | 1368126 |
| George Washington University (The) 4.87%, 09/15/45 | 1495 | 1395822 |
| &nbsp;&nbsp;&nbsp;Series 2014, 4.30%, 09/15/44 | 610 | 528955 |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.13%, 09/15/48 (Call 03/15/48) | 3021 | 2551416 |
| Georgetown University (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.94%, 04/01/50 | 1199 | 753308 |
| &nbsp;&nbsp;&nbsp;Series A, 5.22%, 10/01/2118 (Call 04/01/18) | 811 | 706762 |
| &nbsp;&nbsp;&nbsp;Series B, 4.32%, 04/01/49 (Call 10/01/48) | 1203 | 985149 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 03/01/26 (Call 02/01/26) | 2112 | 1842826 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/15/24 (Call 10/15/24) | 810 | 750505 |
| &nbsp;&nbsp;&nbsp;2.15%, 01/15/27 (Call 12/15/26) | 3382 | 2953534 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/15/25 (Call 01/15/25) | 2448 | 2300777 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/30 (Call 02/15/30) | 3074 | 2532300 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/15/31 (Call 08/15/31) | 2664 | 2117427 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/15/29 (Call 05/15/29) | 4517 | 3867952 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/15/49 (Call 02/15/49)<sup>(b)</sup> | 1439 | 1034396 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/01/28 (Call 03/01/28) | 1840 | 1721320 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/26 (Call 01/01/26) | 4367 | 4278088 |
| &nbsp;&nbsp;&nbsp;4.95%, 08/15/27 (Call 07/15/27) | 875 | 850430 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/15/29 (Call 06/15/29) | 1865 | 1810169 |
| &nbsp;&nbsp;&nbsp;5.40%, 08/15/32 (Call 05/15/32) | 1675 | 1610697 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/52 (Call 02/15/52) | 2045 | 1871809 |
| GXO Logistics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 07/15/26 (Call 06/15/26) | 1965 | 1687856 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/31 (Call 04/15/31) | 2792 | 2071636 |
| Howard University, 5.21%, 10/01/52 (Call 10/01/32) | 843 | 656444 |
| Johns Hopkins University |  |  |
| &nbsp;&nbsp;&nbsp;4.71%, 07/01/32 | 800 | 803936 |
| &nbsp;&nbsp;&nbsp;Series 2013, 4.08%, 07/01/53 | 1693 | 1453288 |
| &nbsp;&nbsp;&nbsp;Series A, 2.81%, 01/01/60 (Call 07/01/59) | 975 | 627354 |
| Leland Stanford Junior University (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.29%, 06/01/27 (Call 04/01/27) | 945 | 821980 |
| &nbsp;&nbsp;&nbsp;2.41%, 06/01/50 (Call 12/01/49) | 1690 | 1101948 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/01/48 (Call 11/01/47) | 2666 | 2219712 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;3.07%, 04/01/52 (Call 10/01/51) | 1013 | 754523 |
| &nbsp;&nbsp;&nbsp;3.89%, 07/01/2116 | 473 | 354140 |
| &nbsp;&nbsp;&nbsp;3.96%, 07/01/38 | 629 | 576623 |
| &nbsp;&nbsp;&nbsp;4.68%, 07/01/2114 | 2428 | 2188308 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/01/2111 | 2890 | 3098542 |
| &nbsp;&nbsp;&nbsp;Series F, 2.99%, 07/01/50 (Call 01/01/50) | 2121 | 1567907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series G, 2.29%, 07/01/51 (Call 01/01/51)<sup>(b)</sup> | 1344 | 845457 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/19/31 (Call 05/19/31)<sup>(b)</sup> | 2772 | 2212195 |
| &nbsp;&nbsp;&nbsp;2.55%, 08/18/60 (Call 02/18/60) | 2097 | 1205586 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/19/41 (Call 02/19/41) | 2540 | 1800911 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/29/61 (Call 05/29/61) | 2030 | 1321956 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/28 (Call 10/15/27) | 1999 | 1848595 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49) | 1553 | 1096014 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/24/25 (Call 02/24/25) | 770 | 751274 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/52 (Call 08/25/51) | $990 | $773942 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/29 (Call 11/01/28) | 2111 | 2029769 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/08/32 (Call 05/08/32) | 1125 | 1061111 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/15/24 (Call 11/15/23)<sup>(b)</sup> | 2444 | 2439430 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/17/48 (Call 06/17/48) | 2615 | 2406663 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/44 | 1161 | 1130396 |
| Northeastern University, Series 2020, 2.89%, 10/01/50 | 1411 | 934943 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp;4.64%, 12/01/44 | 960 | 926794 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.66%, 12/01/57 (Call 06/01/57) | 1084 | 820133 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.64%, 12/01/50 (Call 06/01/50) | 1629 | 1079017 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/25 (Call 05/01/25) | 4434 | 4125349 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/01/30 (Call 03/01/30)<sup>(b)</sup> | 3429 | 2846447 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/01/24 (Call 09/01/24) | 5060 | 4848543 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (Call 08/01/26) | 4076 | 3792433 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/29 (Call 07/01/29) | 5574 | 4880706 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/50 (Call 12/01/49)<sup>(b)</sup> | 4097 | 2903134 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/32 (Call 03/01/32) | 3640 | 3468192 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 06/01/52 (Call 12/01/51)<sup>(b)</sup> | 2785 | 2601914 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/62 (Call 12/01/61) | 2635 | 2451920 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp;2.52%, 10/15/50 (Call 04/15/50) | 1714 | 1138456 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/15/46 (Call 01/15/46) | 1035 | 802591 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/56 (Call 01/15/56) | 1986 | 1486859 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/52 (Call 05/15/52) | 110 | 93170 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/15/40<sup>(b)</sup> | 625 | 625944 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/01/24 (Call 01/03/23) | 2260 | 2069708 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/32 (Call 10/15/31) | 1626 | 1258996 |
| &nbsp;&nbsp;&nbsp;2.90%, 10/01/30 (Call 07/01/30) | 2886 | 2402537 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 10/01/41 (Call 04/01/41)<sup>(b)</sup> | 1735 | 1174474 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/22/30 (Call 02/22/30) | 1284 | 1115282 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/18/29 (Call 12/18/28) | 4802 | 4524636 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/20/32 (Call 02/20/32) | 355 | 347463 |
| Rockefeller Foundation (The), Series 2020, 2.49%, 10/01/50 (Call 04/01/50) | 2404 | 1569740 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/15/30 (Call 05/15/30) | 3623 | 2822172 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/60 (Call 02/15/60) | 2165 | 1247235 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/01/27 (Call 02/01/27)<sup>(f)</sup> | 1525 | 1403869 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29) | 3857 | 3343325 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/01/29 (Call 01/01/29)<sup>(f)</sup> | 3320 | 2956062 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/01/32 (Call 12/01/31)<sup>(f)</sup> | 2256 | 1946567 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/22/27 (Call 10/22/26) | 3085 | 2914184 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/01/49 (Call 06/01/49)<sup>(b)</sup> | 3713 | 2745763 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/52 (Call 09/01/51)<sup>(b)(f)</sup> | 825 | 663704 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/01/62 (Call 09/01/61)<sup>(f)</sup> | 594 | 478865 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/01/29 (Call 02/01/29)<sup>(f)</sup> | 3715 | 3591030 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/01/28 (Call 05/01/28)<sup>(f)</sup> | 2845 | 2831714 |
| Thomas Jefferson University, 3.85%, 11/01/57 (Call 05/01/57) | 996 | 731970 |
| Triton Container International Ltd./TAL International Container Corp., 3.25%, 03/15/32 (Call 12/15/31)<sup>(b)</sup> | 1309 | 1019790 |
| Trustees of Boston College, 3.13%, 07/01/52 | 1518 | 1085370 |
| Trustees of Boston University, Series CC, 4.06%, 10/01/48 (Call 04/01/48) | 1537 | 1291387 |
| Trustees of Princeton University (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/01/52 (Call 09/01/51)<sup>(b)</sup> | 380 | 346127 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/01/39 | 2370 | 2587400 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.52%, 07/01/50 (Call 01/01/50)<sup>(b)</sup> | $1897 | $1280323 |
| Trustees of the University of Pennsylvania (The) 3.61%, 02/15/2119 (Call 08/15/18) | 2068 | 1388931 |
| &nbsp;&nbsp;&nbsp;4.67%, 09/01/2112 | 70 | 60540 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.40%, 10/01/50 (Call 04/01/50) | 1173 | 749418 |
| University of Chicago (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/52 (Call 04/01/52) | 605 | 414994 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/53 (Call 04/01/53) | 1749 | 1465714 |
| &nbsp;&nbsp;&nbsp;Series 20B, 2.76%, 04/01/45 (Call 10/01/44) | 1047 | 791857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.55%, 04/01/50 (Call 10/01/49)<sup>(b)</sup> | 1696 | 1145699 |
| University of Miami, 4.06%, 04/01/52 | 458 | 381418 |
| University of Notre Dame du Lac |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015, 3.44%, 02/15/45 | 1580 | 1280748 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.39%, 02/15/48 (Call 08/15/47) | 1919 | 1504937 |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp;2.81%, 10/01/50 (Call 04/01/50) | 1010 | 680689 |
| &nbsp;&nbsp;&nbsp;3.03%, 10/01/39 | 2314 | 1848284 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/01/2111<sup>(b)</sup> | 748 | 734020 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.84%, 10/01/47 (Call 04/01/47) | 1563 | 1313576 |
| &nbsp;&nbsp;&nbsp;Series 21A, 2.95%, 10/01/51 (Call 04/01/51) | 1415 | 976039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.23%, 10/01/2120 (Call 04/01/20)<sup>(b)</sup> | 1054 | 612943 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/50 (Call 11/15/49) | 2127 | 1509766 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/25 (Call 03/15/25) | 943 | 923631 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/29 (Call 12/15/28) | 3273 | 3102968 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/45 (Call 12/15/44) | 1690 | 1594092 |
| Washington University (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.52%, 04/15/54 (Call 10/15/53) | 2656 | 2157522 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/15/2122 (Call 10/15/21)<sup>(b)</sup> | 804 | 637371 |
| William Marsh Rice University |  |  |
| &nbsp;&nbsp;&nbsp;3.57%, 05/15/45 | 770 | 653360 |
| &nbsp;&nbsp;&nbsp;3.77%, 05/15/55 | 1595 | 1297836 |
| &nbsp;&nbsp;&nbsp;Yale University |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 0.87%, 04/15/25 (Call 03/15/25) | 2557 | 2352440 |
| &nbsp;&nbsp;&nbsp;Series 2020, 1.48%, 04/15/30 (Call 01/15/30) | 759 | 613993 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.40%, 04/15/50 (Call 10/15/49)<sup>(b)</sup> | 1028 | 661970 |
|  |  | 248134938 |
| **Computers — 0.6%** |  |  |
| Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30) | 1761 | 1435233 |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 08/20/25 (Call 07/20/25) | 4668 | 4220852 |
| &nbsp;&nbsp;&nbsp;0.70%, 02/08/26 (Call 01/08/26) | 5430 | 4849587 |
| &nbsp;&nbsp;&nbsp;1.13%, 05/11/25 (Call 04/11/25) | 6961 | 6434748 |
| &nbsp;&nbsp;&nbsp;1.20%, 02/08/28 (Call 12/08/27) | 4707 | 4046043 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/20/30 (Call 05/20/30) | 8192 | 6581289 |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/28 (Call 06/05/28) | 6965 | 5979104 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/11/30 (Call 02/11/30) | 6533 | 5447281 |
| &nbsp;&nbsp;&nbsp;1.65%, 02/08/31 (Call 11/08/30) | 4140 | 3393972 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/05/31 (Call 05/05/31) | 6883 | 5604345 |
| &nbsp;&nbsp;&nbsp;1.80%, 09/11/24 (Call 08/11/24) | 2642 | 2525039 |
| &nbsp;&nbsp;&nbsp;2.05%, 09/11/26 (Call 07/11/26) | 8122 | 7488809 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/11/29 (Call 06/11/29) | 4135 | 3624493 |
| &nbsp;&nbsp;&nbsp;2.38%, 02/08/41 (Call 08/08/40) | 2875 | 2106628 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/20/50 (Call 02/20/50) | 2346 | 1558401 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/04/26 (Call 05/04/26) | 9772 | 9161250 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/09/25 | 6097 | 5852815 |
| &nbsp;&nbsp;&nbsp;2.55%, 08/20/60 (Call 02/20/60) | 10452 | 6757845 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 05/11/50 (Call 11/11/49)<sup>(b)</sup> | 7126 | 4923211 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/08/51 (Call 08/08/50) | 5540 | 3802102 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/05/51 (Call 02/05/51) | 8049 | 5583028 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 01/13/25 (Call 11/13/24) | $2368 | $2291821 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/08/61 (Call 02/08/60) | 3040 | 2042485 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/11/24 (Call 03/11/24) | 7177 | 7009632 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/05/61 (Call 02/05/61) | 2380 | 1622494 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/12/27 (Call 06/12/27) | 7216 | 6825542 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/11/49 (Call 03/11/49) | 7598 | 5584606 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/09/24 (Call 12/09/23) | 6376 | 6263591 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/27 (Call 03/20/27) | 4965 | 4743611 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/13/27 (Call 08/13/27) | 7217 | 6834932 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/13/25 | 8740 | 8498863 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/11/27 (Call 02/11/27) | 6207 | 5961327 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/23/26 (Call 11/23/25) | 11698 | 11325185 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/08/29 (Call 06/08/29) | 9085 | 8524456 |
| &nbsp;&nbsp;&nbsp;3.35%, 02/09/27 (Call 11/09/26) | 9295 | 8994957 |
| &nbsp;&nbsp;&nbsp;3.35%, 08/08/32 (Call 05/08/32) | 6680 | 6159227 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/06/24 | 9505 | 9361950 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/09/45 | 7881 | 6543279 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/47 (Call 03/12/47) | 4819 | 4104631 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/13/47 (Call 05/13/47) | 5627 | 4835563 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/04/43 | 7978 | 7125710 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/04/46 (Call 02/04/46) | 6794 | 5925047 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/52 (Call 02/08/52) | 6715 | 5849235 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/08/62 (Call 02/08/62) | 4675 | 4049766 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/09/47 (Call 08/09/46) | 5486 | 5159473 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/13/45 | 5963 | 5669680 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/44 | 2782 | 2723161 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/23/36 (Call 08/23/35) | 3723 | 3768421 |
| &nbsp;&nbsp;&nbsp;4.65%, 02/23/46 (Call 08/23/45) | 11824 | 11571558 |
| CGI Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 09/14/26 (Call 08/14/26) | 1850 | 1633587 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/14/31 (Call 06/14/31) | 2633 | 2012033 |
| Dell Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 04/15/38 | 1660 | 1661793 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.10%, 04/15/28<sup>(b)</sup> | 1720 | 1816440 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/15/41 (Call 06/15/41)<sup>(b)(f)</sup> | 3345 | 2308485 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/51 (Call 06/15/51)<sup>(b)(f)</sup> | 4365 | 2820576 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/24 (Call 06/15/24) | 85 | 83403 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/01/26 (Call 08/01/26) | 6954 | 6879731 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/01/29 (Call 07/01/29) | 6150 | 6054491 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/25 (Call 06/15/25) | 4325 | 4395454 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.02%, 06/15/26 (Call 03/15/26)<sup>(b)</sup> | 8449 | 8630569 |
| &nbsp;&nbsp;&nbsp;6.10%, 07/15/27 (Call 05/15/27) | 2770 | 2851410 |
| &nbsp;&nbsp;&nbsp;6.20%, 07/15/30 (Call 04/15/30) | 2383 | 2455253 |
| &nbsp;&nbsp;&nbsp;8.10%, 07/15/36 (Call 01/15/36) | 2302 | 2658165 |
| &nbsp;&nbsp;&nbsp;8.35%, 07/15/46 (Call 01/15/46) | 2710 | 3164413 |
| DXC Technology Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 09/15/26 (Call 08/15/26)<sup>(b)</sup> | 3630 | 3206379 |
| &nbsp;&nbsp;&nbsp;2.38%, 09/15/28 (Call 07/15/28) | 3202 | 2747636 |
| Fortinet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 03/15/26 (Call 02/15/26) | 3460 | 3042966 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/15/31 (Call 12/15/30) | 2874 | 2246865 |
| Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24) | 2993 | 2866606 |
| Genpact Luxembourg SARL/Genpact USA Inc., 1.75%, 04/10/26 (Call 03/10/26) | 440 | 394055 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 04/01/24 (Call 03/01/24) | 4052 | 3865081 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/01/26 (Call 03/01/26)<sup>(b)</sup> | 896 | 813962 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/15/25 (Call 07/15/25) | 5416 | 5409988 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 10/15/35 (Call 04/15/35)<sup>(b)</sup> | $2965 | $3110670 |
| &nbsp;&nbsp;&nbsp;6.35%, 10/15/45 (Call 04/15/45) | 4492 | 4612475 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 06/17/26 (Call 05/17/26)<sup>(b)</sup> | 3755 | 3295801 |
| &nbsp;&nbsp;&nbsp;2.20%, 06/17/25 (Call 05/17/25) | 5416 | 5054861 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/17/31 (Call 03/17/31) | 4730 | 3722226 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/17/27 (Call 04/17/27)<sup>(b)</sup> | 3414 | 3128692 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/17/30 (Call 03/17/30) | 2943 | 2529538 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/29 (Call 02/15/29) | 3290 | 3012785 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 3155 | 2764727 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 12/15/27) | 2840 | 2767864 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/33 (Call 10/15/32) | 2795 | 2669532 |
| &nbsp;&nbsp;&nbsp;6.00%, 09/15/41 | 2032 | 1983618 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/27 (Call 03/15/27) | 5006 | 4416093 |
| &nbsp;&nbsp;&nbsp;1.95%, 05/15/30 (Call 02/15/30) | 5375 | 4427065 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/09/27 (Call 01/09/27) | 1425 | 1291406 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 02/09/32 (Call 11/09/31)<sup>(b)</sup> | 2110 | 1787824 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/15/40 (Call 11/15/39) | 3438 | 2550721 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/15/50 (Call 11/15/49) | 3279 | 2192962 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | 10649 | 10384798 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 | 9821 | 9377975 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/27/27 | 2420 | 2297016 |
| &nbsp;&nbsp;&nbsp;3.43%, 02/09/52 (Call 08/09/51) | 645 | 468418 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/26 | 5648 | 5437781 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/29 | 9310 | 8670217 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/12/24 | 7278 | 7177127 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/27/25 | 165 | 162636 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/42 | 4516 | 3815614 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/27/27 (Call 06/27/27) | 3035 | 2978792 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/39 | 7764 | 6845829 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/49 | 7880 | 6721167 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/27/32 (Call 04/27/32)<sup>(b)</sup> | 3025 | 2917945 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/19/46 | 2839 | 2555753 |
| &nbsp;&nbsp;&nbsp;4.90%, 07/27/52 (Call 01/27/52) | 830 | 772938 |
| &nbsp;&nbsp;&nbsp;5.60%, 11/30/39 | 2975 | 3053213 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/29/32 | 2989 | 3228718 |
| &nbsp;&nbsp;&nbsp;6.22%, 08/01/27 | 1617 | 1722315 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/15/28 | 1290 | 1399211 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/25 | 2577 | 2740227 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 12/01/96<sup>(b)</sup> | 1465 | 1790904 |
| Kyndryl Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 10/15/26 (Call 09/15/26) | 2920 | 2376763 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 10/15/28 (Call 08/15/28)<sup>(b)</sup> | 2812 | 2113837 |
| &nbsp;&nbsp;&nbsp;3.15%, 10/15/31 (Call 07/15/31) | 3030 | 2008678 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 10/15/41 (Call 04/15/41)<sup>(b)</sup> | 2600 | 1550094 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/15/31 (Call 11/15/30) | 4138 | 3201860 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/25 (Call 04/15/25) | 1721 | 1657237 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/30 (Call 02/15/30) | 1553 | 1413323 |
| NetApp Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 06/22/25 (Call 05/22/25) | 4000 | 3687200 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/22/27 (Call 04/22/27)<sup>(b)</sup> | 1865 | 1674136 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/22/30 (Call 03/22/30) | 1549 | 1296529 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/29/24 (Call 07/29/24) | 1632 | 1581000 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) | 1471 | 1202160 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 02/01/29 (Call 12/01/28) | 2624 | 2087523 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/01/32 (Call 11/01/31) | 2423 | 1800774 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Computers (continued)** |  |  |
| 4.75%, 02/15/26 (Call 11/15/25) | $8800 | $8286520 |
|  |  | 520540707 |
| **Cosmetics & Personal Care — 0.1%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/25 | 805 | 782677 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/27 (Call 07/15/27) | 625 | 600438 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/24 | 952 | 937225 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/32 (Call 05/15/32) | 1425 | 1305671 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/01/47 (Call 02/01/47)<sup>(b)</sup> | 1810 | 1583605 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/45 | 2898 | 2636745 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 03/15/31 (Call 12/15/30) | 3390 | 2750917 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/24 (Call 11/01/24) | 2236 | 2123104 |
| &nbsp;&nbsp;&nbsp;2.38%, 12/01/29 (Call 09/01/29) | 3423 | 2951756 |
| &nbsp;&nbsp;&nbsp;2.60%, 04/15/30 (Call 01/15/30) | 814 | 707675 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/49 (Call 06/01/49) | 2677 | 1953434 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/27 (Call 12/15/26) | 2172 | 2055885 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/47 (Call 09/15/46) | 1540 | 1354430 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (Call 12/15/44) | 517 | 459685 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/37 | 1917 | 2083875 |
| GSK Consumer Healthcare Capital U.K. PLC, 3.13%, |  |  |
| &nbsp;&nbsp;&nbsp;03/24/25 | 6885 | 6584332 |
| GSK Consumer Healthcare Capital U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.02%, 03/24/24 | 1304 | 1265988 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/24/27 (Call 02/24/27) | 4260 | 3984208 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/24/29 (Call 01/24/29) | 4360 | 3961888 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/24/32 (Call 12/24/31) | 4987 | 4403820 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/24/52 (Call 09/24/51) | 3800 | 3042128 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 10/29/25 | 6665 | 5996301 |
| &nbsp;&nbsp;&nbsp;1.00%, 04/23/26 | 675 | 607021 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/29/30 | 6625 | 5276349 |
| &nbsp;&nbsp;&nbsp;1.90%, 02/01/27 | 320 | 293546 |
| &nbsp;&nbsp;&nbsp;1.95%, 04/23/31 | 1282 | 1085726 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/01/32<sup>(b)</sup> | 1390 | 1191536 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 11/03/26<sup>(b)</sup> | 3235 | 3043876 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/02/26 | 3314 | 3172724 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/25/27 | 2997 | 2825122 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/11/27 | 3836 | 3622757 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/25/30 | 7090 | 6525352 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/25/47 | 875 | 733766 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/25/40 | 790 | 692388 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/25/50 | 752 | 645427 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/05/37 | 525 | 577768 |
| &nbsp;&nbsp;&nbsp;5.80%, 08/15/34 | 165 | 182432 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 08/12/24 (Call 01/03/23) | 1165 | 1088145 |
| &nbsp;&nbsp;&nbsp;1.38%, 09/14/30 (Call 06/14/30) | 2291 | 1805972 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/12/31 (Call 05/12/31) | 3540 | 2830407 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/28/26 | 2769 | 2540308 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/06/29 (Call 06/06/29)<sup>(b)</sup> | 1864 | 1594428 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/05/24 (Call 03/05/24) | 4022 | 3905724 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/05/27 (Call 02/05/27) | 4555 | 4276006 |
| &nbsp;&nbsp;&nbsp;3.10%, 07/30/25 | 960 | 926016 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/07/24 (Call 02/07/24) | 3148 | 3095554 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/22/25 (Call 01/22/25) | 1439 | 1404665 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/22/28 (Call 12/22/27) | 3694 | 3512662 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/15/32 | 3670 | 4014980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 30Y, 2.63%, 08/12/51 (Call 02/12/51)<sup>(b)</sup> | 1700 | 1138813 |
|  |  | 116135257 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Distribution & Wholesale — 0.0%** |  |  |
| WW Grainger Inc. |  |  |
| 1.85%, 02/15/25 (Call 01/15/25) | $1805 | $1698758 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 1646 | 1321606 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/47 (Call 11/15/46) | 1590 | 1364872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 06/15/45 (Call 12/15/44)<sup>(b)</sup> | 3475 | 3250862 |
|  |  | 7636098 |
| **Diversified Financial Services — 0.9%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global |  |  |
| Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 (Call 09/29/24) | 9651 | 8872550 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/30/26 (Call 12/30/25) | 1180 | 1041185 |
| &nbsp;&nbsp;&nbsp;2.45%, 10/29/26 (Call 09/29/26) | 8525 | 7447866 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/14/24 (Call 07/14/24) | 3257 | 3081252 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/29/28 (Call 08/29/28) | 12460 | 10461042 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/15/24 (Call 01/15/24) | 1950 | 1880463 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/30/32 (Call 10/30/31) | 12685 | 10021404 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/29/33 (Call 07/29/33) | 5502 | 4230268 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24) | 4626 | 4412695 |
| &nbsp;&nbsp;&nbsp;3.65%, 07/21/27 (Call 04/21/27) | 3817 | 3443430 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 10/29/41 (Call 04/29/41)<sup>(b)</sup> | 2993 | 2175701 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/23/28 (Call 10/23/27) | 3417 | 3055686 |
| &nbsp;&nbsp;&nbsp;4.45%, 10/01/25 (Call 08/01/25) | 3539 | 3399847 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/03/26 (Call 02/03/26) | 5693 | 5448372 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/15/27 (Call 08/15/27) | 2106 | 1962097 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/16/24 (Call 12/16/23) | 2477 | 2436650 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/15/25 (Call 06/15/25)<sup>(b)</sup> | 3175 | 3194399 |
| &nbsp;&nbsp;&nbsp;Series 3NC1, 1.75%, 10/29/24 (Call 01/02/23) | 1013 | 927250 |
| Affiliated Managers Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/15/30 (Call 03/15/30) | 1441 | 1214302 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/25<sup>(b)</sup> | 2886 | 2778670 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/24 | 1481 | 1466634 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 02/15/24 (Call 01/15/24) | 1066 | 1002520 |
| &nbsp;&nbsp;&nbsp;0.80%, 08/18/24 (Call 07/18/24) | 360 | 331398 |
| &nbsp;&nbsp;&nbsp;1.88%, 08/15/26 (Call 07/15/26) | 1745 | 1529388 |
| &nbsp;&nbsp;&nbsp;2.10%, 09/01/28 (Call 07/01/28) | 2470 | 2011099 |
| &nbsp;&nbsp;&nbsp;2.20%, 01/15/27 (Call 12/15/26) | 180 | 157252 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/25 (Call 01/01/25) | 3222 | 3002066 |
| &nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25) | 1566 | 1442944 |
| &nbsp;&nbsp;&nbsp;2.88%, 01/15/32 (Call 10/15/31) | 698 | 553081 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/30 (Call 11/01/29) | 2781 | 2328225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/01/30 (Call 09/01/30)<sup>(b)</sup> | 728 | 600607 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 01/01/25) | 3505 | 3323862 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/01/29 (Call 07/01/29)<sup>(b)</sup> | 2297 | 1950521 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/01/25 (Call 06/01/25) | 1272 | 1200666 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 01/01/27) | 2813 | 2582925 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 09/01/27) | 2694 | 2419481 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/01/26 (Call 04/01/26)<sup>(b)</sup> | 3778 | 3556345 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/24 (Call 01/01/24) | 3314 | 3254646 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/24 (Call 06/15/24) | 3467 | 3411285 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/28 (Call 07/01/28) | 2449 | 2288346 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/24 (Call 02/01/24) | 1882 | 1814643 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/26 (Call 04/15/26) | 3087 | 2877887 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 11/02/28 (Call 09/02/28) | 1530 | 1222898 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/21/24 (Call 04/21/24) | 3915 | 3811487 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/30/25 | 987 | 972866 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/09/27 (Call 05/09/27)<sup>(b)</sup> | 1960 | 1855552 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/30/24 | 3340 | 3314349 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 05/01/25 (Call 04/01/25) | $3343 | $3360183 |
| &nbsp;&nbsp;&nbsp;7.10%, 11/15/27 | 3095 | 3177915 |
| &nbsp;&nbsp;&nbsp;8.00%, 11/01/31 | 7480 | 8003825 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 11/04/26 (Call 10/04/26) | 3029 | 2695144 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/04/25 (Call 02/01/25) | 1770 | 1672862 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/30/24) | 6177 | 5957840 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/04/27 (Call 02/01/27) | 3520 | 3200595 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 7323 | 7102138 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 5975 | 5660356 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/03/27 (Call 04/03/27) | 5180 | 4850293 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/03/24 | 1405 | 1377490 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/22/24 (Call 01/22/24) | 6453 | 6346203 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24) | 3712 | 3630336 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/25 (Call 07/01/25) | 5565 | 5458208 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/29 (Call 03/03/29) | 2575 | 2463528 |
| &nbsp;&nbsp;&nbsp;4.05%, 12/03/42 | 4035 | 3518641 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/06/25 (Call 10/06/25) | 2855 | 2824023 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 08/03/33 (Call 08/03/32)<sup>(a)</sup> | 5835 | 5537648 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 05/26/33 (Call 02/26/32)<sup>(a)</sup> | 1795 | 1725731 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/05/27 (Call 10/05/27) | 3190 | 3313389 |
| American Express Credit Corp., 3.30%, 05/03/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/03/27) | 502 | 472959 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/26 (Call 06/15/26) | 2588 | 2420453 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/02/25 (Call 03/02/25) | 1427 | 1371918 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/24 | 2724 | 2664072 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/13/32 (Call 02/13/32)<sup>(b)</sup> | 2240 | 2202435 |
| Andrew W Mellon Foundation (The), Series 2020, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 08/01/27 (Call 06/01/27)<sup>(b)</sup> | 1460 | 1247731 |
| Barings BDC Inc., 3.30%, 11/23/26 | 585 | 495378 |
| BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24) | 2825 | 2697366 |
| Brookfield Finance I UK PLC, 2.34%, 01/30/32 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/30/31) | 2690 | 2082759 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.72%, 04/15/31 (Call 01/15/31) | 2400 | 1955376 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/30/51 (Call 09/30/50)<sup>(b)</sup> | 2297 | 1517077 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/15/52 (Call 08/15/51) | 1337 | 896512 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/25/28 (Call 10/25/27) | 3321 | 3096534 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 (Call 02/01/24) | 4864 | 4786760 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/02/26 (Call 03/02/26) | 1716 | 1670131 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/30 (Call 01/15/30) | 3064 | 2817256 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/20/47 (Call 03/20/47) | 3076 | 2509093 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/29/29 (Call 12/29/28) | 4117 | 3970023 |
| Brookfield Finance LLC, 3.45%, 04/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/15/49) | 2158 | 1409541 |
| 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>(a)</sup> | 1150 | 1097974 |
| &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>(a)</sup> | 4640 | 4026174 |
| &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>(a)</sup> | 3479 | 2539357 |
| &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>(a)</sup> | 1645 | 1271569 |
| &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>(a)</sup> | 4840 | 4530192 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/05/25 (Call 01/05/25) | 4602 | 4423304 |
| &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>(a)</sup> | 3415 | 2937856 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 7035 | 6814382 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 05/11/27 (Call 04/11/27)<sup>(b)</sup> | $3877 | $3662137 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/24/24 (Call 03/24/24) | 3332 | 3266493 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/28/26 (Call 06/28/26) | 5202 | 4923797 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/09/27 (Call 02/09/27) | 4274 | 4048632 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/31/28 (Call 12/31/27) | 5560 | 5219172 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/29/24 (Call 12/29/23) | 5058 | 4990981 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.17%, 05/09/25 (Call 05/09/24)<sup>(a)</sup> | 620 | 604463 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/29/25 (Call 09/29/25) | 5518 | 5366752 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/30/25 (Call 03/31/25) | 3979 | 3905786 |
| &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>(a)</sup> | 4015 | 3854280 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 07/24/26 (Call 07/24/25)<sup>(a)</sup> | 3135 | 3104779 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/26/30 (Call 07/26/29)<sup>(a)(b)</sup> | 2845 | 2726193 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 05/10/33 (Call 05/10/32)<sup>(a)</sup> | 3790 | 3585529 |
| Cboe Global Markets Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 12/15/30 (Call 09/15/30) | 3855 | 3040554 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/16/32 (Call 12/16/31) | 2375 | 2001603 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/12/27 (Call 10/12/26) | 2074 | 1980794 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/18/24 (Call 02/18/24) | 442 | 419812 |
| &nbsp;&nbsp;&nbsp;0.90%, 03/11/26 (Call 02/11/26) | 6504 | 5798446 |
| &nbsp;&nbsp;&nbsp;1.15%, 05/13/26 (Call 04/13/26) | 5670 | 5055372 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 03/11/31 (Call 12/11/30)<sup>(b)</sup> | 3204 | 2520106 |
| &nbsp;&nbsp;&nbsp;1.95%, 12/01/31 (Call 09/01/31) | 3380 | 2681489 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/28 (Call 01/20/28) | 2362 | 2090961 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/13/31 (Call 02/13/31) | 2940 | 2438113 |
| &nbsp;&nbsp;&nbsp;2.45%, 03/03/27 (Call 02/03/27) | 1820 | 1674509 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/29 (Call 07/01/29) | 2439 | 2149027 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/32 (Call 12/03/31) | 4015 | 3450330 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/25 (Call 12/10/24) | 205 | 197567 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/02/27 (Call 12/02/26) | 2782 | 2630770 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/25/28 (Call 10/25/27) | 4033 | 3778518 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/22/29 (Call 02/22/29) | 2495 | 2282451 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 3925 | 3738719 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/13/26 (Call 11/13/25) | 1723 | 1675841 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/01/24 (Call 01/01/24) | 4708 | 4641664 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/25 (Call 01/01/25) | 1659 | 1620644 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 03/02/24) | 2180 | 2153927 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/21/25 (Call 03/21/25) | 3516 | 3458830 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/29 (Call 11/01/28) | 2573 | 2469411 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/24/25 (Call 02/24/25) | 3789 | 3772821 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/22/30 (Call 12/22/29) | 2073 | 2054074 |
| CI Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/17/30 (Call 09/17/30) | 2218 | 1707660 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/51 (Call 12/15/50) | 2335 | 1422669 |
| Citigroup Global Markets Holdings Inc./U.S, 0.75%, |  |  |
| &nbsp;&nbsp;&nbsp;06/07/24 (Call 03/07/23) | 1390 | 1303751 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 03/15/32 (Call 12/15/31) | 2095 | 1788460 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/25 (Call 12/15/24) | 6021 | 5832121 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/28 (Call 03/15/28) | 5298 | 5127351 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47)<sup>(b)</sup> | 2213 | 1997741 |
| &nbsp;&nbsp;&nbsp;5.30%, 09/15/43 (Call 03/15/43) | 2859 | 2974303 |
| Credit Suisse USA Inc., 7.13%, 07/15/32 | 2111 | 2101564 |
| Discover Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/04/25 (Call 12/04/24) | 2022 | 1943951 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/06/24 (Call 08/06/24) | 2049 | 1994968 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/09/27 (Call 11/09/26) | 3954 | 3719567 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/30/26 (Call 11/30/25)<sup>(b)</sup> | 2876 | 2784026 |
| &nbsp;&nbsp;&nbsp;6.70%, 11/29/32 (Call 08/29/32) | 570 | 579947 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27) | $2775 | $2604559 |
| Franklin Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 10/30/30 (Call 07/30/30) | 1207 | 936415 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/30/25 | 1181 | 1130347 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 08/12/51 (Call 02/12/51)<sup>(b)</sup> | 1530 | 973814 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 09/15/32 (Call 06/15/32) | 4283 | 3291143 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 8051 | 6675648 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/15/40 (Call 03/15/40) | 2498 | 1785096 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/50 (Call 12/15/49) | 5287 | 3694926 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/60 (Call 03/15/60) | 2821 | 1860111 |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27) | 3980 | 3731449 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/23/25 (Call 04/23/25) | 2269 | 2227387 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/25 (Call 09/01/25) | 6771 | 6628470 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/21/28 (Call 06/21/28) | 2650 | 2526643 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/27 (Call 08/15/27) | 2660 | 2604539 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/21/48 (Call 03/21/48) | 5245 | 4516942 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/29 (Call 04/15/29) | 5332 | 5261244 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/33 (Call 12/15/32) | 4270 | 4147878 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/52 (Call 12/15/51) | 3345 | 3226219 |
| &nbsp;&nbsp;&nbsp;5.20%, 06/15/62 (Call 12/15/61) | 3590 | 3498168 |
| Invesco Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/26 | 1448 | 1397494 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/30/24 | 1519 | 1501759 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/30/43 | 1094 | 1041915 |
| Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 |  |  |
| (Call 05/01/25) | 1614 | 1593163 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 01/23/30 | 3200 | 2851360 |
| &nbsp;&nbsp;&nbsp;4.85%, 01/15/27 | 3418 | 3318058 |
| &nbsp;&nbsp;&nbsp;6.25%, 01/15/36 | 2778 | 2805447 |
| &nbsp;&nbsp;&nbsp;6.45%, 06/08/27 | 1538 | 1599920 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/20/43 | 1184 | 1173166 |
| Jefferies Group LLC, 2.75%, 10/15/32 (Call 07/15/32) | 2250 | 1688693 |
| Jefferies Group LLC/Jefferies Group Capital |  |  |
| Finance Inc., 2.63%, 10/15/31 (Call 07/15/31) | 2115 | 1605645 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 03/01/27 (Call 12/01/26) | 1096 | 1024212 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/13/25 | 3012 | 2918176 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/11/29 (Call 12/11/28) | 3082 | 2884074 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/19/28 (Call 06/19/28) | 1168 | 1093014 |
| Legg Mason Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/26 | 1453 | 1472063 |
| &nbsp;&nbsp;&nbsp;5.63%, 01/15/44 | 2110 | 2104198 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/15/31 (Call 12/15/30) | 3390 | 2808344 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/03/25 (Call 02/03/25)<sup>(b)</sup> | 3803 | 3617528 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/18/31 (Call 08/18/31) | 2845 | 2345162 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 08/21/26) | 2541 | 2425130 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/29 (Call 03/01/29) | 4904 | 4493633 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/51 (Call 09/15/50) | 3850 | 2864284 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/26/27 (Call 01/26/27) | 2935 | 2826904 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/26/30 (Call 12/26/29) | 4060 | 3784894 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/24 | 3870 | 3808815 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/26/28 (Call 11/26/27) | 2020 | 1942654 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/49 (Call 12/01/48) | 3211 | 2705974 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/21/46 (Call 05/21/46) | 2862 | 2472339 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/26/50 (Call 09/26/49) | 2984 | 2601869 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/26/48 (Call 08/26/47) | 2957 | 2608636 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Morgan Stanley Domestic Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 08/24/27 (Call 05/24/27) | $3152 | $2979712 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/28 (Call 03/20/28) | 1487 | 1432948 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 3990 | 3084868 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/21/40 (Call 06/21/40) | 915 | 608530 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/28/50 (Call 10/28/49) | 3983 | 2752014 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/30/26 (Call 03/30/26) | 3656 | 3542152 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/07/52 (Call 09/07/51) | 340 | 267815 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 07/14/26 | 5105 | 4455899 |
| &nbsp;&nbsp;&nbsp;1.85%, 07/16/25 | 1450 | 1323995 |
| &nbsp;&nbsp;&nbsp;2.17%, 07/14/28 | 3420 | 2817909 |
| &nbsp;&nbsp;&nbsp;2.33%, 01/22/27 | 4990 | 4393495 |
| &nbsp;&nbsp;&nbsp;2.61%, 07/14/31 | 2365 | 1837700 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/25 | 6690 | 6329677 |
| &nbsp;&nbsp;&nbsp;2.68%, 07/16/30 | 1730 | 1383204 |
| &nbsp;&nbsp;&nbsp;2.71%, 01/22/29 | 2140 | 1795353 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/22/32<sup>(b)</sup> | 3380 | 2687911 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/16/30 | 1860 | 1553546 |
| &nbsp;&nbsp;&nbsp;5.10%, 07/03/25 | 2965 | 2945905 |
| &nbsp;&nbsp;&nbsp;5.39%, 07/06/27 | 2420 | 2400446 |
| &nbsp;&nbsp;&nbsp;5.61%, 07/06/29 | 2090 | 2062370 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/09/31 | 2775 | 2197412 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/04/24 | 2725 | 2628807 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/18/27 | 3340 | 3139400 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/32 | 2080 | 1855381 |
| &nbsp;&nbsp;&nbsp;4.05%, 01/16/24 | 1667 | 1646396 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/13/27 | 1885 | 1872314 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/13/32 | 1860 | 1819508 |
| Radian Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/24 (Call 07/01/24) | 1850 | 1761348 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/27 (Call 09/15/26) | 2010 | 1818347 |
| &nbsp;&nbsp;&nbsp;6.63%, 03/15/25 (Call 09/15/24) | 2280 | 2260210 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/51 (Call 10/01/50) | 2545 | 1890451 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/01/30 (Call 01/01/30) | 1472 | 1438129 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/46 | 2879 | 2619199 |
| Stifel Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/30 (Call 02/15/30) | 1702 | 1493352 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/18/24 | 3230 | 3173217 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 10/28/31 (Call 07/28/31) | 2026 | 1534614 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/04/26 (Call 05/04/26)<sup>(b)</sup> | 3947 | 3601874 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/27 (Call 09/01/27) | 2972 | 2666865 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/24 (Call 05/15/24) | 4920 | 4799312 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/19/24 (Call 02/19/24) | 2874 | 2828447 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/23/25 (Call 04/23/25) | 3432 | 3285968 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/13/25 (Call 05/13/25) | 1280 | 1240371 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/19/29 (Call 12/19/28) | 2562 | 2446479 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/15/27 (Call 06/15/27)<sup>(b)</sup> | 1979 | 1695647 |
| &nbsp;&nbsp;&nbsp;1.10%, 02/15/31 (Call 11/15/30) | 4442 | 3491412 |
| &nbsp;&nbsp;&nbsp;1.90%, 04/15/27 (Call 02/15/27) | 4426 | 4022083 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/15/50 (Call 02/15/50)<sup>(b)</sup> | 5958 | 3727265 |
| &nbsp;&nbsp;&nbsp;2.05%, 04/15/30 (Call 01/15/30) | 6412 | 5539776 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/40 (Call 10/15/39) | 3354 | 2665021 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/27 (Call 06/15/27) | 2404 | 2251707 |
| &nbsp;&nbsp;&nbsp;3.15%, 12/14/25 (Call 09/14/25) | 15805 | 15234281 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/47 (Call 03/15/47) | $2694 | $2290035 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/14/35 (Call 06/14/35) | 6170 | 5944857 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/14/45 (Call 06/14/45) | 11664 | 10918904 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 03/15/26 (Call 02/15/26) | 1577 | 1375365 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/31 (Call 12/15/30) | 2245 | 1720029 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/10/25 (Call 12/10/24) | 3369 | 3209141 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/17/36<sup>(b)</sup> | 2357 | 2365839 |
|  |  | 745705791 |
| **Electric — 1.9%** |  |  |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/51 (Call 11/15/50) | 415 | 294953 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/47 (Call 04/01/47) | 1586 | 1168073 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/01/28 (Call 03/01/28) | 1692 | 1587925 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/32 (Call 02/15/32) | 1375 | 1320756 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/52 (Call 11/15/51) | 1695 | 1635302 |
| &nbsp;&nbsp;&nbsp;Series G, 4.15%, 05/01/49 (Call 11/01/48) | 1501 | 1175793 |
| &nbsp;&nbsp;&nbsp;Series H, 3.45%, 01/15/50 (Call 07/15/49) | 1812 | 1290162 |
| &nbsp;&nbsp;&nbsp;Series I, 2.10%, 07/01/30 (Call 04/01/30) | 2620 | 2117746 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 12/01/26 (Call 09/01/26) | 1599 | 1501749 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/15/49 (Call 03/15/49) | 484 | 338877 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 1945 | 1524724 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/15/49 (Call 12/15/48) | 1787 | 1404796 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 1600 | 1283632 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/48 (Call 03/15/48) | 1572 | 1322618 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/52 (Call 12/01/51) | 1020 | 913196 |
| &nbsp;&nbsp;&nbsp;Series M, 3.65%, 04/01/50 (Call 10/01/49) | 1310 | 1005425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 2.75%, 08/15/51 (Call 02/15/51)<sup>(b)</sup> | 1399 | 902397 |
| AES Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 01/15/26 (Call 12/15/25) | 3275 | 2908986 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/31 (Call 10/15/30) | 940 | 748964 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/52 (Call 09/15/51)<sup>(b)</sup> | 1745 | 1201537 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/15/32 (Call 12/15/31)<sup>(b)</sup> | 355 | 310135 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/15/51 (Call 01/15/51) | 2550 | 1801651 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/01/49 (Call 04/01/49) | 2663 | 1964096 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/01/27 (Call 08/01/27)<sup>(b)</sup> | 1920 | 1855181 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/01/45 (Call 09/01/44) | 2988 | 2350152 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/01/42 | 1437 | 1167764 |
| &nbsp;&nbsp;&nbsp;3.94%, 09/01/32 (Call 03/01/32) | 2030 | 1890640 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/15/44 (Call 02/15/44) | 1420 | 1206773 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/02/46 (Call 07/02/45) | 2282 | 1929910 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/39 | 409 | 431969 |
| &nbsp;&nbsp;&nbsp;6.13%, 05/15/38 | 1140 | 1193705 |
| &nbsp;&nbsp;&nbsp;Series 13-A, 3.55%, 12/01/23 | 459 | 453487 |
| &nbsp;&nbsp;&nbsp;Series 20-A, 1.45%, 09/15/30 (Call 06/15/30) | 3284 | 2581060 |
| &nbsp;&nbsp;&nbsp;Series A, 4.30%, 07/15/48 (Call 01/15/48) | 2661 | 2257193 |
| &nbsp;&nbsp;&nbsp;Series B, 3.70%, 12/01/47 (Call 06/01/47) | 541 | 425480 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/28 (Call 01/15/28) | 418 | 355028 |
| &nbsp;&nbsp;&nbsp;1.95%, 03/15/27 (Call 02/15/27) | 1900 | 1676617 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/24 (Call 08/15/24) | 2742 | 2615045 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/31 (Call 10/15/30) | 3080 | 2746559 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/26 (Call 11/15/25) | 2018 | 1940045 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 11/15/30 (Call 08/15/30) | 1142 | 904418 |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/51 (Call 12/15/50) | 1364 | 913512 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 12/01/24) | 430 | 416808 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/50 (Call 09/15/49) | 1012 | 733143 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | $2461 | $1980736 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/15/28 (Call 02/15/28) | 1587 | 1518886 |
| &nbsp;&nbsp;&nbsp;3.85%, 09/01/32 (Call 06/01/32) | 1835 | 1714881 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/46 (Call 09/15/45) | 1606 | 1365116 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 1659 | 1518931 |
| &nbsp;&nbsp;&nbsp;5.90%, 12/01/52 | 850 | 928948 |
| American Electric Power Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.03%, 03/15/24 | 1635 | 1568439 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 653 | 538412 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/13/27 (Call 08/13/27)<sup>(b)</sup> | 2308 | 2123799 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/01/50 (Call 09/01/49)<sup>(b)</sup> | 780 | 535236 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/15/62 (Call 11/15/26)<sup>(a)</sup> | 2400 | 1845456 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/27 (Call 10/01/27) | 2860 | 2938250 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/01/32 | 500 | 528825 |
| &nbsp;&nbsp;&nbsp;Series J, 4.30%, 12/01/28 (Call 09/01/28) | 2910 | 2795724 |
| &nbsp;&nbsp;&nbsp;Series N, 1.00%, 11/01/25 (Call 10/01/25) | 547 | 489931 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 06/01/25 (Call 03/01/25) | 741 | 717266 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/44 (Call 11/15/43) | 999 | 832457 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/01/45 (Call 12/01/44) | 1318 | 1102230 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/32 (Call 05/01/32) | 1715 | 1610917 |
| &nbsp;&nbsp;&nbsp;7.00%, 04/01/38 | 2030 | 2275082 |
| &nbsp;&nbsp;&nbsp;Series AA, 2.70%, 04/01/31 (Call 01/01/31) | 227 | 188399 |
| &nbsp;&nbsp;&nbsp;Series X, 3.30%, 06/01/27 (Call 03/01/27) | 1769 | 1668698 |
| &nbsp;&nbsp;&nbsp;Series Y, 4.50%, 03/01/49 (Call 09/01/48) | 1820 | 1526543 |
| &nbsp;&nbsp;&nbsp;Series Z, 3.70%, 05/01/50 (Call 11/01/49) | 1390 | 1029003 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 12/15/31 (Call 09/15/31) | 2015 | 1550563 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/15/29 (Call 05/15/29) | 2400 | 2012352 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/15/50 (Call 03/15/50)<sup>(b)</sup> | 866 | 514889 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/27 (Call 06/15/27) | 929 | 847248 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/15/25 (Call 02/15/25)<sup>(b)</sup> | 1716 | 1642572 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 1667 | 1126259 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/49 (Call 06/01/49) | 1133 | 781294 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 1306 | 941678 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 1228 | 949674 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/49 (Call 09/01/48) | 1145 | 889058 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | 1577 | 1257941 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/42 (Call 10/01/41) | 1525 | 1260108 |
| &nbsp;&nbsp;&nbsp;5.05%, 09/01/41 (Call 03/01/41) | 1040 | 928751 |
| &nbsp;&nbsp;&nbsp;6.35%, 12/15/32 | 2200 | 2310946 |
| Atlantic City Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/31 (Call 12/15/30) | 1174 | 962269 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/28 (Call 07/15/28) | 1362 | 1297414 |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/01/24 (Call 10/01/24) | 2790 | 2676419 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/15/25 (Call 03/15/25) | 3070 | 2939648 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/29 (Call 03/01/29) | 3604 | 3306778 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/52 (Call 10/01/51) | 90 | 71118 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/48 (Call 12/01/47) | 2200 | 1853148 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/15/31 (Call 03/15/31) | 2405 | 1974024 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/15/26 (Call 05/15/26) | 563 | 521299 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 06/15/50 (Call 12/15/49)<sup>(b)</sup> | 1705 | 1163816 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/15/49 (Call 03/15/49) | 1835 | 1321218 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 2180 | 1658304 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/47 (Call 02/15/47) | 1669 | 1316023 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/48 (Call 03/15/48) | 714 | 610734 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/52 (Call 12/01/51) | 1642 | 1487488 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.35%, 10/01/36 | $890 | $962375 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 05/15/31 (Call 02/15/31) | 2646 | 2060758 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/15/51 (Call 11/15/50) | 5310 | 3540442 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/28 (Call 01/15/28) | 2612 | 2440992 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 2107 | 2062247 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/30 (Call 04/15/30) | 4410 | 4095655 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/48 (Call 01/15/48) | 1906 | 1500251 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/25 (Call 03/15/25) | 2924 | 2898357 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/50 (Call 04/15/50) | 3002 | 2553771 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/15/49 (Call 07/15/48) | 3551 | 3124347 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) | 1969 | 1743333 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/01/53 (Call 11/01/52)<sup>(f)</sup> | 3820 | 3461760 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/43 (Call 05/15/43) | 2703 | 2595880 |
| &nbsp;&nbsp;&nbsp;5.95%, 05/15/37 | 2018 | 2118274 |
| &nbsp;&nbsp;&nbsp;6.13%, 04/01/36 | 3298 | 3521703 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.04%, 08/23/24 (Call 12/16/22) | 40 | 37154 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/15/30 (Call 03/15/30) | 1142 | 922610 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/15/29 (Call 07/15/29) | 1942 | 1652059 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/15/27 (Call 07/15/26) | 1079 | 1000902 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/49 (Call 04/15/49) | 1499 | 1075518 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/26 (Call 07/15/25) | 2279 | 2195953 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 09/15/46 (Call 03/15/46)<sup>(b)</sup> | 685 | 523313 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/33 (Call 02/01/33) | 115 | 102268 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 08/01/42 (Call 02/01/42) | 1735 | 1393899 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/52 (Call 09/01/51) | 260 | 203291 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 2283 | 1893109 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/44 (Call 10/01/43) | 2703 | 2462109 |
| &nbsp;&nbsp;&nbsp;Series AA, 3.00%, 02/01/27 (Call 11/01/26) | 805 | 765201 |
| &nbsp;&nbsp;&nbsp;Series AC, 4.25%, 02/01/49 (Call 08/01/48) | 1787 | 1571738 |
| &nbsp;&nbsp;&nbsp;Series AD, 2.90%, 07/01/50 (Call 01/01/50) | 2350 | 1605003 |
| &nbsp;&nbsp;&nbsp;Series AE, 2.35%, 04/01/31 (Call 01/01/31) | 960 | 803808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AF, 3.35%, 04/01/51 (Call 10/01/50)<sup>(b)</sup> | 485 | 365477 |
| &nbsp;&nbsp;&nbsp;Series AG, 3.00%, 03/01/32 (Call 12/01/31) | 355 | 310788 |
| &nbsp;&nbsp;&nbsp;Series ai., 4.45%, 10/01/32 (Call 07/01/32) | 1835 | 1796942 |
| &nbsp;&nbsp;&nbsp;Series AJ, 4.85%, 10/01/52 (Call 04/01/52) | 800 | 768936 |
| &nbsp;&nbsp;&nbsp;Series K2, 6.95%, 03/15/33 | 140 | 159198 |
| &nbsp;&nbsp;&nbsp;Series Z, 2.40%, 09/01/26 (Call 06/01/26) | 1838 | 1692688 |
| CenterPoint Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 06/01/26 (Call 05/01/26) | 1343 | 1200723 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 2011 | 1918876 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/31 (Call 03/01/31) | 1335 | 1108184 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/30 (Call 12/01/29) | 2683 | 2326188 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/01/49 (Call 03/01/49)<sup>(b)</sup> | 1855 | 1397538 |
| Cleco Corporate Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.74%, 05/01/26 (Call 02/01/26) | 3769 | 3559180 |
| &nbsp;&nbsp;&nbsp;4.97%, 05/01/46 (Call 11/01/45) | 1399 | 1209925 |
| Cleveland Electric Illuminating Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 08/15/24 | 2055 | 2066734 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/15/36 | 984 | 994184 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/26 (Call 02/15/26) | 629 | 589128 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/15/27 (Call 05/15/27) | 2518 | 2341740 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/01/50 (Call 09/01/30)<sup>(a)</sup> | 720 | 536839 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/01/50 (Call 03/01/30)<sup>(a)</sup> | 1591 | 1337395 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/44 (Call 09/01/43) | 1260 | 1137062 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/01/30 (Call 12/01/29) | 1590 | 1345013 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/26 (Call 03/15/26) | $1185 | $1109219 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 (Call 09/01/49) | 1005 | 705761 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 03/15/32 (Call 12/15/31)<sup>(b)</sup> | 555 | 490859 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/46 (Call 12/15/45) | 2774 | 2151265 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/28 (Call 05/15/28) | 3155 | 2995041 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 1745 | 1375060 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/42 (Call 04/01/42) | 894 | 734591 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 2895 | 2423578 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/49 (Call 09/01/48) | 1864 | 1533364 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | 2006 | 1737497 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/15/43 (Call 02/15/43) | 1130 | 1030334 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/15/44 (Call 07/15/43) | 1230 | 1124749 |
| &nbsp;&nbsp;&nbsp;5.90%, 03/15/36 | 1159 | 1235842 |
| &nbsp;&nbsp;&nbsp;6.45%, 01/15/38 | 1906 | 2121874 |
| &nbsp;&nbsp;&nbsp;Series 122, 2.95%, 08/15/27 (Call 05/15/27) | 2237 | 2072670 |
| &nbsp;&nbsp;&nbsp;Series 123, 3.75%, 08/15/47 (Call 02/15/47) | 2665 | 2113771 |
| &nbsp;&nbsp;&nbsp;Series 127, 3.20%, 11/15/49 (Call 05/15/49) | 1568 | 1126404 |
| &nbsp;&nbsp;&nbsp;Series 130, 3.13%, 03/15/51 (Call 09/15/50) | 3060 | 2159136 |
| &nbsp;&nbsp;&nbsp;Series 131, 2.75%, 09/01/51 (Call 03/01/51) | 660 | 431752 |
| &nbsp;&nbsp;&nbsp;Series 133, 3.85%, 03/15/52 (Call 09/15/51) | 380 | 308028 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 3041 | 2572473 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/44 (Call 10/15/43) | 2050 | 1779933 |
| &nbsp;&nbsp;&nbsp;Series A, 0.75%, 12/01/25 (Call 11/01/25) | 550 | 490787 |
| &nbsp;&nbsp;&nbsp;Series A, 2.05%, 07/01/31 (Call 04/01/31) | 2215 | 1802589 |
| &nbsp;&nbsp;&nbsp;Series A, 3.20%, 03/15/27 (Call 12/15/26) | 2478 | 2341363 |
| &nbsp;&nbsp;&nbsp;Series A, 4.15%, 06/01/45 (Call 12/01/44) | 365 | 309473 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 06/15/31 (Call 03/15/31) | 3265 | 2705901 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 12/01/51 (Call 06/01/51)<sup>(b)</sup> | 190 | 134607 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/15/61 (Call 12/15/60)<sup>(b)</sup> | 3168 | 2345175 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/59 (Call 05/15/59) | 2458 | 1870808 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 05/15/28 (Call 02/15/28)<sup>(b)</sup> | 2561 | 2438507 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/46 (Call 12/15/45) | 2509 | 2004867 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/43 (Call 09/01/42) | 1356 | 1102509 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/44 (Call 09/15/43) | 1448 | 1268173 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/45 (Call 06/01/45) | 3187 | 2777725 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/58 (Call 11/15/57) | 2894 | 2447919 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/54 (Call 06/01/54) | 2157 | 1867789 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/40 | 1737 | 1740457 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/15/52 | 3000 | 3302820 |
| &nbsp;&nbsp;&nbsp;Series 05-A, 5.30%, 03/01/35 | 1045 | 1037194 |
| &nbsp;&nbsp;&nbsp;Series 06-A, 5.85%, 03/15/36 | 1558 | 1583442 |
| &nbsp;&nbsp;&nbsp;Series 06-B, 6.20%, 06/15/36 | 782 | 828318 |
| &nbsp;&nbsp;&nbsp;Series 07-A, 6.30%, 08/15/37 | 853 | 907711 |
| &nbsp;&nbsp;&nbsp;Series 08-B, 6.75%, 04/01/38 | 1868 | 2061226 |
| &nbsp;&nbsp;&nbsp;Series 09-C, 5.50%, 12/01/39 | 2466 | 2433621 |
| &nbsp;&nbsp;&nbsp;Series 12-A, 4.20%, 03/15/42 | 440 | 371096 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.88%, 06/15/47 (Call 12/15/46) | 1932 | 1517741 |
| &nbsp;&nbsp;&nbsp;Series 20A, 3.35%, 04/01/30 (Call 01/01/30) | 2389 | 2162953 |
| &nbsp;&nbsp;&nbsp;Series 20B, 3.95%, 04/01/50 (Call 10/01/49) | 4114 | 3359328 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 4.13%, 05/15/49 (Call 11/15/48)<sup>(b)</sup> | 2372 | 1938327 |
| &nbsp;&nbsp;&nbsp;Series B, 3.13%, 11/15/27 (Call 08/15/27) | 578 | 534985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 3.00%, 12/01/60 (Call 06/01/60)<sup>(b)</sup> | 1643 | 1046361 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/57 (Call 05/15/57)<sup>(b)</sup> | 1365 | 1058407 |
| &nbsp;&nbsp;&nbsp;Series C, 4.30%, 12/01/56 (Call 06/01/56) | 2324 | 1883974 |
| &nbsp;&nbsp;&nbsp;Series D, 4.00%, 12/01/28 (Call 09/01/28) | 1892 | 1825894 |
| &nbsp;&nbsp;&nbsp;Series E, 4.65%, 12/01/48 (Call 06/01/48) | 2639 | 2320288 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/25 (Call 05/01/25) | 2327 | 2234711 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 06/15/42 (Call 12/15/41) | $2698 | $2636863 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 862 | 897859 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/60 (Call 11/01/59) | 1945 | 1133916 |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/52 (Call 02/15/52) | 315 | 202199 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/50 (Call 02/15/50) | 2122 | 1507490 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/46 (Call 02/15/46) | 1668 | 1232168 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/51 (Call 02/01/51) | 2214 | 1703208 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/15/32 (Call 02/15/32) | 690 | 635945 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/50 (Call 08/15/49) | 1196 | 950784 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/28 (Call 08/15/28) | 676 | 645992 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/43 (Call 11/15/42) | 966 | 808697 |
| &nbsp;&nbsp;&nbsp;3.95%, 07/15/47 (Call 01/15/47) | 1373 | 1139357 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/15/48 (Call 11/15/47) | 2037 | 1718535 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/52 (Call 03/01/52) | 865 | 752291 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/49 (Call 10/15/48) | 2141 | 1898382 |
| Dayton Power & Light Co. (The), 3.95%, 06/15/49 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/48) | 2250 | 1794802 |
| Delmarva Power & Light Co., 4.15%, 05/15/45 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/15/44) | 1499 | 1245204 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 08/15/24<sup>(e)</sup> | 3503 | 3369501 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 1603 | 1562220 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/01/28 (Call 03/01/28) | 3032 | 2906718 |
| &nbsp;&nbsp;&nbsp;4.35%, 08/15/32 (Call 05/15/32) | 1165 | 1099084 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/01/44 (Call 06/01/44) | 1575 | 1371053 |
| &nbsp;&nbsp;&nbsp;4.85%, 08/15/52 (Call 02/15/52) | 1245 | 1106817 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/15/32 | 1300 | 1300546 |
| &nbsp;&nbsp;&nbsp;5.75%, 10/01/54 (Call 10/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.057%)<sup>(a)</sup> | 1499 | 1405567 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/38 | 1480 | 1602455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 1.45%, 04/15/26 (Call 03/15/26)<sup>(b)</sup> | 2725 | 2448494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.30%, 03/15/25 (Call 02/15/25)<sup>(b)</sup> | 1105 | 1062756 |
| &nbsp;&nbsp;&nbsp;Series A, 4.60%, 03/15/49 (Call 09/15/48) | 885 | 762038 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.30%, 04/15/41 (Call 10/15/40)<sup>(b)</sup> | 2180 | 1640232 |
| &nbsp;&nbsp;&nbsp;Series B, 3.60%, 03/15/27 (Call 01/15/27) | 1275 | 1206188 |
| &nbsp;&nbsp;&nbsp;Series B, 5.95%, 06/15/35 | 2012 | 2047653 |
| &nbsp;&nbsp;&nbsp;Series C, 2.25%, 08/15/31 (Call 05/15/31) | 1613 | 1293271 |
| &nbsp;&nbsp;&nbsp;Series C, 3.38%, 04/01/30 (Call 01/01/30) | 5019 | 4452455 |
| &nbsp;&nbsp;&nbsp;Series C, 4.05%, 09/15/42 (Call 03/15/42) | 1460 | 1165868 |
| &nbsp;&nbsp;&nbsp;Series C, 4.90%, 08/01/41 (Call 02/01/41) | 1790 | 1619807 |
| &nbsp;&nbsp;&nbsp;Series D, 2.85%, 08/15/26 (Call 05/15/26) | 1508 | 1397358 |
| &nbsp;&nbsp;&nbsp;Series E, 6.30%, 03/15/33 | 990 | 1052162 |
| &nbsp;&nbsp;&nbsp;Series F, 5.25%, 08/01/33 | 2135 | 2107523 |
| Dominion Energy South Carolina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/43 (Call 12/15/42) | 1580 | 1416249 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/01/65 (Call 12/01/64) | 2435 | 2302804 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/15/33 | 595 | 606751 |
| &nbsp;&nbsp;&nbsp;5.45%, 02/01/41 (Call 08/01/40) | 1325 | 1318229 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 01/15/38<sup>(b)</sup> | 1765 | 1877713 |
| &nbsp;&nbsp;&nbsp;6.63%, 02/01/32 | 355 | 394416 |
| &nbsp;&nbsp;&nbsp;Series A, 2.30%, 12/01/31 (Call 09/01/31) | 2130 | 1735716 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/01/30 (Call 12/01/29) | 2272 | 1923975 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/50 (Call 09/01/49) | 1110 | 773903 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/25 (Call 12/01/24) | 1142 | 1109887 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/24 (Call 12/15/23) | 1460 | 1437750 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/45 (Call 09/15/44) | 1965 | 1586325 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/46 (Call 12/01/45) | 1435 | 1130192 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/47 (Call 02/15/47) | 1872 | 1490262 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/49 (Call 09/01/48) | $2339 | $1946937 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/01/44 (Call 01/01/44) | 1456 | 1273185 |
| &nbsp;&nbsp;&nbsp;Series A, 1.90%, 04/01/28 (Call 02/01/28) | 2315 | 2014235 |
| &nbsp;&nbsp;&nbsp;Series A, 3.00%, 03/01/32 (Call 12/01/31) | 2275 | 1981161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 4.00%, 04/01/43 (Call 10/01/42)<sup>(b)</sup> | 252 | 213119 |
| &nbsp;&nbsp;&nbsp;Series A, 4.05%, 05/15/48 (Call 11/15/47) | 1741 | 1469526 |
| &nbsp;&nbsp;&nbsp;Series B, 3.25%, 04/01/51 (Call 10/01/50) | 1476 | 1084019 |
| &nbsp;&nbsp;&nbsp;Series B, 3.65%, 03/01/52 (Call 09/01/51) | 1005 | 796523 |
| &nbsp;&nbsp;&nbsp;Series C, 2.63%, 03/01/31 (Call 12/01/30) | 2117 | 1812724 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/26 (Call 07/01/26) | 3669 | 3401163 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/30 (Call 12/01/29) | 1428 | 1227680 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.22%, 11/01/24<sup>(e)</sup> | 3865 | 3798367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.53%, 10/01/24<sup>(e)</sup> | 1469 | 1402072 |
| &nbsp;&nbsp;&nbsp;Series C, 3.40%, 06/15/29 (Call 03/15/29) | 2125 | 1901960 |
| &nbsp;&nbsp;&nbsp;Series F, 1.05%, 06/01/25 (Call 05/01/25) | 3305 | 2994958 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 08/15/29 (Call 05/15/29) | 1774 | 1539584 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/01/30 (Call 11/01/29)<sup>(b)</sup> | 2745 | 2362512 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 04/15/31 (Call 01/15/31)<sup>(b)</sup> | 2578 | 2183102 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/15/32 (Call 12/15/31) | 2805 | 2405063 |
| &nbsp;&nbsp;&nbsp;2.95%, 12/01/26 (Call 09/01/26) | 3965 | 3775592 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/15/49 (Call 02/15/49) | 1435 | 1032253 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (Call 10/15/50) | 2210 | 1662185 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | 1605 | 1234598 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 2992 | 2329272 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/45 (Call 12/01/44) | 2259 | 1800265 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/46 (Call 09/15/45) | 2530 | 2027087 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/28 (Call 08/15/28) | 2081 | 2009122 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/48 (Call 09/15/47) | 1390 | 1136214 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/30/42 (Call 03/30/42) | 939 | 791239 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/41 (Call 06/15/41) | 1049 | 916795 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/15/40 | 1665 | 1675689 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/38 | 867 | 918985 |
| &nbsp;&nbsp;&nbsp;6.05%, 04/15/38 | 1440 | 1525651 |
| &nbsp;&nbsp;&nbsp;6.10%, 06/01/37 | 1810 | 1897803 |
| &nbsp;&nbsp;&nbsp;6.45%, 10/15/32 | 970 | 1052557 |
| &nbsp;&nbsp;&nbsp;Series A, 6.00%, 12/01/28 | 1524 | 1621246 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 09/15/25 (Call 08/15/25) | 3448 | 3112130 |
| &nbsp;&nbsp;&nbsp;2.45%, 06/01/30 (Call 03/01/30) | 998 | 835785 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/31 (Call 03/15/31) | 540 | 446013 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/01/26 (Call 06/01/26) | 2179 | 2026514 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/27 (Call 05/15/27) | 3263 | 3032861 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/82 (Call 01/15/27)<sup>(a)</sup> | 2274 | 1615381 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/15/41 (Call 12/15/40) | 3288 | 2440682 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/15/29 (Call 03/15/29) | 2222 | 2019642 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/51 (Call 12/15/50) | 610 | 437157 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/24 (Call 01/15/24) | 3953 | 3894496 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/46 (Call 03/01/46) | 3992 | 3008052 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/47 (Call 02/15/47) | 2415 | 1865225 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/15/49 (Call 12/15/48) | 2955 | 2368551 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/28 (Call 02/15/28) | 3210 | 3097393 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/32 (Call 05/15/32) | 3920 | 3721609 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/45 (Call 06/15/45) | 2669 | 2365188 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/52 (Call 02/15/52) | 3645 | 3316221 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 06/15/30 (Call 03/15/30) | 2675 | 2153616 |
| &nbsp;&nbsp;&nbsp;2.40%, 12/15/31 (Call 09/15/31) | 2660 | 2192904 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29) | 2538 | 2194659 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/51 (Call 06/15/51) | $2035 | $1398717 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/27 (Call 10/15/26) | 3377 | 3210007 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/01/46 (Call 04/01/46) | 2523 | 1875548 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/28 (Call 04/15/28) | 2535 | 2425919 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/15/42 (Call 05/15/42) | 1841 | 1494910 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/15/48 (Call 01/15/48) | 1650 | 1404199 |
| &nbsp;&nbsp;&nbsp;5.65%, 04/01/40 | 1651 | 1680602 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/15/52 | 405 | 443941 |
| &nbsp;&nbsp;&nbsp;6.35%, 09/15/37 | 906 | 986942 |
| &nbsp;&nbsp;&nbsp;6.40%, 06/15/38 | 3174 | 3533233 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/50 (Call 10/01/49) | 1970 | 1263775 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45)<sup>(b)</sup> | 1349 | 1067194 |
| &nbsp;&nbsp;&nbsp;6.12%, 10/15/35 | 1019 | 1047563 |
| &nbsp;&nbsp;&nbsp;6.35%, 08/15/38 | 863 | 935061 |
| &nbsp;&nbsp;&nbsp;6.45%, 04/01/39 | 2043 | 2219229 |
| &nbsp;&nbsp;&nbsp;Series WWW, 4.90%, 07/15/43 (Call 01/15/43) | 614 | 570412 |
| &nbsp;&nbsp;&nbsp;Series YYY, 3.25%, 10/01/49 (Call 04/01/49) | 2630 | 1839974 |
| Duke Energy Ohio Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 06/01/30 (Call 03/01/30) | 2368 | 1953647 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/29 (Call 11/01/28) | 1231 | 1158974 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/46 (Call 12/15/45) | 1672 | 1248516 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/01/49 (Call 08/01/48) | 967 | 804302 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/31 (Call 05/15/31) | 2090 | 1667632 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/15/50 (Call 02/15/50) | 2040 | 1255232 |
| &nbsp;&nbsp;&nbsp;2.90%, 08/15/51 (Call 02/15/51) | 1123 | 751006 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/25 (Call 05/15/25) | 1917 | 1856576 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/01/32 (Call 01/01/32) | 2165 | 1934233 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 2377 | 2203384 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/47 (Call 03/15/47) | 2326 | 1773366 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/01/28 (Call 06/01/28) | 2101 | 2004501 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/46 (Call 04/15/46) | 2629 | 2036187 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/52 (Call 10/01/51) | 1025 | 841546 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/42 (Call 11/15/41) | 880 | 747472 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/43 (Call 09/15/42) | 1619 | 1373608 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/44 (Call 06/01/44) | 2514 | 2126014 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/45 (Call 02/15/45) | 1344 | 1140115 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/30/44 (Call 09/30/43) | 1717 | 1497327 |
| &nbsp;&nbsp;&nbsp;6.30%, 04/01/38 | 1505 | 1628982 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 11/15/24 (Call 10/15/24) | 2248 | 2163138 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 2160 | 2001391 |
| &nbsp;&nbsp;&nbsp;4.70%, 08/15/25 | 1955 | 1919634 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/25 (Call 03/15/25) | 1755 | 1735923 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/27 (Call 04/15/27) | 2683 | 2714981 |
| &nbsp;&nbsp;&nbsp;6.95%, 11/15/29 | 450 | 471663 |
| El Paso Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/44 (Call 06/01/44) | 1262 | 1108490 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/35 | 619 | 615645 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp;0.83%, 06/15/24 | 1985 | 1837991 |
| &nbsp;&nbsp;&nbsp;2.64%, 06/15/31 (Call 03/15/31) | 2055 | 1633252 |
| &nbsp;&nbsp;&nbsp;3.55%, 06/15/26 (Call 03/15/26) | 3820 | 3590074 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/15/46 (Call 12/15/45) | 3206 | 2560889 |
| Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) | 3538 | 3359402 |
| Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28) | 3037 | 2922201 |
| Enel Generacion Chile SA, 4.25%, 04/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/15/24) | 1275 | 1258476 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/15/51 (Call 12/15/50) | $1438 | $903193 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/15/52 (Call 12/15/51) | 1315 | 942500 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/26 (Call 01/01/26) | 2722 | 2629588 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/01/24 (Call 03/01/24)<sup>(b)</sup> | 350 | 344666 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/28 (Call 03/01/28) | 375 | 357116 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/49 (Call 10/01/48) | 2594 | 2186716 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 09/15/25 (Call 08/15/25) | 1993 | 1779450 |
| &nbsp;&nbsp;&nbsp;1.90%, 06/15/28 (Call 04/15/28) | 1820 | 1544434 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/15/31 (Call 03/05/31) | 2805 | 2240325 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/30 (Call 03/15/30) | 2332 | 1964244 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/26 (Call 06/01/26) | 2947 | 2754738 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/15/50 (Call 12/15/49)<sup>(b)</sup> | 2264 | 1703456 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/01/24 (Call 01/03/23) | 846 | 785553 |
| &nbsp;&nbsp;&nbsp;1.60%, 12/15/30 (Call 09/15/30) | 1843 | 1419663 |
| &nbsp;&nbsp;&nbsp;2.35%, 06/15/32 (Call 03/15/32) | 440 | 354024 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/01/26 (Call 07/01/26) | 2156 | 1961054 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/51 (Call 09/15/50) | 2865 | 1893880 |
| &nbsp;&nbsp;&nbsp;3.05%, 06/01/31 (Call 03/01/31) | 2464 | 2122736 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/41 (Call 12/15/40) | 251 | 189528 |
| &nbsp;&nbsp;&nbsp;3.12%, 09/01/27 (Call 06/01/27) | 1795 | 1667806 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/28 (Call 01/01/28) | 2484 | 2279641 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/33 (Call 12/15/32) | 2162 | 1973452 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 3321 | 2780707 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) | 2731 | 2253812 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/52 (Call 03/15/52) | 2430 | 2203159 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/45 (Call 01/15/25) | 2125 | 1919024 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 11/01/24<sup>(b)</sup> | 336 | 339111 |
| &nbsp;&nbsp;&nbsp;5.59%, 10/01/24 | 102 | 103769 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 06/01/28 (Call 03/01/28)<sup>(b)</sup> | 3488 | 3112517 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/51 (Call 03/01/51) | 640 | 469363 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/49 (Call 12/01/48) | 2304 | 1792673 |
| Entergy Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/31 (Call 12/15/30) | 1890 | 1486428 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/30/49 (Call 03/30/49) | 1585 | 1166211 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/30/29 (Call 12/30/28) | 532 | 504847 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/30/39 (Call 09/30/38) | 175 | 153319 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/52 (Call 03/15/52) | 1480 | 1370820 |
| Evergy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/15/24 (Call 08/15/24) | 3759 | 3570336 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/15/29 (Call 06/15/29) | 2890 | 2496613 |
| Evergy Kansas Central Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 07/01/26 (Call 04/01/26) | 1420 | 1315076 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/01/27 (Call 01/01/27) | 1780 | 1661897 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/49 (Call 03/01/49) | 1178 | 831609 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/50 (Call 10/15/49) | 1410 | 1035786 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/01/43 (Call 10/01/42) | 1410 | 1176518 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/42 (Call 09/01/41) | 1392 | 1170185 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/45 (Call 06/01/45) | 964 | 794876 |
| Evergy Metro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 08/15/25 (Call 05/15/25)<sup>(b)</sup> | 1425 | 1383789 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/15/47 (Call 12/15/46) | 1140 | 937730 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47) | 1054 | 860349 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/01/41 (Call 04/01/41) | 1451 | 1401768 |
| &nbsp;&nbsp;&nbsp;Series 2019, 4.13%, 04/01/49 (Call 10/01/48) | 1508 | 1216639 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.25%, 06/01/30 (Call 03/01/30) | 1023 | 851167 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | $1930 | $1603830 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/27 (Call 02/01/27) | 1870 | 1716417 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/01/32 (Call 12/01/31)<sup>(b)</sup> | 1895 | 1665743 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/50 (Call 07/15/49) | 2535 | 1872604 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/27/24 | 1810 | 1785529 |
| &nbsp;&nbsp;&nbsp;4.60%, 07/01/27 (Call 06/01/27) | 1738 | 1722932 |
| &nbsp;&nbsp;&nbsp;Series H, 3.15%, 01/15/25 (Call 10/15/24) | 1641 | 1577165 |
| &nbsp;&nbsp;&nbsp;Series L, 2.90%, 10/01/24 (Call 08/01/24) | 2726 | 2621540 |
| &nbsp;&nbsp;&nbsp;Series M, 3.30%, 01/15/28 (Call 10/15/27) | 781 | 720707 |
| &nbsp;&nbsp;&nbsp;Series N, 3.80%, 12/01/23 (Call 11/01/23) | 2684 | 2653376 |
| &nbsp;&nbsp;&nbsp;Series O, 4.25%, 04/01/29 (Call 01/01/29) | 2212 | 2104585 |
| &nbsp;&nbsp;&nbsp;Series Q, 0.80%, 08/15/25 (Call 07/15/25) | 2266 | 2015902 |
| &nbsp;&nbsp;&nbsp;Series R, 1.65%, 08/15/30 (Call 05/15/30) | 2706 | 2122343 |
| &nbsp;&nbsp;&nbsp;Series U, 1.40%, 08/15/26 (Call 07/15/26) | 1435 | 1264981 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/15/27 (Call 02/15/27)<sup>(f)</sup> | 1705 | 1579376 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/15/32 (Call 12/15/31)<sup>(b)(f)</sup> | 75 | 65856 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/15/26 (Call 01/15/26) | 2947 | 2821310 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 3723 | 3649247 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/30 (Call 01/15/30) | 4910 | 4633174 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/15/52 (Call 09/15/51)<sup>(f)</sup> | 1420 | 1160779 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/46 (Call 10/15/45) | 1868 | 1597906 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/50 (Call 10/15/49) | 2887 | 2565994 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/35 (Call 12/15/34) | 1969 | 1904633 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/15/45 (Call 12/15/44) | 2150 | 2040672 |
| &nbsp;&nbsp;&nbsp;5.63%, 06/15/35 | 2464 | 2523555 |
| Exelon Generation Co. LLC, 5.75%, 10/01/41 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/01/41) | 3136 | 3060109 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 02/03/32 (Call 11/03/31) | 1488 | 1252003 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/25 (Call 03/01/25) | 6150 | 5906275 |
| &nbsp;&nbsp;&nbsp;2.88%, 12/04/51 (Call 06/04/51) | 4422 | 3083107 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/25 (Call 06/01/25) | 2593 | 2496722 |
| &nbsp;&nbsp;&nbsp;3.15%, 10/01/49 (Call 04/01/49) | 3004 | 2210403 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/24 (Call 12/01/23) | 2846 | 2789194 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 2795 | 2273425 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/15/42 (Call 06/15/42) | 1656 | 1391106 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 3697 | 3121710 |
| &nbsp;&nbsp;&nbsp;3.99%, 03/01/49 (Call 09/01/48) | 2515 | 2131639 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/01/42 (Call 12/01/41) | 2355 | 2053701 |
| &nbsp;&nbsp;&nbsp;4.05%, 10/01/44 (Call 04/01/44) | 2043 | 1759820 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/01/42 (Call 08/01/41) | 2118 | 1872312 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/48 (Call 12/01/47) | 2141 | 1842245 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/35 | 374 | 369819 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/41 (Call 08/01/40) | 1670 | 1676864 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/01/34 | 620 | 651490 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/01/37 | 2267 | 2331995 |
| &nbsp;&nbsp;&nbsp;5.69%, 03/01/40 | 1328 | 1390628 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/38 | 1873 | 2000158 |
| &nbsp;&nbsp;&nbsp;5.96%, 04/01/39 | 640 | 690170 |
| Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26) | 5373 | 5009409 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 (Call 01/01/26) | 295 | 281312 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/30/27 (Call 12/30/26) | 1250 | 1165088 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/42 | 4538 | 3952008 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/43 | 1812 | 1562361 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/32 (Call 02/15/32) | 1220 | 1187621 |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/52 (Call 11/15/51) | 1630 | 1575672 |
| &nbsp;&nbsp;&nbsp;Series 10-C, 4.75%, 09/01/40 | 2409 | 2223627 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 2.20%, 09/15/24 (Call 08/15/24) | $2392 | $2279983 |
| &nbsp;&nbsp;&nbsp;Series A, 3.25%, 03/15/51 (Call 09/15/50) | 500 | 354565 |
| &nbsp;&nbsp;&nbsp;Series B, 2.65%, 09/15/29 (Call 06/15/29) | 2582 | 2219616 |
| &nbsp;&nbsp;&nbsp;Series B, 3.70%, 01/30/50 (Call 07/30/49) | 1593 | 1213484 |
| Gulf Power Co., Series A, 3.30%, 05/30/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/28/27) | 1586 | 1497247 |
| Iberdrola International BV |  |  |
| &nbsp;&nbsp;&nbsp;5.81%, 03/15/25 | 790 | 808581 |
| &nbsp;&nbsp;&nbsp;6.75%, 07/15/36 | 1457 | 1541812 |
| Idaho Power Co., Series K, 4.20%, 03/01/48 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/01/47) | 386 | 316620 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/01/51 (Call 11/01/50) | 2215 | 1528217 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 05/15/28 (Call 02/15/28)<sup>(b)</sup> | 1627 | 1545731 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/48 (Call 02/15/48) | 1700 | 1401174 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/37 | 215 | 224875 |
| &nbsp;&nbsp;&nbsp;Series K, 4.55%, 03/15/46 (Call 09/15/45) | 1818 | 1549645 |
| &nbsp;&nbsp;&nbsp;Series L, 3.75%, 07/01/47 (Call 01/01/47) | 1713 | 1285915 |
| Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/30 (Call 03/01/30) | 722 | 595405 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/30/51 (Call 05/30/51) | 1495 | 993607 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/24 (Call 09/01/24) | 3135 | 3025996 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/30/49 (Call 03/30/49)<sup>(b)</sup> | 1204 | 883880 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/29 (Call 01/01/29) | 807 | 743497 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/46 (Call 03/15/46) | 1133 | 835554 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/26/28 (Call 06/26/28) | 2789 | 2679420 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/15/39 | 740 | 776808 |
| IPALCO Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 09/01/24 (Call 07/01/24) | 1873 | 1816473 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/01/30 (Call 02/01/30) | 1910 | 1716517 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/26 (Call 03/30/26) | 1885 | 1767791 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/15/27 (Call 08/15/27) | 1630 | 1500545 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 03/15/24) | 1262 | 1230147 |
| &nbsp;&nbsp;&nbsp;5.30%, 07/01/43 (Call 01/01/43) | 1271 | 1164198 |
| John Sevier Combined Cycle Generation LLC, 4.63%, |  |  |
| &nbsp;&nbsp;&nbsp;01/15/42 | 166 | 159463 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/50 (Call 12/01/49) | 1945 | 1396821 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/01/45 (Call 04/01/45) | 1986 | 1700195 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/01/40 (Call 05/01/40) | 2579 | 2463822 |
| Louisville Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/49 (Call 10/01/48) | 645 | 540323 |
| &nbsp;&nbsp;&nbsp;Series 25, 3.30%, 10/01/25 (Call 07/01/25) | 1177 | 1130414 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 08/01/52 (Call 02/01/52)<sup>(b)</sup> | 2095 | 1380165 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/01/27 (Call 02/01/27) | 2245 | 2123164 |
| &nbsp;&nbsp;&nbsp;3.15%, 04/15/50 (Call 10/15/49) | 1687 | 1215804 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/24 (Call 07/15/24) | 4443 | 4352674 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/15/29 (Call 01/15/29) | 3400 | 3214870 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/01/48 (Call 02/01/48) | 2663 | 2107365 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/47 (Call 02/01/47) | 1833 | 1517431 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/01/46 (Call 11/01/45) | 1600 | 1362032 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/15/49 (Call 01/15/49) | 3489 | 3030545 |
| &nbsp;&nbsp;&nbsp;4.40%, 10/15/44 (Call 04/15/44) | 1512 | 1340116 |
| &nbsp;&nbsp;&nbsp;4.80%, 09/15/43 (Call 03/15/43) | 717 | 671055 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/35 | 320 | 335523 |
| &nbsp;&nbsp;&nbsp;5.80%, 10/15/36 | 1679 | 1775694 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/30/31 | 1085 | 1228502 |
| Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/30/28 (Call 12/30/27) | 3540 | 3318608 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series 12-A, 4.25%, 03/15/42 | $2426 | $2002226 |
| &nbsp;&nbsp;&nbsp;Series B, 3.10%, 07/30/51 (Call 01/30/51) | 2064 | 1354562 |
| National Grid USA, 5.80%, 04/01/35 | 1472 | 1403537 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 02/08/24 | 309 | 293043 |
| &nbsp;&nbsp;&nbsp;1.00%, 06/15/26 (Call 05/15/26) | 1022 | 904071 |
| &nbsp;&nbsp;&nbsp;1.35%, 03/15/31 (Call 12/15/30) | 2049 | 1535582 |
| &nbsp;&nbsp;&nbsp;1.65%, 06/15/31 (Call 03/15/31) | 1615 | 1232487 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/07/25 | 1386 | 1300941 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 2475 | 2083851 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/32 (Call 01/15/32) | 1380 | 1153501 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/27/25 (Call 10/27/24) | 1817 | 1749826 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/07/24 (Call 12/07/23) | 3966 | 3874306 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 04/25/27 (Call 01/25/27)<sup>(b)</sup> | 1661 | 1546574 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/25 (Call 08/01/25) | 2475 | 2367164 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/07/28 (Call 11/07/27) | 2380 | 2222182 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/15/25 | 1145 | 1105131 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/29 (Call 12/15/28) | 2690 | 2481794 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/01/28 (Call 08/01/28) | 1415 | 1340741 |
| &nbsp;&nbsp;&nbsp;4.02%, 11/01/32 (Call 05/01/32) | 1559 | 1427732 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/15/32 (Call 09/15/32) | 1365 | 1279947 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/49 (Call 09/15/48) | 1739 | 1474237 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/48 (Call 05/01/48) | 1150 | 970405 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/20/46 (Call 04/20/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.630%)<sup>(a)</sup> | 1020 | 914471 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/30/25 | 2200 | 2234716 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/15/33 | 1790 | 1887233 |
| &nbsp;&nbsp;&nbsp;Series C, 8.00%, 03/01/32 | 1188 | 1419862 |
| &nbsp;&nbsp;&nbsp;Series D, 1.00%, 10/18/24 | 1185 | 1100735 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.90%, 05/01/53 (Call 11/01/52) | 535 | 579844 |
| &nbsp;&nbsp;&nbsp;Series CC, 3.70%, 05/01/29 (Call 02/01/29) | 2329 | 2192637 |
| &nbsp;&nbsp;&nbsp;Series DD, 2.40%, 05/01/30 (Call 02/01/30) | 510 | 430144 |
| &nbsp;&nbsp;&nbsp;Series EE, 3.13%, 08/01/50 (Call 02/01/50) | 1275 | 865980 |
| &nbsp;&nbsp;&nbsp;Series N, 6.65%, 04/01/36 | 945 | 1038678 |
| &nbsp;&nbsp;&nbsp;Series R, 6.75%, 07/01/37 | 1470 | 1604858 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 01/15/27 (Call 12/15/26) | 5065 | 4516309 |
| &nbsp;&nbsp;&nbsp;1.90%, 06/15/28 (Call 04/15/28) | 3195 | 2741022 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 3052 | 2534381 |
| &nbsp;&nbsp;&nbsp;2.44%, 01/15/32 (Call 10/15/31) | 3203 | 2609164 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/01/29 (Call 08/01/29) | 3575 | 3115362 |
| &nbsp;&nbsp;&nbsp;2.94%, 03/21/24 (Call 01/03/23) | 40 | 38812 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/52 (Call 07/15/51) | 2045 | 1402175 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/29 (Call 01/01/29) | 4249 | 3901007 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/01/27 (Call 02/01/27) | 5572 | 5284763 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/82 (Call 03/15/27)<sup>(a)</sup> | 300 | 232677 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/20/24 | 3100 | 3058832 |
| &nbsp;&nbsp;&nbsp;4.26%, 09/01/24 | 2000 | 1973720 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/20/25 | 3020 | 3005262 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/27 (Call 06/15/27) | 5575 | 5534637 |
| &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>(a)</sup> | 2983 | 2403433 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/32 (Call 04/15/32) | 4812 | 4808439 |
| &nbsp;&nbsp;&nbsp;5.65%, 05/01/79 (Call 05/01/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.156%)<sup>(a)</sup> | 371 | 323156 |
| Northern States Power Co./MN |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/31 (Call 11/01/30) | 1215 | 1021499 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/51 (Call 12/01/50) | 1880 | 1226023 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/50 (Call 09/01/49) | 2459 | 1712816 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/52 (Call 10/01/51) | $1740 | $1270705 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/42 (Call 02/15/42) | 1078 | 853248 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/15/46 (Call 11/15/45) | 1091 | 861519 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/47 (Call 03/15/47) | 2113 | 1663818 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/45 (Call 02/15/45) | 1497 | 1245040 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/44 (Call 11/15/43) | 1530 | 1322501 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 (Call 12/01/51) | 1110 | 1022110 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/01/39 | 965 | 984618 |
| &nbsp;&nbsp;&nbsp;6.20%, 07/01/37 | 988 | 1079291 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/01/36 | 1110 | 1216715 |
| NorthWestern Corp., 4.18%, 11/15/44 (Call 05/15/44) | 415 | 340512 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 08/15/31 (Call 05/15/31) | 876 | 705294 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | 335 | 233991 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/27 (Call 02/15/27) | 2336 | 2203152 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/29 (Call 02/15/29) | 1957 | 1799481 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/01/30 (Call 01/01/30) | 1936 | 1844195 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/44 (Call 09/01/43) | 1535 | 1357508 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/52 (Call 12/01/51) | 1990 | 1838004 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 210 | 213169 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 08/01/50 (Call 02/01/50) | 1560 | 1138909 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/47 (Call 10/01/46)<sup>(f)</sup> | 1435 | 1158160 |
| &nbsp;&nbsp;&nbsp;5.05%, 10/01/48 (Call 04/01/48) | 1745 | 1521413 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/01/50 | 917 | 798735 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/01/40 | 1530 | 1390005 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/01/39 | 1601 | 1542820 |
| Ohio Edison Co., 6.88%, 07/15/36 | 1100 | 1206062 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/49 (Call 12/01/48) | 2017 | 1597040 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/48 (Call 10/01/47) | 1677 | 1369841 |
| &nbsp;&nbsp;&nbsp;Series P, 2.60%, 04/01/30 (Call 01/01/30) | 2348 | 2008268 |
| &nbsp;&nbsp;&nbsp;Series Q, 1.63%, 01/15/31 (Call 10/15/30) | 2571 | 1995173 |
| &nbsp;&nbsp;&nbsp;Series R, 2.90%, 10/01/51 (Call 04/01/51) | 1240 | 824575 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/30 (Call 10/01/29) | 1731 | 1528473 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/30 (Call 09/15/29) | 1371 | 1220930 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/15/28 (Call 02/15/28)<sup>(b)</sup> | 1187 | 1117489 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/15/47 (Call 02/15/47) | 1324 | 1028007 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/47 (Call 10/01/46) | 1345 | 1092315 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 10/01/25 (Call 09/01/25) | 3915 | 3482510 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 11/15/51 (Call 05/15/51)<sup>(b)</sup> | 1835 | 1208146 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/24 (Call 05/01/24) | 4280 | 4145394 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/30 (Call 02/15/30) | 1942 | 1698726 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/25 (Call 01/01/25) | 1066 | 1023062 |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/49 (Call 03/15/49) | 1595 | 1148081 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/28 (Call 08/15/28) | 3313 | 3140360 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/50 (Call 11/15/49) | 2046 | 1640319 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/45 (Call 10/01/44) | 2401 | 1957511 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/30/47 (Call 03/30/47)<sup>(b)</sup> | 1777 | 1458953 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/49 (Call 12/01/48) | 1643 | 1332949 |
| &nbsp;&nbsp;&nbsp;4.10%, 11/15/48 (Call 05/15/48) | 1420 | 1210010 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/01/32 (Call 03/01/32)<sup>(f)</sup> | 1195 | 1145838 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 09/15/32 (Call 06/15/32)<sup>(f)</sup> | 2475 | 2447849 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/41 (Call 06/01/41) | 1066 | 988950 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/15/52 (Call 03/15/52)<sup>(f)</sup> | 5175 | 5111710 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/30/40 | 992 | 990492 |
| &nbsp;&nbsp;&nbsp;5.30%, 06/01/42 (Call 12/01/41) | 1533 | 1547303 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/01/52 (Call 04/01/52) | 70 | 71849 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 03/15/29 (Call 12/15/28) | $729 | $762738 |
| &nbsp;&nbsp;&nbsp;7.00%, 05/01/32 | 682 | 779587 |
| &nbsp;&nbsp;&nbsp;7.25%, 01/15/33 | 857 | 1004430 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/01/38 | 1454 | 1777355 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 08/01/27 (Call 06/01/27) | 4400 | 3755532 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/31 (Call 11/01/30) | 7148 | 5614540 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/26 (Call 12/01/25) | 2803 | 2562783 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/28 (Call 04/15/28) | 3410 | 2948286 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/01/26 | 3313 | 3066980 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/16/24 (Call 02/16/23) | 265 | 257501 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/31 (Call 03/01/31) | 2465 | 2030125 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/27 (Call 12/15/26) | 1574 | 1407691 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/01/27 (Call 09/01/27) | 2442 | 2152843 |
| &nbsp;&nbsp;&nbsp;3.30%, 08/01/40 (Call 02/01/40) | 4597 | 3218452 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/24 (Call 05/15/24) | 100 | 95300 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/01/25 | 1747 | 1654322 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/25 (Call 03/15/25)<sup>(b)</sup> | 1070 | 1008999 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/50 (Call 02/01/50) | 6745 | 4387285 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/24 (Call 11/15/23) | 110 | 107697 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/01/28 | 3824 | 3389211 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/42 (Call 02/15/42) | 488 | 335149 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/47 (Call 06/01/47) | 3008 | 2090470 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 2634 | 1813456 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/29 (Call 01/01/29) | 1605 | 1445623 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/01/41 (Call 12/01/40)<sup>(b)</sup> | 2542 | 1931742 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/46 (Call 09/15/45) | 2042 | 1463420 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/45 (Call 09/15/44) | 2144 | 1567307 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/32 (Call 12/01/31) | 1705 | 1500008 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/42 (Call 10/15/41) | 1591 | 1210815 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/40 (Call 01/01/40) | 7198 | 5751634 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/01/30 (Call 01/01/30) | 11064 | 10134513 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/43 (Call 12/15/42) | 1361 | 1049345 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/01/28 (Call 05/01/28) | 1150 | 1046742 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/44 (Call 08/15/43) | 1520 | 1191665 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/08/25 | 2495 | 2451238 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/01/50 (Call 01/01/50) | 10492 | 8381744 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/52 (Call 09/01/51) | 1915 | 1605517 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/15/27 (Call 05/15/27) | 2499 | 2440024 |
| &nbsp;&nbsp;&nbsp;5.90%, 06/15/32 (Call 03/15/32) | 2540 | 2490775 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/30 (Call 06/15/30) | 1470 | 1262157 |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/52 (Call 12/15/51) | 760 | 512764 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/51 (Call 09/15/50) | 2694 | 1958188 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/29 (Call 03/15/29) | 1825 | 1680004 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/24 (Call 01/01/24) | 2325 | 2291520 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/42 (Call 08/01/41) | 1386 | 1165238 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/49 (Call 07/15/48) | 1785 | 1484513 |
| &nbsp;&nbsp;&nbsp;4.15%, 02/15/50 (Call 08/15/49) | 2297 | 1927022 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/35 | 879 | 867511 |
| &nbsp;&nbsp;&nbsp;5.35%, 12/01/53 | 3500 | 3512880 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/37 | 622 | 633445 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/39 | 2393 | 2513368 |
| &nbsp;&nbsp;&nbsp;6.10%, 08/01/36 | 1980 | 2032628 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/15/37 | 2232 | 2383620 |
| &nbsp;&nbsp;&nbsp;6.35%, 07/15/38 | 680 | 735916 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.70%, 11/15/31<sup>(b)</sup> | 50 | 58695 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/50 (Call 12/15/49) | 355 | 236597 |
| &nbsp;&nbsp;&nbsp;2.85%, 09/15/51 (Call 03/15/51) | 720 | 485179 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/49 (Call 03/15/49) | $1500 | $1044135 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/51 (Call 09/15/50) | 925 | 649563 |
| &nbsp;&nbsp;&nbsp;3.15%, 10/15/25 (Call 07/15/25) | 835 | 802903 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/47 (Call 03/15/47) | 1746 | 1391649 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/48 (Call 09/01/47) | 2572 | 2111020 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/44 (Call 04/01/44) | 855 | 732812 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/15/52 (Call 02/15/52) | 1225 | 1098004 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/52 (Call 11/15/51) | 1435 | 1325481 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/01/36 | 650 | 691197 |
| Pinnacle West Capital Corp., 1.30%, 06/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/15/25) | 2128 | 1934331 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/24 (Call 12/15/23) | 2347 | 2311138 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/43 (Call 09/15/42) | 2239 | 1912643 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/37 | 210 | 232235 |
| PPL Capital Funding Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/15/26 (Call 02/15/26) | 3881 | 3628502 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/15/30 (Call 01/15/30) | 465 | 431567 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/49 (Call 04/01/49) | 1602 | 1094823 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/01/47 (Call 12/01/46) | 683 | 564151 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/44 (Call 12/15/43) | 876 | 736681 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/45 (Call 04/01/45) | 1435 | 1202989 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47) | 1570 | 1330936 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/43 (Call 01/15/43) | 1055 | 970642 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/39 | 1275 | 1372933 |
| Progress Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/01/39 | 2547 | 2581588 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/31 | 1215 | 1336707 |
| &nbsp;&nbsp;&nbsp;7.75%, 03/01/31 | 1899 | 2177830 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 06/15/31 (Call 12/15/30) | 360 | 290556 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 778 | 622758 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/28 (Call 12/15/27) | 1760 | 1677931 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/15/47 (Call 12/15/46) | 1599 | 1281391 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/15/49 (Call 03/15/49) | 1771 | 1475402 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/01/32 (Call 03/01/32) | 1080 | 1030104 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/48 (Call 12/15/47) | 1535 | 1293069 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/44 (Call 09/15/43) | 1416 | 1232642 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 (Call 12/01/51) | 1080 | 975791 |
| &nbsp;&nbsp;&nbsp;6.50%, 08/01/38 | 60 | 67072 |
| &nbsp;&nbsp;&nbsp;Series 17, 6.25%, 09/01/37 | 789 | 874236 |
| &nbsp;&nbsp;&nbsp;Series 34, 3.20%, 03/01/50 (Call 09/01/49) | 1374 | 1001344 |
| &nbsp;&nbsp;&nbsp;Series 35, 1.90%, 01/15/31 (Call 07/15/30) | 2364 | 1914320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 36, 2.70%, 01/15/51 (Call 07/15/50)<sup>(b)</sup> | 1480 | 966484 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/49 (Call 01/01/49) | 1550 | 1206241 |
| &nbsp;&nbsp;&nbsp;Series V, 2.20%, 06/15/31 (Call 03/15/31) | 145 | 119979 |
| Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp;Series J, 2.20%, 08/15/31 (Call 05/15/31) | 1060 | 857042 |
| &nbsp;&nbsp;&nbsp;Series K, 3.15%, 08/15/51 (Call 02/15/51) | 500 | 339065 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 03/15/26 (Call 02/15/26) | 1525 | 1360209 |
| &nbsp;&nbsp;&nbsp;1.90%, 08/15/31 (Call 05/15/31) | 1740 | 1404563 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 08/01/50 (Call 02/01/50)<sup>(b)</sup> | 1515 | 860111 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 1389 | 1269852 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/30 (Call 10/15/29) | 3772 | 3260743 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/01/50 (Call 11/01/49) | 605 | 398604 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/25 (Call 02/15/25) | 513 | 492654 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/27 (Call 02/15/27) | 1884 | 1764649 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/51 (Call 09/01/50) | $85 | $59243 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/15/32 (Call 12/15/31)<sup>(b)</sup> | 196 | 173644 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/01/50 (Call 07/01/49) | 1850 | 1331852 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/29 (Call 02/15/29) | 1424 | 1303957 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/01/49 (Call 02/01/49) | 1685 | 1220985 |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/47 (Call 06/01/47) | 1639 | 1275732 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/28 (Call 06/01/28) | 2023 | 1910218 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/42 (Call 03/01/42) | 1920 | 1558406 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/01/28 (Call 02/01/28) | 1564 | 1498687 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/01/43 (Call 07/01/42) | 494 | 408424 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/46 (Call 09/01/45) | 2478 | 2008196 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/01/49 (Call 11/01/48) | 2302 | 1859187 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/42 (Call 11/01/41) | 200 | 169794 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/01/48 (Call 11/01/47) | 1801 | 1515632 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/32 | 2110 | 2108628 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/40<sup>(b)</sup> | 247 | 252659 |
| &nbsp;&nbsp;&nbsp;5.80%, 05/01/37 | 193 | 203692 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 08/15/25 (Call 07/15/25) | 1672 | 1498179 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 08/15/30 (Call 05/15/30)<sup>(b)</sup> | 1573 | 1228482 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/31 (Call 08/15/31) | 280 | 225971 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/24 (Call 05/15/24) | 4227 | 4082394 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/27 (Call 10/15/27) | 1000 | 1030440 |
| Puget Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 06/15/28 (Call 04/15/28) | 3595 | 3078506 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/15/25 (Call 02/15/25) | 2223 | 2116674 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/30 (Call 03/15/30) | 1264 | 1141139 |
| &nbsp;&nbsp;&nbsp;4.22%, 03/15/32 (Call 12/15/31) | 2534 | 2270641 |
| Puget Sound Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.89%, 09/15/51 (Call 03/15/51) | 445 | 289624 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/49 (Call 03/15/49) | 2773 | 1923519 |
| &nbsp;&nbsp;&nbsp;4.22%, 06/15/48 (Call 12/15/47) | 3095 | 2578754 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/45 (Call 11/20/44) | 1312 | 1096268 |
| &nbsp;&nbsp;&nbsp;5.64%, 04/15/41 (Call 10/15/40) | 25 | 24847 |
| &nbsp;&nbsp;&nbsp;5.76%, 10/01/39 | 1320 | 1321835 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/40 | 960 | 969638 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.27%, 03/15/37<sup>(b)</sup> | 1110 | 1155321 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/26 (Call 02/15/26) | 2800 | 2611364 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 45 | 35978 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 1690 | 1431565 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/40 | 483 | 436956 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/39 | 940 | 981727 |
| &nbsp;&nbsp;&nbsp;Series RRR, 3.75%, 06/01/47 (Call 12/01/46) | 2460 | 1935725 |
| &nbsp;&nbsp;&nbsp;Series TTT, 4.10%, 06/15/49 (Call 12/15/48) | 2359 | 1957569 |
| &nbsp;&nbsp;&nbsp;Series UUU, 3.32%, 04/15/50 (Call 10/15/49) | 2011 | 1461595 |
| &nbsp;&nbsp;&nbsp;Series VVV, 1.70%, 10/01/30 (Call 07/01/30) | 3170 | 2540058 |
| &nbsp;&nbsp;&nbsp;Series WWW, 2.95%, 08/15/51 (Call 02/15/51) | 1520 | 1059045 |
| &nbsp;&nbsp;&nbsp;Series XXX, 3.00%, 03/15/32 (Call 12/15/31) | 850 | 735420 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 3145 | 2925290 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/25 (Call 03/01/25) | 2438 | 2353670 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/28 (Call 11/01/27) | 3517 | 3264479 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/29 (Call 02/01/29) | 1560 | 1428102 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/38 (Call 08/01/37) | 3752 | 3064333 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 (Call 08/01/47) | 1257 | 976111 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/52 (Call 01/01/27)<sup>(a)</sup> | 3280 | 2542754 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/15/39 | 2976 | 3019747 |
| Sierra Pacific Power Co., 2.60%, 05/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/01/26) | 3034 | 2846226 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 04/01/24 (Call 04/01/23) | $1710 | $1621285 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 1572 | 1304005 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/32 (Call 11/01/31) | 2320 | 1947385 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 08/01/29 (Call 05/01/29)<sup>(b)</sup> | 2148 | 1883173 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/01/52 (Call 08/01/51) | 1305 | 955586 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/50 (Call 08/01/49) | 4519 | 3371219 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/47 (Call 10/01/46) | 6634 | 5233961 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/42 (Call 09/15/41) | 1907 | 1533991 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 (Call 03/01/40) | 1500 | 1293255 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 10/01/43 (Call 04/01/43)<sup>(b)</sup> | 1738 | 1530413 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 2358 | 2308175 |
| &nbsp;&nbsp;&nbsp;5.63%, 02/01/36 | 1284 | 1264881 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/01/27 (Call 10/01/27) | 1535 | 1586039 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/34 | 1364 | 1432282 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/39 | 2170 | 2214593 |
| &nbsp;&nbsp;&nbsp;6.65%, 04/01/29 | 1230 | 1278327 |
| &nbsp;&nbsp;&nbsp;Series 04-G, 5.75%, 04/01/35 | 679 | 684473 |
| &nbsp;&nbsp;&nbsp;Series 05-E, 5.35%, 07/15/35 | 1296 | 1264118 |
| &nbsp;&nbsp;&nbsp;Series 06-E, 5.55%, 01/15/37 | 1510 | 1480540 |
| &nbsp;&nbsp;&nbsp;Series 08-A, 5.95%, 02/01/38 | 1887 | 1926250 |
| &nbsp;&nbsp;&nbsp;Series 13-A, 3.90%, 03/15/43 (Call 09/15/42) | 1794 | 1390870 |
| &nbsp;&nbsp;&nbsp;Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26) | 1285 | 1145038 |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.95%, 02/01/51 (Call 08/01/50) | 395 | 259531 |
| &nbsp;&nbsp;&nbsp;Series A, 4.20%, 03/01/29 (Call 12/01/28) | 1403 | 1336540 |
| &nbsp;&nbsp;&nbsp;Series B, 3.65%, 03/01/28 (Call 12/01/27) | 2072 | 1941340 |
| &nbsp;&nbsp;&nbsp;Series B, 4.88%, 03/01/49 (Call 09/01/48) | 2581 | 2281991 |
| &nbsp;&nbsp;&nbsp;Series C, 3.60%, 02/01/45 (Call 08/01/44) | 1120 | 817645 |
| &nbsp;&nbsp;&nbsp;Series C, 4.13%, 03/01/48 (Call 09/01/47) | 3122 | 2516800 |
| &nbsp;&nbsp;&nbsp;Series C, 4.20%, 06/01/25 | 1335 | 1312826 |
| &nbsp;&nbsp;&nbsp;Series D, 4.70%, 06/01/27 (Call 05/01/27) | 1490 | 1471002 |
| &nbsp;&nbsp;&nbsp;Series E, 3.70%, 08/01/25 (Call 06/01/25) | 4046 | 3929192 |
| &nbsp;&nbsp;&nbsp;Series E, 5.45%, 06/01/52 (Call 12/01/51) | 1695 | 1649930 |
| &nbsp;&nbsp;&nbsp;Series G, 2.50%, 06/01/31 (Call 03/01/31) | 2182 | 1806740 |
| &nbsp;&nbsp;&nbsp;Series H, 3.65%, 06/01/51 (Call 12/01/50) | 1670 | 1249628 |
| &nbsp;&nbsp;&nbsp;Series K, 0.98%, 08/01/24 | 855 | 799793 |
| &nbsp;&nbsp;&nbsp;Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/01/26 (Call 04/01/26) | 8863 | 8420205 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/01/36 (Call 01/01/36) | 805 | 714808 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/46 (Call 01/01/46) | 5856 | 4960091 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 08/01/24<sup>(e)</sup> | 15 | 14769 |
| &nbsp;&nbsp;&nbsp;5.11%, 08/01/27 | 2150 | 2143765 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/06/25 | 2055 | 2069426 |
| &nbsp;&nbsp;&nbsp;5.70%, 10/15/32 | 920 | 947057 |
| &nbsp;&nbsp;&nbsp;Series 21-A, 0.60%, 02/26/24 (Call 01/26/24) | 1000 | 945520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 21-A, 3.75%, 09/15/51 (Call 06/15/26)<sup>(a)</sup> | 3005 | 2404962 |
| &nbsp;&nbsp;&nbsp;Series 21-B, 1.75%, 03/15/28 (Call 01/15/28) | 1175 | 992135 |
| &nbsp;&nbsp;&nbsp;Series A, 3.70%, 04/30/30 (Call 01/30/30) | 3935 | 3574829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 4.00%, 01/15/51 (Call 10/15/25)<sup>(a)</sup> | 1125 | 1007145 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 01/15/26 (Call 12/15/25) | 1433 | 1264866 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/25 (Call 09/01/25) | 3511 | 3455456 |
| &nbsp;&nbsp;&nbsp;5.15%, 09/15/41 | 2468 | 2249853 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/43 | 1060 | 957095 |
| &nbsp;&nbsp;&nbsp;Series F, 4.95%, 12/15/46 (Call 06/15/46) | 1485 | 1277486 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/51 (Call 05/01/51) | 1300 | 880594 |
| &nbsp;&nbsp;&nbsp;6.20%, 03/15/40 | 1594 | 1634424 |
| &nbsp;&nbsp;&nbsp;Series J, 3.90%, 04/01/45 (Call 10/01/44) | 540 | 411545 |
| &nbsp;&nbsp;&nbsp;Series K, 2.75%, 10/01/26 (Call 07/01/26) | 1690 | 1545167 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series L, 3.85%, 02/01/48 (Call 08/01/47) | $1763 | $1320751 |
| &nbsp;&nbsp;&nbsp;Series M, 4.10%, 09/15/28 (Call 06/15/28) | 1620 | 1550356 |
| &nbsp;&nbsp;&nbsp;Series N, 1.65%, 03/15/26 (Call 02/15/26) | 2225 | 1997939 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 06/15/24 (Call 12/15/23)<sup>(b)</sup> | 810 | 791038 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/46 (Call 02/15/46) | 1098 | 808952 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/47 (Call 02/15/47) | 1885 | 1438142 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/49 (Call 12/15/48) | 1273 | 988497 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/41 (Call 02/15/41) | 1616 | 1430806 |
| &nbsp;&nbsp;&nbsp;Series 6, 4.40%, 11/15/48 (Call 05/15/48) | 1228 | 1044230 |
| &nbsp;&nbsp;&nbsp;Series 8, 3.15%, 05/01/50 (Call 11/01/49) | 838 | 592441 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/31 (Call 12/15/30) | 2434 | 2007417 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/51 (Call 09/15/50) | 160 | 115768 |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/50 (Call 12/15/49) | 1016 | 749239 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/42 (Call 12/15/41) | 1036 | 853395 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/48 (Call 12/15/47) | 1478 | 1228410 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/15/44 (Call 11/15/43) | 1260 | 1061462 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/15/49 (Call 12/15/48) | 1954 | 1658321 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/52 (Call 01/15/52) | 1040 | 977454 |
| Toledo Edison Co. (The), 6.15%, 05/15/37 | 904 | 952111 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 08/01/30 (Call 05/01/30) | 2900 | 2241381 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/15/25 (Call 12/15/24)<sup>(b)</sup> | 285 | 273646 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/32 (Call 02/15/32) | 968 | 835791 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/01/51 (Call 11/01/50) | 1150 | 781460 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/50 (Call 12/15/49) | 1252 | 972766 |
| &nbsp;&nbsp;&nbsp;4.85%, 12/01/48 (Call 06/01/48) | 1137 | 1000333 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 03/15/32 (Call 12/15/31) | 2330 | 1859014 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/15/51 (Call 09/15/50) | 896 | 571594 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/27 (Call 03/15/27) | 2368 | 2213843 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/30 (Call 12/15/29) | 2134 | 1889038 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/01/49 (Call 04/01/49) | 2896 | 2062879 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 01/15/24) | 1930 | 1896997 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/29 (Call 12/15/28) | 2239 | 2081576 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/15/45 (Call 10/15/44) | 1765 | 1362050 |
| &nbsp;&nbsp;&nbsp;3.90%, 09/15/42 (Call 03/15/42) | 750 | 620670 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/52 (Call 10/01/51) | 525 | 429056 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 2440 | 1988649 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/01/37 | 115 | 112076 |
| &nbsp;&nbsp;&nbsp;8.45%, 03/15/39 | 193 | 246345 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/31 (Call 08/15/31) | 2105 | 1721322 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/30/32 (Call 12/30/31) | 1085 | 886695 |
| &nbsp;&nbsp;&nbsp;2.45%, 12/15/50 (Call 06/15/50) | 3077 | 1877801 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/15/51 (Call 05/15/51) | 2365 | 1594152 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/01/49 (Call 06/01/49) | 1635 | 1198422 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/15/24 (Call 11/15/23) | 1114 | 1095664 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/43 (Call 07/15/42) | 1445 | 1189813 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/44 (Call 08/15/43) | 1750 | 1529850 |
| &nbsp;&nbsp;&nbsp;4.60%, 12/01/48 (Call 06/01/48) | 2100 | 1857912 |
| &nbsp;&nbsp;&nbsp;6.35%, 11/30/37 | 1502 | 1595725 |
| &nbsp;&nbsp;&nbsp;8.88%, 11/15/38 | 1858 | 2454009 |
| &nbsp;&nbsp;&nbsp;Series A, 2.88%, 07/15/29 (Call 04/15/29) | 1426 | 1269126 |
| &nbsp;&nbsp;&nbsp;Series A, 3.10%, 05/15/25 (Call 02/15/25) | 2267 | 2180763 |
| &nbsp;&nbsp;&nbsp;Series A, 3.15%, 01/15/26 (Call 10/15/25) | 4037 | 3852630 |
| &nbsp;&nbsp;&nbsp;Series A, 3.50%, 03/15/27 (Call 12/15/26) | 2232 | 2126292 |
| &nbsp;&nbsp;&nbsp;Series A, 3.80%, 04/01/28 (Call 01/01/28) | 3420 | 3269588 |
| &nbsp;&nbsp;&nbsp;Series A, 6.00%, 05/15/37 | 1952 | 2042514 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 2.95%, 11/15/26 (Call 08/15/26) | $2315 | $2161423 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.75%, 05/15/27 (Call 04/15/27)<sup>(b)</sup> | 970 | 932335 |
| &nbsp;&nbsp;&nbsp;Series B, 3.80%, 09/15/47 (Call 03/15/47) | 1967 | 1542836 |
| &nbsp;&nbsp;&nbsp;Series B, 4.20%, 05/15/45 (Call 11/15/44) | 1407 | 1169921 |
| &nbsp;&nbsp;&nbsp;Series B, 6.00%, 01/15/36 | 1319 | 1371509 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/46 (Call 05/15/46) | 1900 | 1523971 |
| &nbsp;&nbsp;&nbsp;Series C, 4.63%, 05/15/52 (Call 11/15/51) | 2210 | 1978812 |
| &nbsp;&nbsp;&nbsp;Series D, 4.65%, 08/15/43 (Call 02/15/43) | 2115 | 1896161 |
| WEC Energy Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 03/15/24 (Call 02/15/24)<sup>(b)</sup> | 934 | 884003 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/15/27 (Call 08/15/27) | 1562 | 1326607 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/15/30 (Call 07/15/30) | 923 | 730628 |
| &nbsp;&nbsp;&nbsp;2.20%, 12/15/28 (Call 10/15/28) | 592 | 503360 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/27/25 (Call 08/27/25) | 1510 | 1517716 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/01/27 (Call 09/01/27) | 3670 | 3726445 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 06/15/28 (Call 04/15/28)<sup>(b)</sup> | 1995 | 1709416 |
| &nbsp;&nbsp;&nbsp;2.05%, 12/15/24 (Call 11/15/24) | 1660 | 1574560 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/15/48 (Call 04/15/48) | 745 | 621032 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/30/32 (Call 06/30/32) | 1380 | 1369843 |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/33 | 110 | 115427 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/01/36 | 475 | 485279 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 09/16/31 (Call 06/16/31) | 1850 | 1479944 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/29 (Call 04/01/29) | 1943 | 1726666 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/15/27 (Call 07/15/27) | 1205 | 1118806 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/01/50 (Call 10/01/49) | 1305 | 981556 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/01/32 (Call 06/01/32) | 4360 | 4038886 |
| &nbsp;&nbsp;&nbsp;6.38%, 08/15/37 | 245 | 261430 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 12/01/51 (Call 06/01/51) | 1345 | 890955 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/01/49 (Call 03/01/49) | 1310 | 929314 |
| &nbsp;&nbsp;&nbsp;3.67%, 12/01/42 | 1180 | 910311 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/01/44 (Call 05/01/44)<sup>(b)</sup> | 1568 | 1415841 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/10/25 | 1230 | 1246900 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/27 (Call 02/15/27) | 2485 | 2194777 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/15/31 (Call 05/15/31) | 1585 | 1276543 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/01/29 (Call 06/01/29) | 2321 | 1993437 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/25 (Call 12/01/24) | 2549 | 2451960 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/26 (Call 06/01/26) | 2807 | 2656825 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/01/30 (Call 12/01/29) | 2365 | 2117928 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/01/49 (Call 06/01/49)<sup>(b)</sup> | 1665 | 1236046 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/15/28 (Call 12/15/27)<sup>(b)</sup> | 3541 | 3409133 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/32 (Call 12/01/31) | 2670 | 2571450 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/01/36 | 904 | 981825 |
|  |  | 1532545123 |
| **Electrical Components & Equipment — 0.0%** |  |  |
| Acuity Brands Lighting Inc., 2.15%, 12/15/30 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/15/30) | 1296 | 1004957 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 10/15/26 (Call 09/15/26) | 654 | 570393 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/15/27 (Call 08/15/27) | 2881 | 2545277 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/15/30 (Call 07/15/30) | 1131 | 926300 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/21/28 (Call 10/21/28) | 2200 | 1899502 |
| &nbsp;&nbsp;&nbsp;2.20%, 12/21/31 (Call 09/21/31) | 2341 | 1924864 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/15/50 (Call 04/15/50)<sup>(b)</sup> | 2595 | 1740363 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/21/51 (Call 06/21/51) | 2025 | 1356467 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/01/25 (Call 03/01/25) | 3175 | 3073114 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electrical Components & Equipment (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/39 | $1440 | $1440878 |
|  |  | 16482115 |
| **Electronics — 0.2%** |  |  |
| Agilent Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 06/04/30 (Call 03/04/30) | 689 | 563829 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/12/31 (Call 12/12/30) | 3584 | 2939633 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/29 (Call 06/15/29) | 2209 | 1935725 |
| &nbsp;&nbsp;&nbsp;3.05%, 09/22/26 (Call 06/22/26) | 2681 | 2514135 |
| Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29) | 2026 | 1748843 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/24 (Call 08/01/24) | 1956 | 1884000 |
| &nbsp;&nbsp;&nbsp;3.55%, 10/01/27 (Call 07/01/27) | 1627 | 1479740 |
| &nbsp;&nbsp;&nbsp;5.41%, 07/01/32 (Call 04/01/32) | 1270 | 1219670 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 03/01/25 (Call 02/01/25) | 966 | 909692 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/15/31 (Call 06/15/31) | 2095 | 1683270 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/15/30 (Call 11/15/29) | 4307 | 3738476 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 02/01/24) | 1984 | 1939975 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/29 (Call 03/01/29) | 1506 | 1455459 |
| Arrow Electronics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 02/15/32 (Call 11/15/31) | 2880 | 2299046 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/08/24 (Call 07/08/24) | 1943 | 1868272 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/12/28 (Call 10/12/27) | 1420 | 1306812 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/25 (Call 01/01/25) | 1581 | 1535420 |
| Avnet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/31 (Call 02/15/31) | 1766 | 1375343 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/15/26 (Call 01/15/26) | 3006 | 2908365 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/32 (Call 03/01/32) | 1275 | 1190315 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/26 (Call 01/01/26) | 2400 | 2261928 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/15/25 (Call 03/15/25) | 3042 | 2993571 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/15/29 (Call 03/15/29) | 3091 | 2880750 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/12/30 (Call 02/12/30)<sup>(b)</sup> | 2109 | 1959830 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/28 | 1080 | 1069988 |
| Fortive Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 06/15/26 (Call 03/15/26) | 4306 | 4059266 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/46 (Call 12/15/45) | 1315 | 1042927 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 03/01/27 (Call 02/01/27) | 2494 | 2192625 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/01/25 (Call 05/01/25) | 3604 | 3341737 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/01/31 (Call 06/01/31) | 3555 | 2859926 |
| &nbsp;&nbsp;&nbsp;1.95%, 06/01/30 (Call 03/01/30) | 2581 | 2161149 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24) | 4720 | 4550080 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/26 (Call 08/01/26) | 7274 | 6802281 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/15/29 (Call 05/15/29) | 4005 | 3602698 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 06/01/50 (Call 12/01/49)<sup>(b)</sup> | 3405 | 2521437 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/23 | 75 | 73936 |
| &nbsp;&nbsp;&nbsp;3.81%, 11/21/47 (Call 05/21/47) | 2205 | 1888583 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/24 | 1000 | 1004250 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/28 | 3120 | 3183617 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/33 | 3125 | 3221062 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/01/41 | 790 | 833134 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/36 | 345 | 374266 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 1548 | 1669719 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/31 (Call 12/15/30) | 525 | 426788 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/27 (Call 05/15/27) | 662 | 610304 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/01/26 (Call 12/01/25) | 1755 | 1678710 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 (Call 11/15/27) | 2384 | 2224391 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electronics (continued)** |  |  |
| Jabil Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 04/15/26 (Call 03/15/26) | $3410 | $3025591 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/31 (Call 10/15/30) | 3911 | 3210501 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/30 (Call 10/15/29) | 891 | 792286 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/12/28 (Call 10/12/27) | 2740 | 2571572 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/27 (Call 04/15/27) | 1005 | 958690 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/29 (Call 07/30/29) | 2999 | 2626134 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/30/24 (Call 07/30/24) | 3538 | 3508493 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/06/27 (Call 01/06/27) | 3698 | 3633211 |
| Legrand France SA, 8.50%, 02/15/25 | 2972 | 3212821 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/09/24 (Call 12/12/22) | 330 | 304224 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/09/26 (Call 07/09/26) | 3651 | 3118502 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/09/28 (Call 06/09/28) | 3050 | 2498712 |
| &nbsp;&nbsp;&nbsp;2.65%, 08/09/31 (Call 05/09/31) | 2385 | 1852907 |
| Trimble Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 12/01/24 (Call 09/01/24) | 2610 | 2589120 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/15/28 (Call 03/15/28) | 2429 | 2358996 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/04/32 (Call 12/04/31)<sup>(b)</sup> | 175 | 145698 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/27 (Call 05/15/27) | 3060 | 2844362 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 739 | 722579 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/26 (Call 11/15/25) | 1579 | 1527777 |
| &nbsp;&nbsp;&nbsp;7.13%, 10/01/37 | 636 | 739744 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 04/01/26 (Call 03/01/26) | 2625 | 2216183 |
| &nbsp;&nbsp;&nbsp;2.40%, 04/01/28 (Call 02/01/28) | 2496 | 1974910 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/31 (Call 01/01/31) | 2780 | 2012859 |
|  |  | 146430845 |
| **Entertainment — 0.1%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 03/15/24<sup>(f)</sup> | 7040 | 6837248 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 03/15/24 (Call 03/15/23)<sup>(f)</sup> | 528 | 511484 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.64%, 03/15/25<sup>(f)</sup> | 8905 | 8506145 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.76%, 03/15/27 (Call 02/15/27)<sup>(f)</sup> | 14525 | 13235035 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.79%, 03/15/25 (Call 03/15/23)<sup>(b)(f)</sup> | 455 | 435690 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/15/29 (Call 01/15/29)<sup>(f)</sup> | 5165 | 4525676 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/32 (Call 12/15/31)<sup>(f)</sup> | 16310 | 13860401 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/15/42 (Call 09/15/41)<sup>(f)</sup> | 6460 | 5158246 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/52 (Call 09/15/51)<sup>(f)</sup> | 20975 | 16244718 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 03/15/62 (Call 09/15/61)<sup>(f)</sup> | 6950 | 5373184 |
|  |  | 74687827 |
| **Environmental Control — 0.1%** |  |  |
| Nature Conservancy (The), Series A, 3.96%, 03/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/01/51)<sup>(b)</sup> | 1263 | 1038451 |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/15/25 (Call 10/15/25)<sup>(b)</sup> | 1510 | 1350695 |
| &nbsp;&nbsp;&nbsp;1.45%, 02/15/31 (Call 11/15/30) | 3778 | 2943062 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/15/32 (Call 11/15/31)<sup>(b)</sup> | 1350 | 1053405 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 2190 | 1860449 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/33 (Call 12/15/32) | 2995 | 2426189 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/15/24 (Call 07/15/24) | 3198 | 3070048 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 07/01/26 (Call 04/01/26)<sup>(b)</sup> | 1579 | 1481023 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/01/50 (Call 09/01/49)<sup>(b)</sup> | 2085 | 1479266 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/25 (Call 12/15/24) | 2755 | 2647031 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/27 (Call 08/15/27) | 2785 | 2617037 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/28 (Call 02/15/28) | 3421 | 3284126 |
| &nbsp;&nbsp;&nbsp;5.70%, 05/15/41 (Call 11/15/40) | 136 | 141229 |
| &nbsp;&nbsp;&nbsp;6.20%, 03/01/40 | 335 | 359934 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Environmental Control (continued)** |  |  |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 01/15/32 (Call 10/15/31) | $2633 | $2116721 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/01/30 (Call 11/01/29) | 2277 | 1964618 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51)<sup>(b)</sup> | 2580 | 1764204 |
| &nbsp;&nbsp;&nbsp;3.05%, 04/01/50 (Call 10/01/49) | 1001 | 702552 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/01/32 (Call 03/01/32) | 2285 | 1994097 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/29 (Call 02/01/29) | 2076 | 1924618 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/33 (Call 10/15/32) | 2725 | 2574171 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/28 (Call 09/01/28) | 2402 | 2322374 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 11/15/25 (Call 10/15/25) | 1483 | 1329969 |
| &nbsp;&nbsp;&nbsp;1.15%, 03/15/28 (Call 01/15/28) | 1320 | 1107440 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/31 (Call 12/15/30) | 1473 | 1167205 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/01/29 (Call 04/01/29)<sup>(b)</sup> | 1530 | 1311654 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/15/50 (Call 05/15/50)<sup>(b)</sup> | 237 | 151237 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/41 (Call 12/01/40) | 3410 | 2581540 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/01/25 (Call 12/01/24)<sup>(b)</sup> | 476 | 460373 |
| &nbsp;&nbsp;&nbsp;3.15%, 11/15/27 (Call 08/15/27) | 3473 | 3251666 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/45 (Call 09/01/44) | 180 | 158602 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/15/32 (Call 01/15/32)<sup>(b)</sup> | 955 | 921900 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/15/49 (Call 01/15/49) | 2872 | 2552117 |
|  |  | 56109003 |
| **Food — 0.4%** |  |  |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | 1516 | 1608810 |
| Bestfoods, Series E, 7.25%, 12/15/26 | 1077 | 1187177 |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/24/30 (Call 01/24/30)<sup>(b)</sup> | 2748 | 2299142 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/24/50 (Call 10/24/49)<sup>(b)</sup> | 1780 | 1233362 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/19/25 (Call 12/19/24) | 1684 | 1623393 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/25 (Call 01/15/25) | 3787 | 3714327 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/28 (Call 12/15/27) | 3472 | 3362181 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/48 (Call 09/15/47) | 2550 | 2317567 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 11/01/27 (Call 09/01/27) | 1643 | 1370328 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 04/01/24) | 4250 | 4198957 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/01/25 (Call 09/01/25) | 3071 | 3040536 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/28 (Call 08/01/28) | 3410 | 3334162 |
| &nbsp;&nbsp;&nbsp;5.30%, 11/01/38 (Call 05/01/38) | 3871 | 3713218 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 11/01/48 (Call 05/01/48)<sup>(b)</sup> | 3458 | 3292880 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/01/28 | 2529 | 2717082 |
| &nbsp;&nbsp;&nbsp;8.25%, 09/15/30 | 1435 | 1645012 |
| Flowers Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/15/31 (Call 12/15/30)<sup>(b)</sup> | 1665 | 1349316 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/26 (Call 07/01/26) | 1572 | 1481123 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 10/14/31 (Call 07/14/31) | 2162 | 1755739 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/15/30 (Call 01/15/30) | 3234 | 2839872 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/01/51 (Call 08/01/50)<sup>(b)</sup> | 2554 | 1764227 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/10/27 (Call 11/10/26) | 2897 | 2765592 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/24 (Call 11/15/23) | 3362 | 3321555 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/17/25 (Call 02/17/25) | 4255 | 4193771 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/17/28 (Call 01/17/28) | 5378 | 5286520 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/17/48 (Call 10/17/47) | 10 | 8988 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/15/40 | 427 | 426658 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 06/01/25 (Call 05/01/25) | 1511 | 1383185 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/01/30 (Call 03/01/30) | 1222 | 990443 |
| &nbsp;&nbsp;&nbsp;2.05%, 11/15/24 (Call 10/15/24) | 1280 | 1219814 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/26 (Call 05/15/26) | 4082 | 3786218 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (Call 08/15/29) | 1688 | 1467058 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/50 (Call 12/01/49) | $620 | $417936 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/15/49 (Call 05/15/49)<sup>(b)</sup> | 1869 | 1365230 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/21/25 (Call 05/21/25) | 878 | 848508 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/46 (Call 02/15/46) | 475 | 364743 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 06/03/24 (Call 01/03/23) | 307 | 288743 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/03/28 (Call 04/03/28) | 4235 | 3672253 |
| &nbsp;&nbsp;&nbsp;1.80%, 06/11/30 (Call 03/11/30) | 502 | 411023 |
| &nbsp;&nbsp;&nbsp;3.05%, 06/03/51 (Call 12/03/50) | 3030 | 2151027 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/01/30 (Call 03/01/30) | 1279 | 1096704 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 10/01/26 (Call 07/01/26)<sup>(b)</sup> | 2980 | 2791426 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/50 (Call 12/01/49) | 2095 | 1572800 |
| 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>(f)</sup> | 165 | 138796 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/32 (Call 02/15/32)<sup>(f)</sup> | 1001 | 788267 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/02/52 (Call 08/02/51)<sup>(f)</sup> | 150 | 109920 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 02/01/28 (Call 01/01/28)<sup>(f)</sup> | 5780 | 5545448 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/30 (Call 01/15/25)<sup>(b)(f)</sup> | 200 | 192096 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 04/01/33 (Call 01/01/33)<sup>(f)</sup> | 5500 | 5334780 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/15/29 (Call 04/15/24)<sup>(f)</sup> | 25 | 25054 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/01/52 (Call 06/01/52)<sup>(f)</sup> | 5479 | 5371721 |
| JM Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/15/32 (Call 12/15/31) | 2125 | 1663769 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/30 (Call 12/15/29) | 1965 | 1642092 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/41 (Call 03/15/41) | 1070 | 724433 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/15/27 (Call 09/15/27) | 2705 | 2520032 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/25 | 5340 | 5189465 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/15/50 (Call 09/15/49)<sup>(b)</sup> | 1583 | 1096639 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/35 | 2267 | 2064330 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/45 | 1846 | 1532752 |
| Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 06/01/30 (Call 03/01/30) | 590 | 481375 |
| &nbsp;&nbsp;&nbsp;2.65%, 12/01/23 | 3617 | 3536305 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 | 2976 | 2847080 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/27 (Call 08/15/27) | 1961 | 1841242 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/28 (Call 02/15/28) | 2949 | 2898985 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 | 1924 | 1675169 |
| &nbsp;&nbsp;&nbsp;Series B, 7.45%, 04/01/31 | 3442 | 3926943 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40<sup>(b)</sup> | 1565 | 1592732 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/26 (Call 03/01/26) | 6920 | 6514004 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/30 (Call 01/01/30) | 2710 | 2508457 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/15/27 (Call 02/15/27) | 4760 | 4592972 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/31 (Call 12/01/30) | 1637 | 1555248 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/46 (Call 12/01/45) | 9010 | 7590294 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/30/29 (Call 10/30/28) | 1665 | 1658340 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/39 (Call 04/01/39) | 1915 | 1719325 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/49 (Call 04/01/49) | 3085 | 2783565 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/35 (Call 01/15/35) | 2900 | 2848061 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/04/42 | 5380 | 5053326 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/45 (Call 01/15/45) | 6220 | 5874479 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/50 (Call 12/01/49) | 3235 | 3218178 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/09/40 | 2710 | 2941624 |
| &nbsp;&nbsp;&nbsp;6.75%, 03/15/32 | 1135 | 1249283 |
| &nbsp;&nbsp;&nbsp;6.88%, 01/26/39 | 3070 | 3405704 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 01/15/31 (Call 10/15/30)<sup>(b)</sup> | 1980 | 1543390 |
| &nbsp;&nbsp;&nbsp;2.20%, 05/01/30 (Call 02/01/30) | 3233 | 2643527 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 10/15/26 (Call 07/15/26) | $3362 | $3094385 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/26 (Call 11/01/25) | 2851 | 2738214 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/01/27 (Call 05/01/27) | 2425 | 2310249 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/46 (Call 04/15/46) | 2541 | 1977787 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/50 (Call 07/15/49) | 2831 | 2265819 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/24 (Call 11/01/23) | 3199 | 3165762 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/01/47 (Call 08/01/46) | 1551 | 1333767 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/29 (Call 10/15/28) | 2681 | 2601642 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/48 (Call 07/15/47) | 2019 | 1768987 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/42 (Call 10/15/41) | 1366 | 1252841 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/01/43 (Call 02/01/43) | 1585 | 1483497 |
| &nbsp;&nbsp;&nbsp;5.40%, 07/15/40 (Call 01/15/40) | 1203 | 1161821 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/15/49 (Call 07/15/48) | 2062 | 1996882 |
| &nbsp;&nbsp;&nbsp;6.90%, 04/15/38 | 1705 | 1888305 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/01/31 | 1178 | 1340046 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 02/15/26 (Call 01/15/26) | 2950 | 2593640 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (Call 11/15/30)<sup>(b)</sup> | 2133 | 1662887 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/30 (Call 01/15/30) | 2615 | 2202379 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/24 (Call 06/15/24) | 3442 | 3331581 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/27 (Call 05/15/27) | 3845 | 3614531 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/47 (Call 02/15/47) | 1430 | 1176661 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 05/04/25 (Call 04/04/25) | 4035 | 3748959 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/04/31 (Call 11/04/30) | 2631 | 2044682 |
| &nbsp;&nbsp;&nbsp;1.88%, 10/15/32 (Call 07/15/32) | 2129 | 1638244 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/17/24 | 186 | 179332 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/17/27 (Call 02/17/27) | 655 | 597399 |
| &nbsp;&nbsp;&nbsp;2.63%, 09/04/50 (Call 03/04/50) | 3775 | 2426645 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/13/30 (Call 01/13/30) | 2096 | 1820984 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/07/28 (Call 02/07/28)<sup>(b)</sup> | 570 | 552564 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/32 (Call 09/01/26)<sup>(f)</sup> | 455 | 367958 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/15/31 (Call 04/15/26)<sup>(f)</sup> | 800 | 695232 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29) | 3059 | 2569713 |
| &nbsp;&nbsp;&nbsp;2.45%, 12/14/31 (Call 09/14/31) | 1300 | 1057927 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 12/14/51 (Call 06/14/51)<sup>(b)</sup> | 1605 | 1098751 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 3471 | 3234486 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/26 (Call 04/15/26) | 3515 | 3332009 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/15/50 (Call 08/15/49)<sup>(b)</sup> | 1809 | 1281170 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | 4135 | 4012149 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/48 (Call 09/15/47) | 1853 | 1564006 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 (Call 10/01/45) | 855 | 731273 |
| &nbsp;&nbsp;&nbsp;4.85%, 10/01/45 (Call 04/01/45) | 2345 | 2112986 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/21/35 | 1904 | 1902191 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/30 (Call 01/01/30) | 2053 | 2156615 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/40 (Call 10/01/39) | 770 | 839292 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/50 (Call 10/01/49) | 4297 | 4841774 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 06/02/27 (Call 03/02/27) | 5038 | 4763127 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/24 (Call 05/15/24) | 4721 | 4640318 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/26 (Call 01/01/26) | 4096 | 3988849 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28) | 3704 | 3595288 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/02/47 (Call 12/02/46) | 1896 | 1669030 |
| &nbsp;&nbsp;&nbsp;4.88%, 08/15/34 (Call 02/15/34) | 3396 | 3328555 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/28/48 (Call 03/28/48) | 4775 | 4533289 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/15/44 (Call 02/15/44) | 2431 | 2307068 |
| Walmart Inc., 3.90%, 09/09/25 | 2820 | 2788049 |
|  |  | 321499405 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Forest Products & Paper — 0.0%** |  |  |
| Celulosa Arauco y Constitucion SA |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 11/02/27 (Call 08/02/27) | $2298 | $2115056 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/24 (Call 05/01/24) | 2214 | 2179417 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/02/47 (Call 05/02/47) | 1440 | 1210162 |
| Fibria Overseas Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/14/25 (Call 11/14/24)<sup>(b)</sup> | 522 | 504033 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/17/27<sup>(b)</sup> | 2979 | 2976200 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 11/15/29 | 1863 | 2145449 |
| &nbsp;&nbsp;&nbsp;8.00%, 01/15/24 | 2699 | 2784261 |
| &nbsp;&nbsp;&nbsp;8.88%, 05/15/31 | 2255 | 2782061 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 08/15/48 (Call 02/15/48) | 816 | 692809 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/47 (Call 02/15/47) | 3258 | 2718931 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/44 (Call 12/15/43) | 3395 | 3006918 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/15/35 (Call 03/15/35)<sup>(b)</sup> | 635 | 619493 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/15/46 (Call 11/15/45) | 300 | 273996 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/41 (Call 05/15/41) | 2756 | 2757020 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/28 (Call 07/15/28) | 1770 | 1488889 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/32 (Call 10/15/31) | 867 | 680404 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/31 (Call 10/15/30) | 1091 | 915600 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/30 (Call 10/15/29) | 4031 | 3776442 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/29 (Call 10/15/28) | 6237 | 6203071 |
|  |  | 39830212 |
| **Gas — 0.2%** |  |  |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 01/15/31 (Call 10/15/30) | 1975 | 1544154 |
| &nbsp;&nbsp;&nbsp;2.63%, 09/15/29 (Call 06/15/29) | 1240 | 1086476 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 02/15/52 (Call 08/15/51)<sup>(b)</sup> | 540 | 359899 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/27 (Call 03/15/27) | 2160 | 2029212 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/49 (Call 03/15/49) | 2691 | 1990479 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/44 (Call 04/15/44) | 1726 | 1451014 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/49 (Call 09/15/48) | 2664 | 2227424 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/43 (Call 07/15/42) | 2549 | 2156887 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/01/48 (Call 04/01/48) | 1668 | 1432228 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/41 (Call 12/15/40) | 1916 | 1914985 |
| &nbsp;&nbsp;&nbsp;5.75%, 10/15/52 (Call 04/15/52) | 1450 | 1552399 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/01/30 (Call 07/01/30) | 1875 | 1497431 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/28 (Call 01/01/28) | 2054 | 1966007 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 09/01/47 (Call 03/01/47)<sup>(b)</sup> | 2058 | 1693075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/01/32 (Call 04/01/32)<sup>(b)</sup> | 1965 | 1911375 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/41 (Call 07/15/40) | 878 | 893953 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/15/24 (Call 09/15/24) | 556 | 543023 |
| &nbsp;&nbsp;&nbsp;Series A, 2.50%, 11/15/24 (Call 10/15/24) | 6247 | 5935962 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/31 (Call 12/01/30) | 1515 | 1201092 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/15/27 (Call 06/15/27) | 624 | 573500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/01/28 (Call 06/01/28)<sup>(b)</sup> | 1863 | 1758504 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/25 (Call 04/15/25) | 1609 | 1605267 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/26 (Call 12/15/25) | 1772 | 1775703 |
| NiSource Inc. |  |  |
| 0.95%, 08/15/25 (Call 07/15/25) | 4954 | 4470391 |
| &nbsp;&nbsp;&nbsp;1.70%, 02/15/31 (Call 11/15/30) | 3485 | 2685541 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/29 (Call 06/01/29) | 1824 | 1601125 |
| &nbsp;&nbsp;&nbsp;3.49%, 05/15/27 (Call 02/15/27) | 1859 | 1756420 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/01/30 (Call 02/01/30) | 3819 | 3430531 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/30/48 (Call 09/30/47) | 2951 | 2328073 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/47 (Call 11/15/46) | $2056 | $1743796 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/15/44 (Call 08/15/43) | 3029 | 2706139 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/52 (Call 12/15/51) | 1805 | 1665564 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/43 (Call 08/15/42) | 1265 | 1206102 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/01/45 (Call 08/01/44) | 2072 | 2053311 |
| &nbsp;&nbsp;&nbsp;5.95%, 06/15/41 (Call 12/15/40) | 1515 | 1541240 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 03/11/24 (Call 12/16/22) | 1643 | 1561343 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 (Call 02/15/30) | 302 | 246867 |
| &nbsp;&nbsp;&nbsp;3.61%, 02/01/24 (Call 11/01/23) | 978 | 962186 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/01/32 (Call 06/01/32)<sup>(b)</sup> | 395 | 377774 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 (Call 05/01/48) | 1782 | 1489075 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/01/44 (Call 08/01/43) | 1508 | 1305566 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/31 (Call 12/15/30) | 2670 | 2200908 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/01/50 (Call 12/01/49) | 2440 | 1686894 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/29 (Call 03/01/29) | 1769 | 1633388 |
| &nbsp;&nbsp;&nbsp;3.64%, 11/01/46 (Call 05/01/46) | 1092 | 794113 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/01/43 (Call 02/01/43) | 785 | 680807 |
| &nbsp;&nbsp;&nbsp;5.05%, 05/15/52 (Call 11/15/51) | 700 | 640255 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/15/27 (Call 03/15/27) | 2475 | 2288756 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/15/24 (Call 06/15/24) | 3465 | 3362436 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 03/15/25) | 1266 | 1216499 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/42 (Call 03/15/42) | 1155 | 908835 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/40 | 1710 | 1615420 |
| &nbsp;&nbsp;&nbsp;Series TT, 2.60%, 06/15/26 (Call 03/15/26) | 2507 | 2332738 |
| &nbsp;&nbsp;&nbsp;Series UU, 4.13%, 06/01/48 (Call 12/01/47) | 1714 | 1394545 |
| &nbsp;&nbsp;&nbsp;Series VV, 4.30%, 01/15/49 (Call 07/15/48) | 1805 | 1488222 |
| &nbsp;&nbsp;&nbsp;Series WW, 3.95%, 02/15/50 (Call 08/15/49) | 857 | 675102 |
| &nbsp;&nbsp;&nbsp;Series XX, 2.55%, 02/01/30 (Call 11/01/29) | 2553 | 2198746 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/26 (Call 03/15/26) | 1720 | 1617127 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/01/46 (Call 04/01/46) | 2253 | 1738550 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/43 (Call 12/01/42) | 1930 | 1600974 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/30/47 (Call 11/30/46) | 1948 | 1584075 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 09/15/32 (Call 03/15/32)<sup>(b)</sup> | 150 | 148963 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/15/41 (Call 09/15/40) | 2105 | 2123271 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30) | 2594 | 1993671 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 21A, 3.15%, 09/30/51 (Call 03/30/51)<sup>(b)</sup> | 1670 | 1106625 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 06/15/30 (Call 03/15/30) | 1403 | 1091141 |
| &nbsp;&nbsp;&nbsp;3.18%, 08/15/51 (Call 02/15/51) | 1255 | 762500 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/28 (Call 01/01/28) | 1833 | 1683336 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/29/46 (Call 03/29/46) | 1316 | 920081 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/32 (Call 12/15/31) | 2612 | 2290019 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/01/49 (Call 12/01/48) | 1344 | 968809 |
| &nbsp;&nbsp;&nbsp;5.80%, 12/01/27 | 1700 | 1714739 |
| Spire Missouri Inc., 3.30%, 06/01/51 (Call 12/01/50) | 310 | 213119 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/49 (Call 03/15/49) | 1350 | 1013688 |
| &nbsp;&nbsp;&nbsp;Series K, 3.80%, 09/15/46 (Call 03/15/46) | 2066 | 1576007 |
|  |  | 121495452 |
| **Hand & Machine Tools — 0.0%** |  |  |
| Kennametal Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/31 (Call 12/01/30) | 1365 | 1075033 |
| &nbsp;&nbsp;&nbsp;4.63%, 06/15/28 (Call 03/15/28) | 725 | 684980 |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/01/50 (Call 11/01/49)<sup>(b)</sup> | 1384 | 1013268 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/27 (Call 12/01/26) | 1775 | 1691682 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Hand & Machine Tools (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/48 (Call 09/01/47) | $510 | $442670 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/24/25 (Call 02/24/23) | 35 | 33207 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/30 (Call 12/15/29) | 4005 | 3354428 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/50 (Call 05/15/50) | 1900 | 1219192 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/32 (Call 02/15/32)<sup>(b)</sup> | 1807 | 1550460 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/26 (Call 01/01/26) | 3160 | 3027248 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/60 (Call 03/15/25)<sup>(a)</sup> | 2640 | 2270321 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/15/28 (Call 08/15/28) | 1661 | 1617731 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/48 (Call 05/15/48) | 1412 | 1292488 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/01/40 | 2453 | 2384684 |
|  |  | 21657392 |
| **Health Care - Products — 0.3%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 01/30/28 (Call 11/30/27)<sup>(b)</sup> | 4415 | 3803081 |
| &nbsp;&nbsp;&nbsp;1.40%, 06/30/30 (Call 03/30/30) | 3143 | 2537092 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 12/15/24) | 4355 | 4221389 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/30/26 (Call 08/30/26) | 5207 | 5137018 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/25 (Call 06/15/25) | 2684 | 2646263 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/30/36 (Call 05/30/36) | 6348 | 6404878 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/43 (Call 10/15/42) | 3415 | 3347451 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/30/46 (Call 05/30/46) | 8427 | 8464837 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/27/40 | 3400 | 3534606 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/39 | 1195 | 1326904 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/30/37 | 2045 | 2329480 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.87%, 12/01/23 | 480 | 461088 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 11/29/24<sup>(b)</sup> | 751 | 699241 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 04/01/31 (Call 01/01/31)<sup>(b)</sup> | 590 | 454902 |
| &nbsp;&nbsp;&nbsp;1.92%, 02/01/27 (Call 01/01/27) | 5943 | 5296164 |
| &nbsp;&nbsp;&nbsp;2.27%, 12/01/28 (Call 10/01/28) | 5275 | 4558549 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.54%, 02/01/32 (Call 11/01/31)<sup>(b)</sup> | 895 | 722865 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/15/26 (Call 05/15/26) | 4242 | 3907561 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/01/51 (Call 06/01/51)<sup>(b)</sup> | 2480 | 1667850 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 2063 | 1520905 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/01/30 (Call 01/01/30) | 3860 | 3569342 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 06/01/25 (Call 05/01/25) | 2750 | 2572625 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/30 (Call 03/01/30) | 1871 | 1613812 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/01/24 (Call 02/01/24) | 1796 | 1764354 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/39 (Call 09/01/38) | 1703 | 1548930 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/01/49 (Call 09/01/48)<sup>(b)</sup> | 2229 | 2052820 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/15/35 | 1083 | 1188192 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 01/15/40<sup>(b)</sup> | 1166 | 1353504 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/50 (Call 04/01/50) | 3688 | 2446103 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 12/10/51 (Call 06/10/51)<sup>(b)</sup> | 3705 | 2550226 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 886 | 860200 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 1838 | 1655156 |
| DENTSPLY SIRONA Inc., 3.25%, 06/01/30 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/01/30) | 2473 | 2054024 |
| DH Europe Finance II Sarl |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 11/15/24 (Call 10/15/24) | 3344 | 3184725 |
| &nbsp;&nbsp;&nbsp;2.60%, 11/15/29 (Call 08/15/29) | 3206 | 2834938 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/39 (Call 05/15/39) | 3702 | 2999694 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/49 (Call 05/15/49) | 2184 | 1683908 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/28) | 2266 | 2189364 |
| GE Healthcare Holding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 11/15/24<sup>(f)</sup> | 5835 | 5861841 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/15/25<sup>(f)</sup> | $5210 | $5262413 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/15/27<sup>(f)</sup> | 6975 | 7139749 |
| &nbsp;&nbsp;&nbsp;5.86%, 03/15/30 | 365 | 378545 |
| &nbsp;&nbsp;&nbsp;5.91%, 11/22/32 | 525 | 551376 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 11/22/52<sup>(f)</sup> | 2315 | 2573956 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/42 | 2037 | 1796349 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/11/38 | 2690 | 2892772 |
| Medtronic Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/43 (Call 10/01/42)<sup>(b)</sup> | 30 | 25933 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/35 | 7435 | 7162433 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/45 | 6752 | 6457545 |
| PerkinElmer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.85%, 09/15/24 (Call 01/03/23) | 777 | 716052 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/15/28 (Call 07/15/28) | 2423 | 2020709 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/31 (Call 06/15/31) | 2105 | 1664823 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | 820 | 667677 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/15/29 (Call 06/15/29) | 2186 | 1916357 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/15/51 (Call 09/15/50)<sup>(b)</sup> | 980 | 704326 |
| Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30) | 4545 | 3562598 |
| STERIS Irish FinCo UnLtd Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/31 (Call 12/15/30) | 3026 | 2480019 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/51 (Call 09/15/50) | 2870 | 2091972 |
| Stryker Corp. |  |  |
| 0.60%, 12/01/23 (Call 12/12/22) | 1230 | 1174884 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 06/15/25 (Call 05/15/25)<sup>(b)</sup> | 1113 | 1020064 |
| &nbsp;&nbsp;&nbsp;1.95%, 06/15/30 (Call 03/15/30) | 2803 | 2311158 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 06/15/50 (Call 12/15/49)<sup>(b)</sup> | 1986 | 1368155 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 02/15/24) | 3940 | 3852296 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/25 (Call 08/01/25) | 2883 | 2789706 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/26 (Call 12/15/25) | 5024 | 4860017 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/07/28 (Call 12/07/27)<sup>(b)</sup> | 3467 | 3326378 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/01/43 (Call 10/01/42) | 2428 | 2011622 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/44 (Call 11/15/43) | 2533 | 2169464 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/46 (Call 09/15/45) | 2050 | 1857689 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.22%, 10/18/24 (Call 01/03/23) | 1315 | 1226514 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/15/28 (Call 08/15/28)<sup>(b)</sup> | 3275 | 2803596 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/15/31 (Call 07/15/31) | 2295 | 1886077 |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/29 (Call 07/01/29) | 3569 | 3176874 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/15/41 (Call 04/15/41) | 1365 | 1029483 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/15/47 (Call 02/15/47) | 2944 | 2614920 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/21/27 (Call 10/21/27) | 1373 | 1385879 |
| &nbsp;&nbsp;&nbsp;4.95%, 11/21/32 | 1670 | 1711449 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/01/44 (Call 08/01/43) | 1889 | 1937509 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 11/22/24 (Call 01/03/23) | 700 | 649817 |
| &nbsp;&nbsp;&nbsp;2.60%, 11/24/31 (Call 08/24/31) | 3495 | 2852899 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/26 (Call 12/15/25) | 2588 | 2451716 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/01/25 (Call 01/01/25) | 540 | 521975 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/45 (Call 02/15/45) | 2669 | 2150760 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/30/39 | 368 | 359047 |
|  |  | 210591434 |
| **Health Care - Services — 0.8%** |  |  |
| AdventHealth Obligated Group, Series E, 2.80%, |  |  |
| &nbsp;&nbsp;&nbsp;11/15/51 (Call 05/15/51) | 1184 | 761786 |
| Adventist Health System/West |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/29 (Call 12/01/28) | 708 | 611776 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/01/49 (Call 09/01/48) | 2126 | 1533590 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.39%, 10/15/49 (Call 04/15/49) | $1787 | $1306494 |
| &nbsp;&nbsp;&nbsp;3.83%, 08/15/28 (Call 05/15/28) | 1186 | 1121493 |
| &nbsp;&nbsp;&nbsp;4.27%, 08/15/48 (Call 02/15/48) | 1586 | 1372746 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.21%, 06/15/30 (Call 03/15/30) | 455 | 376817 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.01%, 06/15/50 (Call 12/15/49) | 1622 | 1098500 |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 4775 | 4655291 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/47 (Call 02/15/47) | 760 | 594996 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/42 (Call 05/15/42) | 2954 | 2439915 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/42 (Call 11/15/41) | 1886 | 1644762 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/44 (Call 09/15/43) | 1654 | 1469926 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/36 | 2621 | 2809397 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/15/37 | 2858 | 3107932 |
| AHS Hospital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.02%, 07/01/45 | 725 | 705121 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.78%, 07/01/51 (Call 01/01/51) | 901 | 567107 |
| Allina Health System |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 11/15/51 (Call 05/15/51) | 385 | 250704 |
| Series 2019, 3.89%, 04/15/49 | 2488 | 2007468 |
| Anthem Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 05/15/32 (Call 02/15/32)<sup>(b)</sup> | 2058 | 1941435 |
| &nbsp;&nbsp;&nbsp;4.55%, 05/15/52 (Call 11/15/51) | 2175 | 1961828 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/46 | 3430 | 2884870 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/15/53<sup>(b)</sup> | 3175 | 3042666 |
| &nbsp;&nbsp;&nbsp;Series B, 2.53%, 11/15/29 (Call 08/15/29) | 2294 | 1987132 |
| &nbsp;&nbsp;&nbsp;Series B, 3.11%, 11/15/39 (Call 05/15/39) | 1021 | 788161 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 01/01/31 (Call 07/01/30) | 1063 | 845298 |
| &nbsp;&nbsp;&nbsp;2.34%, 01/01/30 (Call 10/01/29) | 2022 | 1698864 |
| &nbsp;&nbsp;&nbsp;2.91%, 01/01/42 (Call 07/01/41) | 170 | 124370 |
| &nbsp;&nbsp;&nbsp;2.91%, 01/01/51 (Call 07/01/50) | 1552 | 1022240 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.18%, 01/01/50 (Call 07/01/49) | 1603 | 1130404 |
| Baptist Health South Florida Obligated Group, Series |  |  |
| &nbsp;&nbsp;&nbsp;2021, 3.12%, 11/15/71 (Call 05/15/71) | 500 | 297460 |
| Baptist Healthcare System Obligated Group, Series |  |  |
| &nbsp;&nbsp;&nbsp;20B, 3.54%, 08/15/50 (Call 02/15/50) | 613 | 444640 |
| BayCare Health System Inc., Series 2020, 3.83%, |  |  |
| &nbsp;&nbsp;&nbsp;11/15/50 (Call 05/15/50) | 2604 | 2109422 |
| Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 11/15/46 (Call 05/15/46) | 860 | 710480 |
| &nbsp;&nbsp;&nbsp;4.19%, 11/15/45 (Call 05/15/45) | 1358 | 1166196 |
| &nbsp;&nbsp;&nbsp;Series 2021, 1.78%, 11/15/30 (Call 05/15/30) | 1131 | 889317 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.84%, 11/15/50 (Call 11/15/49) | 4310 | 2850246 |
| Beth Israel Lahey Health Inc., Series L, 3.08%, |  |  |
| &nbsp;&nbsp;&nbsp;07/01/51 (Call 01/01/51) | 730 | 466893 |
| BHSH System Obligated Group, Series 19A, 3.49%, |  |  |
| &nbsp;&nbsp;&nbsp;07/15/49 (Call 01/15/49) | 1758 | 1318500 |
| Bon Secours Mercy Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.46%, 06/01/30 (Call 12/01/29) | 2596 | 2343773 |
| &nbsp;&nbsp;&nbsp;Series 20-2, 2.10%, 06/01/31 (Call 12/01/30) | 1130 | 895412 |
| &nbsp;&nbsp;&nbsp;Series 20-2, 3.21%, 06/01/50 (Call 12/01/49) | 1720 | 1168895 |
| Catholic Health Services of Long Island Obligated |  |  |
| &nbsp;&nbsp;&nbsp;Group, Series 2020, 3.37%, 07/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/50) | 1655 | 1088808 |
| Cedars-Sinai Health System, Series 2021, 2.29%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;08/15/31 (Call 02/15/31)<sup>(b)</sup> | 1150 | 934214 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 07/15/28 (Call 05/15/28) | 1240 | 1048432 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/31 (Call 12/01/30) | 5400 | 4276476 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 08/01/31 (Call 05/01/31) | $345 | $273371 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30 (Call 07/15/30) | 5940 | 4901510 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/30 (Call 02/15/25) | 775 | 661377 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/27 (Call 12/16/22) | 820 | 769923 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/15/29 (Call 12/15/24) | 5860 | 5446987 |
| Children's Health System of Texas, 2.51%, 08/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/50) | 1876 | 1136818 |
| Children's Hospital Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017, 4.12%, 01/01/47 (Call 07/01/46) | 1723 | 1475181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.59%, 02/01/50 (Call 08/01/49)<sup>(b)</sup> | 480 | 298162 |
| Children's Hospital Medical Center/Cincinnati OH, |  |  |
| &nbsp;&nbsp;&nbsp;4.27%, 05/15/44 | 1558 | 1350552 |
| Children's Hospital of Philadelphia (The), Series 2020, |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 07/01/50 (Call 01/01/50) | 1203 | 773252 |
| Children's Hospital/DC, Series 2020, 2.93%, 07/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/15/50) | 1116 | 713202 |
| CHRISTUS Health, Series C, 4.34%, 07/01/28 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/01/28)<sup>(b)</sup> | 1749 | 1667584 |
| City of Hope |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013, 5.62%, 11/15/43 | 1025 | 1015498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018, 4.38%, 08/15/48 (Call 02/15/48)<sup>(b)</sup> | 927 | 776872 |
| Cleveland Clinic Foundation (The), 4.86%, 01/01/2114 | 1505 | 1323708 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 10/01/25 (Call 07/01/25) | 1828 | 1644944 |
| &nbsp;&nbsp;&nbsp;2.76%, 10/01/24 (Call 07/01/24) | 264 | 252706 |
| &nbsp;&nbsp;&nbsp;2.78%, 10/01/30 (Call 04/01/30) | 1872 | 1508308 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/01/29 (Call 04/01/29) | 3045 | 2664588 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.82%, 10/01/49 (Call 04/01/49)<sup>(b)</sup> | 3052 | 2261410 |
| &nbsp;&nbsp;&nbsp;3.91%, 10/01/50 (Call 04/01/50) | 1304 | 954828 |
| &nbsp;&nbsp;&nbsp;4.19%, 10/01/49 (Call 04/01/49) | 2966 | 2283731 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/01/42 | 2968 | 2482495 |
| &nbsp;&nbsp;&nbsp;6.07%, 11/01/27 | 1756 | 1801849 |
| &nbsp;&nbsp;&nbsp;6.46%, 11/01/52 | 915 | 988136 |
| Community Health Network Inc., Series 20-A, 3.10%, |  |  |
| &nbsp;&nbsp;&nbsp;05/01/50 (Call 11/01/49) | 1485 | 945099 |
| Cottage Health Obligated Group, Series 2020, 3.30%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;11/01/49 (Call 05/01/49)<sup>(b)</sup> | 2340 | 1680073 |
| Dartmouth-Hitchcock Health, Series B, 4.18%, 08/01/48 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/01/48) | 1947 | 1576174 |
| Dignity Health |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/42 | 1030 | 862254 |
| &nbsp;&nbsp;&nbsp;5.27%, 11/01/64 | 1330 | 1142324 |
| Duke University Health System Inc., Series 2017, |  |  |
| &nbsp;&nbsp;&nbsp;3.92%, 06/01/47 (Call 12/01/46) | 1686 | 1396210 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/26 (Call 02/15/26) | 3575 | 3221003 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/15/30 (Call 02/15/30) | 2788 | 2336483 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/15/25 (Call 12/15/24) | 2640 | 2516976 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | 4195 | 3543810 |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/29 (Call 06/15/29) | 3082 | 2723317 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 926 | 653710 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/24 (Call 10/01/24) | 5694 | 5529614 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/24 (Call 05/15/24) | 4653 | 4550076 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/51 (Call 09/15/50) | 5203 | 3963541 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/01/27 (Call 09/01/27) | 6678 | 6354584 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/49 (Call 03/15/49) | 3837 | 2935036 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/28 (Call 12/01/27) | 3938 | 3809188 |
| &nbsp;&nbsp;&nbsp;4.38%, 12/01/47 (Call 06/01/47) | 4928 | 4294604 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/48 (Call 09/01/47) | 3495 | 3096745 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/42 | 1439 | 1326024 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/43 | 3995 | 3691260 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/44 (Call 02/15/44) | 1612 | 1464744 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | $3108 | $2977433 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/15/25 | 1535 | 1557104 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/32 (Call 07/15/32) | 2100 | 2169426 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/36 | 1004 | 1030435 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/15/34 | 365 | 382199 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/15/52 | 1940 | 2114096 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/37 | 495 | 536753 |
| Franciscan Missionaries of Our Lady Health |  |  |
| &nbsp;&nbsp;&nbsp;System Inc., Series B, 3.91%, 07/01/49 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/49) | 195 | 152088 |
| Fred Hutchinson Cancer Center, 4.97%, 01/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/01/51) | 662 | 616190 |
| Hackensack Meridian Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.21%, 07/01/48 (Call 01/01/48) | 1291 | 1099416 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/57 (Call 01/01/57) | 1685 | 1452976 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.68%, 09/01/41 (Call 03/01/41) | 1996 | 1380813 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.88%, 09/01/50 (Call 03/01/50) | 1922 | 1264541 |
| Hartford HealthCare Corp., 3.45%, 07/01/54<sup>(b)</sup> | 2060 | 1482664 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 07/15/31 (Call 04/15/31) | 4840 | 3802401 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/27 (Call 02/15/27)<sup>(f)</sup> | 1240 | 1128908 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/15/29 (Call 01/15/29)<sup>(f)</sup> | 1327 | 1170441 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/30 (Call 03/01/30) | 10715 | 9279511 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/51 (Call 01/15/51) | 4520 | 3043361 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/15/32 (Call 12/15/31)<sup>(f)</sup> | 3802 | 3255577 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 03/15/29) | 7705 | 7065100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/42 (Call 09/15/41)<sup>(f)</sup> | 1320 | 1074269 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 5310 | 5106521 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/52 (Call 09/15/51)<sup>(f)</sup> | 2440 | 1962882 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/24 | 2853 | 2841845 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/39 (Call 12/15/38) | 5710 | 5107424 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/25 | 2911 | 2911728 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/26 (Call 12/15/25) | 7133 | 7078433 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/49 (Call 12/15/48) | 5066 | 4448911 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/01/25 | 11640 | 11623471 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/01/26 (Call 03/01/26) | 5250 | 5232045 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/47 (Call 12/15/46) | 6557 | 5933364 |
| &nbsp;&nbsp;&nbsp;5.63%, 09/01/28 (Call 03/01/28) | 6545 | 6541597 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/26 (Call 08/15/25) | 6960 | 7018325 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/01/29 (Call 08/01/28) | 4490 | 4534226 |
| Hoag Memorial Hospital Presbyterian, 3.80%, 07/15/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/15/52) | 1492 | 1189049 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 02/03/27 (Call 01/03/27) | 3610 | 3123372 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/03/32 (Call 11/03/31) | 2785 | 2204077 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/29 (Call 05/15/29) | 2302 | 2034462 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/23/29 (Call 02/23/29) | 2140 | 1972524 |
| &nbsp;&nbsp;&nbsp;3.85%, 10/01/24 (Call 07/01/24) | 3649 | 3586091 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/27 (Call 12/15/26) | 2299 | 2218006 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/49 (Call 02/15/49) | 1722 | 1391238 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 03/01/25) | 2448 | 2424303 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/42 (Call 06/01/42) | 1670 | 1476931 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/47 (Call 09/15/46) | 1775 | 1592761 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/30 (Call 01/01/30) | 2169 | 2129828 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/44 (Call 04/01/44) | 2706 | 2505594 |
| &nbsp;&nbsp;&nbsp;5.75%, 03/01/28 (Call 02/01/28) | 675 | 690964 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/01/33 | 1100 | 1147289 |
| IHC Health Services Inc., 4.13%, 05/15/48 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/15/47) | 310 | 264960 |
| Indiana University Health Inc. Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 11/01/48 (Call 05/01/48) | 2570 | 2116780 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 2.85%, 11/01/51 (Call 05/01/51)<sup>(b)</sup>. | $555 | $361405 |
| Inova Health System Foundation, 4.07%, 05/15/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/15/51) | 936 | 785351 |
| Integris Baptist Medical Center Inc., Series A, 3.88%, |  |  |
| &nbsp;&nbsp;&nbsp;08/15/50 (Call 02/15/50) | 2179 | 1614138 |
| Iowa Health System, Series 2020, 3.67%, 02/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/15/49) | 275 | 204064 |
| Johns Hopkins Health System Corp. (The), 3.84%, |  |  |
| &nbsp;&nbsp;&nbsp;05/15/46 | 2866 | 2315384 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/27 (Call 02/01/27) | 3613 | 3406336 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/01/47 (Call 11/01/46) | 5947 | 5168181 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/42 | 2317 | 2229927 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.27%, 11/01/49 (Call 05/01/49) | 4373 | 3188398 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.81%, 06/01/41 (Call 12/01/40) | 3397 | 2496048 |
| &nbsp;&nbsp;&nbsp;Series 2021, 3.00%, 06/01/51 (Call 12/01/50) | 2734 | 1892420 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 06/01/26 (Call 05/01/26) | 2165 | 1919922 |
| &nbsp;&nbsp;&nbsp;2.30%, 12/01/24 (Call 11/01/24) | 2210 | 2089665 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/01/31 (Call 03/01/31) | 2244 | 1881392 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 12/01/29 (Call 09/01/29)<sup>(b)</sup> | 2217 | 1931428 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/24 (Call 07/01/24) | 3067 | 2959870 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/25 (Call 11/01/24) | 4279 | 4149988 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/01/27 (Call 06/01/27)<sup>(b)</sup> | 3135 | 2983705 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/45 (Call 08/01/44) | 2793 | 2471414 |
| Mass General Brigham Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015, 4.12%, 07/01/55<sup>(b)</sup> | 199 | 160137 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.77%, 07/01/48 (Call 01/01/48) | 1264 | 997561 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.19%, 07/01/49 (Call 01/01/49) | 1835 | 1304942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 3.34%, 07/01/60 (Call 01/01/60)<sup>(b)</sup> | 2326 | 1558025 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp;3.77%, 11/15/43 | 245 | 202194 |
| &nbsp;&nbsp;&nbsp;Series 2016, 4.13%, 11/15/52 | 2916 | 2492976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 3.20%, 11/15/61 (Call 05/15/61)<sup>(b)</sup> | 2456 | 1638741 |
| McLaren Health Care Corp., Series A, 4.39%, 05/15/48 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/15/47) | 1932 | 1640983 |
| MedStar Health Inc., Series 20A, 3.63%, 08/15/49 | 1637 | 1187660 |
| Memorial Health Services, 3.45%, 11/01/49 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/01/49) | 1543 | 1137577 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 07/01/52 | 1730 | 1458027 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/42 | 690 | 685639 |
| &nbsp;&nbsp;&nbsp;Series 2015, 4.20%, 07/01/55 | 2084 | 1732867 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.96%, 01/01/50 (Call 07/01/49) | 781 | 523785 |
| Mercy Health/OH, Series 2018, 4.30%, 07/01/28 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/01/28)<sup>(b)</sup> | 1311 | 1267593 |
| Methodist Hospital (The), Series 20A, 2.71%, 12/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/01/50) | 3351 | 2130867 |
| MidMichigan Health, Series 2020, 3.41%, 06/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/49) | 1938 | 1354817 |
| Montefiore Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;4.29%, 09/01/50 | 1216 | 753738 |
| &nbsp;&nbsp;&nbsp;Series 18-C, 5.25%, 11/01/48 | 1802 | 1342580 |
| Mount Nittany Medical Center Obligated Group, 3.80%, |  |  |
| &nbsp;&nbsp;&nbsp;11/15/52 | 670 | 510895 |
| Mount Sinai Hospitals Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017, 3.98%, 07/01/48<sup>(b)</sup> | 1463 | 1167255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019, 3.74%, 07/01/49 (Call 01/01/49)<sup>(b)</sup> | 2045 | 1536347 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.39%, 07/01/50 (Call 07/01/49) | 1626 | 1090558 |
| MultiCare Health System, 2.80%, 08/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/50) | 933 | 558802 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Nationwide Children's Hospital Inc., 4.56%, 11/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/01/52) | $821 | $745304 |
| New York and Presbyterian Hospital (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 08/01/40 (Call 02/01/40)<sup>(b)</sup> | 1079 | 727991 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.61%, 08/01/60 (Call 02/01/60)<sup>(b)</sup> | 1728 | 993082 |
| &nbsp;&nbsp;&nbsp;4.02%, 08/01/45 | 3024 | 2528820 |
| &nbsp;&nbsp;&nbsp;4.06%, 08/01/56 | 553 | 448627 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.95%, 08/01/2119 (Call 02/01/19) | 1835 | 1286115 |
| Northwell Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.81%, 11/01/49 (Call 11/01/48) | 2845 | 2039552 |
| &nbsp;&nbsp;&nbsp;3.98%, 11/01/46 (Call 11/01/45) | 2750 | 2133367 |
| &nbsp;&nbsp;&nbsp;4.26%, 11/01/47 (Call 11/01/46) | 1155 | 925629 |
| Northwestern Memorial Healthcare Obligated Group, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 2.63%, 07/15/51 (Call 01/15/51)<sup>(b)</sup> | 365 | 233191 |
| Novant Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.64%, 11/01/36 (Call 08/01/36) | 961 | 726920 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.17%, 11/01/51 (Call 05/01/51)<sup>(b)</sup> | 2804 | 2006290 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.32%, 11/01/61 (Call 05/01/61)<sup>(b)</sup> | 1356 | 923070 |
| NY Society for Relief of Ruptured & Crippled |  |  |
| Maintaining Hosp Special Surgery, Series 2020, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 10/01/50 (Call 04/01/50)<sup>(b)</sup> | 915 | 567337 |
| Ochsner LSU Health System of North Louisiana, Series |  |  |
| &nbsp;&nbsp;&nbsp;2021, 2.51%, 05/15/31 (Call 11/15/30) | 2115 | 1636925 |
| OhioHealth Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/31 (Call 05/15/31) | 1539 | 1244389 |
| &nbsp;&nbsp;&nbsp;2.83%, 11/15/41 (Call 05/15/41) | 1425 | 1029420 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.04%, 11/15/50 (Call 05/15/50) | 1212 | 859962 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;3.33%, 10/01/50 (Call 04/01/50) | 1493 | 1045652 |
| &nbsp;&nbsp;&nbsp;4.09%, 10/01/48 (Call 04/01/48) | 1477 | 1204109 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.79%, 11/15/48 (Call 05/15/48) | 1532 | 1299197 |
| &nbsp;&nbsp;&nbsp;Series 2020, 1.38%, 11/15/25 (Call 08/15/25) | 1322 | 1184750 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.22%, 11/15/50 (Call 05/15/50) | 1873 | 1260791 |
| Piedmont Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.04%, 01/01/32 (Call 07/01/31) | 867 | 680465 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.86%, 01/01/52 (Call 07/01/51)<sup>(b)</sup> | 1331 | 843495 |
| &nbsp;&nbsp;&nbsp;Series 2042, 2.72%, 01/01/42 (Call 07/01/41) | 1241 | 856216 |
| Presbyterian Healthcare Services, 4.88%, 08/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/01/52) | 1205 | 1153197 |
| Providence St Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;Series 19A, 2.53%, 10/01/29 (Call 07/01/29) | 2552 | 2157155 |
| &nbsp;&nbsp;&nbsp;Series 21A, 2.70%, 10/01/51 (Call 04/01/51) | 1770 | 1057469 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.93%, 10/01/48 (Call 04/01/48)<sup>(b)</sup> | 1750 | 1370443 |
| &nbsp;&nbsp;&nbsp;Series H, 2.75%, 10/01/26 (Call 07/01/26) | 987 | 921542 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series I, 3.74%, 10/01/47<sup>(b)</sup> | 2378 | 1830537 |
| Queen's Health Systems (The), 4.81%, 07/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/52) | 986 | 924562 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/30/31 (Call 03/30/31) | 2246 | 1897286 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/30/30 (Call 03/30/30) | 2672 | 2323812 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26) | 2822 | 2706072 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/25 (Call 12/30/24) | 1353 | 1312951 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/30/29 (Call 03/30/29) | 2603 | 2504086 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 2490 | 2466669 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/30/45 (Call 09/30/44) | 886 | 752506 |
| Rady Children's Hospital-San Diego/CA, Series 21A, |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/51 (Call 08/15/50) | 940 | 630787 |
| Rush Obligated Group, Series 2020, 3.92%, 11/15/29 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/15/29) | 648 | 591916 |
| RWJ Barnabas Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 07/01/49 (Call 01/01/49) | 964 | 711924 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 07/01/46 (Call 07/01/45) | $2270 | $1869209 |
| Seattle Children's Hospital, Series 2021, 2.72%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;10/01/50 (Call 10/01/49)<sup>(b)</sup> | 1750 | 1126755 |
| Sentara Healthcare, 2.93%, 11/01/51 (Call 05/01/51) | 1139 | 753084 |
| Sharp HealthCare, Series 20B, 2.68%, 08/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/01/49) | 921 | 582827 |
| SSM Health Care Corp., Series A, 3.82%, 06/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/01/27) | 75 | 71292 |
| Stanford Health Care |  |  |
| &nbsp;&nbsp;&nbsp;3.03%, 08/15/51 (Call 02/15/51) | 1860 | 1273468 |
| &nbsp;&nbsp;&nbsp;Series 2018, 3.80%, 11/15/48 (Call 05/15/48) | 2181 | 1750667 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.31%, 08/15/30 (Call 05/15/30) | 630 | 565671 |
| Summa Health, 3.51%, 11/15/51 (Call 05/15/51) | 1590 | 1077877 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018, 3.70%, 08/15/28 (Call 05/15/28) | 2054 | 1905352 |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.09%, 08/15/48 (Call 02/15/48) | 2161 | 1745548 |
| &nbsp;&nbsp;&nbsp;Series 20A, 1.32%, 08/15/25 (Call 05/15/25) | 1109 | 1006639 |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.29%, 08/15/30 (Call 02/15/30) | 1489 | 1227904 |
| &nbsp;&nbsp;&nbsp;Series 20A, 3.16%, 08/15/40 (Call 02/15/40) | 857 | 637488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20A, 3.36%, 08/15/50 (Call 02/15/50)<sup>(b)</sup> | 2014 | 1408733 |
| Texas Health Resources |  |  |
| &nbsp;&nbsp;&nbsp;2.33%, 11/15/50 (Call 05/15/50) | 2162 | 1246350 |
| &nbsp;&nbsp;&nbsp;4.33%, 11/15/55 | 729 | 622610 |
| Toledo Hospital (The), 5.75%, 11/15/38 (Call 11/15/28) | 1960 | 1838892 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/45 | 1126 | 958080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019, 3.43%, 12/01/48<sup>(b)</sup> | 1760 | 1349656 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.63%, 12/01/40 (Call 06/01/40) | 901 | 632673 |
| UMass Memorial Health Care Obligated Group, 5.36%, |  |  |
| &nbsp;&nbsp;&nbsp;07/01/52 (Call 01/01/52) | 490 | 455955 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/15/27 (Call 04/15/27)<sup>(b)</sup> | 2290 | 2223979 |
| &nbsp;&nbsp;&nbsp;0.55%, 05/15/24 (Call 12/12/22) | 710 | 668323 |
| &nbsp;&nbsp;&nbsp;1.15%, 05/15/26 (Call 04/15/26) | 3135 | 2824384 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/15/26 | 2473 | 2243753 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 | 4360 | 3639248 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/15/31 (Call 02/15/31) | 4790 | 4011050 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 4571 | 4403884 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/40 (Call 11/15/39) | 4381 | 3261129 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/29 | 3769 | 3392741 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/50 (Call 11/15/49) | 4513 | 3132022 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/15/27 | 2889 | 2691624 |
| &nbsp;&nbsp;&nbsp;3.05%, 05/15/41 (Call 11/15/40) | 3957 | 3037156 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/26 | 3397 | 3253477 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/15/60 (Call 11/15/59)<sup>(b)</sup> | 1474 | 1026479 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/51 (Call 11/15/50) | 3780 | 2788771 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/27 | 2483 | 2376454 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/27 | 3373 | 3243612 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/24 | 1716 | 1691272 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/39 (Call 02/15/39) | 3914 | 3248150 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/15/25 | 2149 | 2104838 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/49 (Call 02/15/49) | 3802 | 3054147 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/25 | 7939 | 7798956 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/15/47 (Call 04/15/47) | 3146 | 2565091 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/28 | 4126 | 3983075 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/28 | 2732 | 2629031 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 08/15/59 (Call 02/15/59)<sup>(b)</sup> | 3130 | 2513609 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/42 (Call 04/15/42) | 2590 | 2222608 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/29 (Call 03/15/29) | 3420 | 3295820 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/32 (Call 02/15/32) | 5030 | 4854000 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/47 (Call 07/15/46) | 3926 | 3421273 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/43 (Call 09/15/42) | $1631 | $1468145 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/47 (Call 10/15/46) | 2499 | 2185251 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/48 (Call 12/15/47) | 5298 | 4650955 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/42 (Call 09/15/41) | 1239 | 1121704 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/15/48 (Call 06/15/48) | 3846 | 3482130 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/35 | 4061 | 3980145 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/15/41 (Call 05/15/41) | 3086 | 2893958 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/45 | 7410 | 7064249 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/52 (Call 11/15/51) | 6575 | 6217254 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/62 (Call 11/15/61) | 4385 | 4212056 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/24 | 2720 | 2741923 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/25 | 1290 | 1310859 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/28 | 2345 | 2410871 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/15/30 | 1300 | 1346215 |
| &nbsp;&nbsp;&nbsp;5.35%, 02/15/33 | 3560 | 3707455 |
| &nbsp;&nbsp;&nbsp;5.70%, 10/15/40 (Call 04/15/40) | 1869 | 1954077 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/36 | 1780 | 1901788 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/53 (Call 08/15/52) | 6420 | 7092623 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/15/41 (Call 08/15/40) | 2600 | 2801500 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/63 (Call 08/15/62) | 2005 | 2250031 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/37 | 2368 | 2656541 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/15/37 | 3168 | 3587380 |
| &nbsp;&nbsp;&nbsp;6.88%, 02/15/38 | 3476 | 4076583 |
| Universal Health Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 09/01/26 (Call 08/01/26)<sup>(f)</sup> | 4305 | 3699071 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/15/30 (Call 07/15/30)<sup>(f)</sup> | 2658 | 2132221 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/15/32 (Call 10/15/31)<sup>(b)(f)</sup> | 2150 | 1645782 |
| UPMC, Series D-1, 3.60%, 04/03/25 | 300 | 290574 |
| WakeMed, Series A, 3.29%, 10/01/52 (Call 04/01/52) | 647 | 443389 |
| West Virginia United Health System Obligated Group, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.13%, 06/01/50 (Call 12/01/49) | 703 | 458426 |
| Willis-Knighton Medical Center |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.81%, 09/01/48 (Call 03/01/48) | 2203 | 1950360 |
| &nbsp;&nbsp;&nbsp;Series 2021, 3.07%, 03/01/51 (Call 09/01/50) | 965 | 620379 |
| Yale-New Haven Health Services Corp., Series 2020, |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/50 (Call 07/01/49) | 2461 | 1488314 |
|  |  | 652132874 |
| **Holding Companies - Diversified — 0.1%** |  |  |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/26 (Call 06/15/26) | 1760 | 1503075 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/27 (Call 05/15/27)<sup>(b)</sup> | 1250 | 1071500 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/28 (Call 04/15/28) | 3695 | 3036292 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/15/31 (Call 08/15/31) | 2175 | 1630837 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/25 (Call 06/15/25)<sup>(b)</sup> | 3820 | 3503704 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/26 (Call 12/15/25) | 1726 | 1588645 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/10/24 (Call 05/10/24) | 3376 | 3275260 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/25 (Call 01/01/25) | 2087 | 1982567 |
| Bain Capital Specialty Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 10/13/26 (Call 09/13/26) | 1905 | 1577226 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/10/26 (Call 02/10/26) | 2080 | 1799907 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/15/24<sup>(b)</sup> | 1140 | 1058023 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/22/24 | 544 | 501476 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/15/26 (Call 11/15/26) | 2315 | 1979117 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/15/25 (Call 11/15/24) | 1245 | 1156754 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/27 (Call 02/15/27) | 6385 | 5504892 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/29 (Call 11/15/28) | 1875 | 1606800 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/24/25<sup>(b)</sup> | 3279 | 3201419 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.05%, 09/29/25<sup>(f)</sup> | 2575 | 2582055 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Holding Companies - Diversified (continued)** |  |  |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 02/15/27 (Call 01/15/27) | $1204 | $1010565 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/16/26 (Call 08/19/26) | 1445 | 1282654 |
| &nbsp;&nbsp;&nbsp;2.85%, 09/30/28 (Call 07/30/28) | 1880 | 1481797 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/15/26 (Call 12/15/25) | 337 | 313996 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/12/24 | 1972 | 1795052 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/15/27 (Call 12/15/26) | 2745 | 2332125 |
| &nbsp;&nbsp;&nbsp;3.13%, 10/12/28 (Call 08/12/28) | 2300 | 1863874 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 06/15/27) | 2350 | 1999121 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/26 (Call 12/15/25) | 1335 | 1215905 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/01/25 (Call 01/01/25)<sup>(b)</sup> | 25 | 23895 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/24 (Call 06/15/24) | 1659 | 1605763 |
| Goldman Sachs BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25) | 975 | 899828 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/10/25 (Call 01/10/25)<sup>(b)</sup> | 1566 | 1514071 |
| Golub Capital BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 02/15/27 (Call 01/15/27) | 3278 | 2716806 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/24/26 (Call 07/24/26) | 1785 | 1545417 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/24 (Call 03/15/24) | 1485 | 1423372 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/14/26 (Call 06/14/26) | 2335 | 2015479 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/01/24 | 1909 | 1882923 |
| Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/11/27) | 260 | 239416 |
| Oaktree Specialty Lending Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 01/15/27 (Call 12/15/26)<sup>(b)</sup> | 3378 | 2943792 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/25/25 (Call 01/25/25) | 881 | 839214 |
| Owl Rock Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/15/27 (Call 12/15/26)<sup>(b)</sup> | 2777 | 2300550 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/11/28 (Call 04/11/28) | 3070 | 2464903 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/15/26 (Call 06/15/26) | 740 | 649787 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/22/25 (Call 06/22/25) | 1766 | 1637188 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/30/25 (Call 02/28/25) | 1342 | 1270740 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/26 (Call 12/15/25) | 2460 | 2284553 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/24 (Call 03/15/24) | 1207 | 1194133 |
| Owl Rock Capital Corp. III, 3.13%, 04/13/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/13/27) | 2915 | 2418459 |
| OWL Rock Core Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 09/23/26 (Call 08/23/26) | 810 | 692850 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/08/27 (Call 01/08/27) | 680 | 618120 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/21/25 | 340 | 331187 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 09/16/27 (Call 08/16/27)<sup>(f)</sup> | 300 | 303279 |
| Owl Rock Technology Finance Corp., 2.50%, 01/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/26) | 1041 | 861604 |
| Prospect Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.36%, 11/15/26 (Call 10/15/26) | 1775 | 1492473 |
| &nbsp;&nbsp;&nbsp;3.44%, 10/15/28 (Call 08/15/28) | 2140 | 1654092 |
| &nbsp;&nbsp;&nbsp;3.71%, 01/22/26 (Call 12/22/25) | 1894 | 1660792 |
| Sixth Street Specialty Lending Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/26 (Call 07/01/26) | 475 | 414623 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/01/24 (Call 10/01/24) | 1339 | 1277178 |
|  |  | 93031125 |
| **Home Builders — 0.1%** |  |  |
| DR Horton Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 10/15/26 (Call 09/15/26) | 3975 | 3418381 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 10/15/27 (Call 08/15/27)<sup>(b)</sup> | 1269 | 1061239 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/15/24 (Call 09/15/24) | 2449 | 2331717 |
| &nbsp;&nbsp;&nbsp;2.60%, 10/15/25 (Call 09/15/25) | 886 | 827205 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Home Builders (continued)** |  |  |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/30/24 (Call 01/31/24) | $2585 | $2548060 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/30/25 (Call 02/28/25) | 2620 | 2580517 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/29/27 (Call 05/29/27) | 3843 | 3680095 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/15/23 (Call 09/15/23) | 2070 | 2060043 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/27 (Call 12/15/26) | 1448 | 1425947 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/26 (Call 12/01/25) | 2191 | 2198888 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/15/24 (Call 05/15/24) | 1964 | 1974586 |
| MDC Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/31 (Call 07/15/30) | 1827 | 1297280 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/30 (Call 07/15/29) | 1711 | 1384456 |
| &nbsp;&nbsp;&nbsp;3.97%, 08/06/61 (Call 02/06/61) | 1045 | 580947 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/43 (Call 10/15/42) | 1832 | 1475566 |
| NVR Inc., 3.00%, 05/15/30 (Call 11/15/29) | 858 | 727472 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/27 (Call 10/15/26) | 1405 | 1394238 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/26 (Call 12/01/25) | 450 | 453897 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/15/35 | 1423 | 1374205 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/15/33 | 1606 | 1606369 |
| &nbsp;&nbsp;&nbsp;7.88%, 06/15/32 | 444 | 495797 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/01/29 (Call 08/01/29)<sup>(b)</sup> | 2225 | 1881683 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/15/28 (Call 11/15/27) | 2210 | 1991785 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/15/25 (Call 08/15/25)<sup>(b)</sup> | 2187 | 2114107 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/27 (Call 12/15/26) | 2315 | 2172928 |
|  |  | 43057408 |
| **Home Furnishings — 0.0%** |  |  |
| Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25) | 1946 | 1901553 |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27) | 2652 | 2453445 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/51 (Call 05/15/51)<sup>(b)</sup> | 2335 | 1695000 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/24 (Call 08/15/24) | 2153 | 2090348 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/29 (Call 12/15/28) | 2062 | 1961189 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 05/15/31 (Call 02/15/31) | 1635 | 1296228 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/01/25<sup>(b)</sup> | 1741 | 1696239 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/24 | 1193 | 1177073 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/46 (Call 12/01/45)<sup>(b)</sup> | 1953 | 1534374 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 1935 | 1531165 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/14/32 (Call 02/14/32)<sup>(b)</sup> | 1254 | 1182259 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/26/29 (Call 11/26/28)<sup>(b)</sup> | 3176 | 3091487 |
|  |  | 21610360 |
| **Household Products & Wares — 0.1%** |  |  |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.85%, 08/15/24 (Call 01/03/23) | 267 | 248932 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/32 (Call 11/15/31) | 2565 | 1978615 |
| &nbsp;&nbsp;&nbsp;2.65%, 04/30/30 (Call 02/01/30) | 1527 | 1264402 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/06/28 (Call 09/06/28) | 3111 | 3056713 |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 12/15/31 (Call 09/15/31) | 1414 | 1151547 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/01/27 (Call 05/01/27) | 3156 | 2969291 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/47 (Call 02/01/47) | 1959 | 1570315 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/52 (Call 12/15/51) | 2055 | 1951038 |
| &nbsp;&nbsp;&nbsp;5.60%, 11/15/32 | 2140 | 2234374 |
| Clorox Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 05/15/30 (Call 02/15/30) | 1419 | 1139102 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/01/27 (Call 07/01/27) | 2293 | 2140057 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/28 (Call 02/15/28) | 2398 | 2308147 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/01/29 (Call 03/01/29)<sup>(b)</sup> | 1675 | 1630897 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Household Products & Wares (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 05/01/32 (Call 02/01/32) | $2499 | $2437725 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 09/15/27 (Call 07/15/27) | 1731 | 1491793 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/02/31 (Call 08/02/31) | 1460 | 1191302 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/26 | 1399 | 1326700 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 02/07/50 (Call 08/07/49)<sup>(b)</sup> | 1424 | 1006640 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/15/25 | 1208 | 1161818 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/26/30 (Call 12/26/29) | 1873 | 1692255 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/25/29 (Call 01/25/29) | 1630 | 1497562 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/30/46 (Call 01/30/46) | 1905 | 1402613 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/04/47 (Call 11/04/46) | 1402 | 1178241 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/01/28 (Call 08/01/28) | 2267 | 2202209 |
| &nbsp;&nbsp;&nbsp;5.30%, 03/01/41 | 1650 | 1674024 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/01/37 | 1628 | 1906828 |
|  |  | 43813140 |
| **Insurance — 0.7%** |  |  |
| ACE Capital Trust II, Series N, 9.70%, 04/01/30 | 585 | 722358 |
| Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), (6 mo. LIBOR US + 3.540%)<sup>(a)</sup> | 2770 | 2458624 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 03/15/26 (Call 02/15/26) | 580 | 516884 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/26 (Call 07/15/26) | 1877 | 1760945 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/30 (Call 01/01/30) | 4598 | 4249150 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/46 (Call 04/15/46) | 1381 | 1090300 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/49 (Call 07/15/48) | 2443 | 2162837 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/51 (Call 02/15/51) | 985 | 707516 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/30 (Call 02/15/30) | 2989 | 2781175 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 09/15/44 (Call 03/15/44)<sup>(b)</sup> | 1725 | 1557347 |
| Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 (Call 07/29/25) | 2500 | 2396425 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 12/15/25 (Call 11/15/25) | 1400 | 1238412 |
| &nbsp;&nbsp;&nbsp;1.45%, 12/15/30 (Call 09/15/30) | 1174 | 904086 |
| &nbsp;&nbsp;&nbsp;3.28%, 12/15/26 (Call 09/15/26) | 2702 | 2573034 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/10/49 (Call 02/10/49) | 2778 | 2195342 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/15/46 (Call 06/15/46) | 3132 | 2660979 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/43 | 1073 | 966194 |
| &nbsp;&nbsp;&nbsp;5.35%, 06/01/33 | 1464 | 1484306 |
| &nbsp;&nbsp;&nbsp;5.55%, 05/09/35 | 2341 | 2418768 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/36 | 216 | 227673 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/15/67 (Call 05/15/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.120%)<sup>(a)</sup> | 1876 | 1801073 |
| American Equity Investment Life Holding Co., 5.00%, 06/15/27 (Call 03/15/27) | 1622 | 1553633 |
| American Financial Group Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 465 | 379147 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/02/30 (Call 01/02/30) | 442 | 430079 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 06/30/25 (Call 05/30/25) | 3836 | 3628281 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/30/30 (Call 03/30/30) | 270 | 241553 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/35 (Call 07/15/34) | 100 | 89392 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/26 (Call 01/01/26) | 3474 | 3377353 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/15/24 | 1313 | 1297507 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/28 (Call 01/01/28) | 280 | 266064 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/30/50 (Call 12/30/49) | 3444 | 2980782 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/16/44 (Call 01/16/44) | 200 | 175656 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/01/48 (Call 10/01/47) | 3368 | 3055146 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/10/45 (Call 01/10/45) | 3360 | 3040800 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/01/36 | 355 | 381696 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)<sup>(a)</sup> | $2773 | $2598939 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 1086 | 931679 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/02/29 (Call 02/02/29) | 2387 | 2217117 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/28 (Call 09/15/28) | 1191 | 1158009 |
| &nbsp;&nbsp;&nbsp;6.25%, 09/30/40 | 1379 | 1434629 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 08/23/31 (Call 05/23/31) | 3455 | 2738675 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/02/31 (Call 09/02/31) | 1175 | 965098 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/28/27 (Call 04/28/27) | 1290 | 1184646 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 08/23/51 (Call 02/23/51)<sup>(b)</sup> | 2240 | 1466842 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/28/52 (Call 08/28/51) | 2170 | 1703450 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/12/32 (Call 06/12/32) | 1450 | 1440995 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/14/24 (Call 03/14/24) | 2463 | 2408149 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/25 (Call 09/15/25) | 986 | 958175 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/14/44 (Call 03/14/44) | 2347 | 2013515 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/45 (Call 11/15/44) | 2484 | 2176928 |
| Arch Capital Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.01%, 12/15/26 (Call 09/15/26) | 1997 | 1918538 |
| &nbsp;&nbsp;&nbsp;5.03%, 12/15/46 (Call 06/15/46) | 1049 | 910889 |
| Arch Capital Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.64%, 06/30/50 (Call 12/30/49) | 3792 | 2672715 |
| &nbsp;&nbsp;&nbsp;7.35%, 05/01/34 | 780 | 874918 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | 2345 | 2113197 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 11/09/31 (Call 08/09/31) | 2510 | 1985786 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/09/52 (Call 09/09/51) | 1430 | 923022 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/20/51 (Call 11/20/50) | 947 | 678743 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/32 (Call 10/15/31) | 825 | 613602 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/22/30 (Call 11/22/29) | 2107 | 1806394 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/27/28 (Call 12/27/27) | 1510 | 1455202 |
| Assured Guaranty U.S. Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 06/15/31 (Call 03/15/31) | 2361 | 1981705 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/51 (Call 03/15/51) | 570 | 375220 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/01/24<sup>(b)</sup> | 1995 | 1996716 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/52 (Call 11/15/51) | 985 | 615418 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/31 (Call 10/15/30) | 1645 | 1361303 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/25/51 (Call 11/25/50) | 2280 | 1582001 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/12/28 (Call 10/12/27) | 4165 | 3814265 |
| &nbsp;&nbsp;&nbsp;6.15%, 04/03/30 (Call 01/03/30) | 1182 | 1196054 |
| &nbsp;&nbsp;&nbsp;6.65%, 02/01/33 | 2700 | 2703105 |
| AXIS Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/29 (Call 04/15/29) | 1474 | 1318124 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 01/15/40 (Call 01/15/30)<sup>(a)</sup> | 1780 | 1457233 |
| AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27) | 1584 | 1491178 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 10/15/30 (Call 07/15/30) | 3220 | 2608619 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 03/12/30 (Call 12/12/29)<sup>(b)</sup> | 3016 | 2544961 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/15/27 (Call 02/15/27)<sup>(b)</sup> | 3790 | 3528831 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/51 (Call 07/15/50) | 4355 | 2796215 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/15/50 (Call 04/15/50) | 4904 | 3352423 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/15/32 (Call 12/15/31) | 2609 | 2304999 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/52 (Call 09/15/51) | 4075 | 3329968 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 8467 | 7607769 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/49 (Call 07/15/48) | 5239 | 4696816 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 | $3092 | $2834405 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/42 | 3703 | 3443938 |
| &nbsp;&nbsp;&nbsp;5.75%, 01/15/40 | 3313 | 3661263 |
| Berkshire Hathaway Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 03/15/26 (Call 12/15/25) | 10541 | 10184609 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/11/43 | 4505 | 4283534 |
| Brighthouse Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/22/27 (Call 03/22/27)<sup>(b)</sup> | 145 | 135298 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/22/51 (Call 06/22/51) | 1290 | 817589 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/22/47 (Call 12/22/46) | 3577 | 2683752 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 05/15/30 (Call 02/15/30)<sup>(b)</sup> | 2754 | 2690741 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/31 (Call 12/15/30) | 3473 | 2689005 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/24 (Call 06/15/24) | 2675 | 2633671 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/17/32 (Call 12/17/31) | 1290 | 1140979 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/29 (Call 12/15/28) | 2015 | 1891944 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/17/52 (Call 09/17/51) | 2115 | 1751474 |
| Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 05/11/37 | 3440 | 3691154 |
| &nbsp;&nbsp;&nbsp;Series 1, 6.50%, 05/15/38 | 30 | 33536 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/15/30 (Call 06/15/30) | 490 | 386228 |
| &nbsp;&nbsp;&nbsp;2.85%, 12/15/51 (Call 06/15/51) | 1165 | 790627 |
| &nbsp;&nbsp;&nbsp;3.05%, 12/15/61 (Call 06/15/61) | 3470 | 2313449 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/25 | 2830 | 2736016 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/24 | 540 | 529864 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/03/26 (Call 02/03/26) | 1462 | 1415011 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/13/43 | 2315 | 1975019 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/03/45 (Call 05/03/45) | 5630 | 4997188 |
| &nbsp;&nbsp;&nbsp;6.70%, 05/15/36 | 125 | 140798 |
| Cincinnati Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 11/01/34 | 285 | 299712 |
| &nbsp;&nbsp;&nbsp;6.92%, 05/15/28 | 799 | 860835 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 08/15/30 (Call 05/15/30) | 770 | 607553 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/15/27 (Call 05/15/27) | 2177 | 2021802 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/29 (Call 02/01/29) | 2306 | 2121220 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/24 (Call 02/15/24) | 3018 | 2962167 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/26 (Call 12/01/25) | 2399 | 2369180 |
| CNO Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 05/30/25 (Call 02/28/25) | 963 | 955065 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/30/29 (Call 02/28/29) | 2250 | 2157930 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/04/25 (Call 03/04/25)<sup>(f)</sup> | 2120 | 2030472 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 04/05/27 (Call 03/05/27)<sup>(f)</sup> | 3115 | 2916263 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/05/29 (Call 02/05/29)<sup>(f)</sup> | 2000 | 1823620 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/05/32 (Call 01/05/32)<sup>(f)</sup> | 2035 | 1794646 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/05/42 (Call 10/05/41)<sup>(f)</sup> | 1035 | 849611 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 04/05/52 (Call 10/05/51)<sup>(f)</sup> | 1400 | 1128512 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 12/15/52 (Call 09/15/27)<sup>(a)(f)</sup> | 200 | 183548 |
| Enstar Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 09/01/31 (Call 03/01/31) | 871 | 639218 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/01/29 (Call 03/01/29)<sup>(b)</sup> | 2201 | 2021707 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 04/20/28 (Call 01/20/28) | 5073 | 4839794 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/20/48 (Call 10/20/47) | 4462 | 3909471 |
| &nbsp;&nbsp;&nbsp;7.00%, 04/01/28 | 169 | 182316 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 10/15/52 (Call 04/15/52)<sup>(b)</sup> | 2553 | 1633971 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/50 (Call 04/15/50) | 3264 | 2272168 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.87%, 06/01/44 | $1596 | $1387467 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/03/31 (Call 12/03/30) | 1687 | 1367752 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/29/30 (Call 01/29/30) | 1362 | 1244201 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/17/28 (Call 01/17/28) | 2619 | 2494126 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/16/32 (Call 05/16/32)<sup>(f)</sup> | 590 | 555786 |
| Fidelity National Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 03/15/31 (Call 12/15/30) | 2379 | 1827286 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/17/51 (Call 03/17/51) | 1195 | 698119 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/15/30 (Call 03/15/30) | 2490 | 2100564 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/28 (Call 05/15/28) | 2332 | 2232027 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/15/31 (Call 05/15/31) | 2112 | 1561908 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/30 (Call 02/15/30) | 925 | 788637 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 11/15/24<sup>(b)</sup> | 2138 | 2108047 |
| Globe Life Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 08/15/30 (Call 05/15/30) | 3372 | 2680504 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/15/28 (Call 06/15/28) | 2295 | 2249857 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 06/15/32 (Call 03/15/32)<sup>(b)</sup> | 200 | 192852 |
| Hanover Insurance Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/30 (Call 06/01/30) | 2160 | 1670954 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/26 (Call 01/15/26) | 2102 | 2079361 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 08/19/29 (Call 05/19/29) | 2740 | 2360839 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 09/15/51 (Call 03/15/51)<sup>(b)</sup> | 1180 | 765336 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/19/49 (Call 02/19/49) | 2846 | 2105015 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/43 | 1724 | 1405819 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/48 (Call 09/15/47) | 1823 | 1535130 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/15/36 | 1175 | 1186162 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/01/41 | 1754 | 1782766 |
| Jackson Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 11/23/31 (Call 08/23/31) | 590 | 456430 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/23/51 (Call 05/23/51) | 435 | 282994 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.17%, 06/08/27 (Call 05/08/27)<sup>(b)</sup> | 1005 | 985784 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 06/08/32 (Call 03/08/32)<sup>(b)</sup> | 400 | 380232 |
| Kemper Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 09/30/30 (Call 06/30/30) | 950 | 747508 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/23/32 (Call 11/23/31) | 740 | 629007 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/15/25 (Call 11/15/24) | 575 | 563069 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/30 (Call 10/15/29) | 1550 | 1286329 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/09/25 | 1413 | 1363686 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/31 (Call 10/15/30)<sup>(b)</sup> | 1654 | 1373267 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/32 (Call 12/01/31) | 149 | 122278 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/12/26 (Call 09/15/26) | 1273 | 1199892 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/28 (Call 12/01/27) | 2024 | 1883190 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/48 (Call 09/01/47) | 1813 | 1387235 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/50 (Call 12/15/49)<sup>(b)</sup> | 1057 | 813805 |
| &nbsp;&nbsp;&nbsp;6.30%, 10/09/37 | 1160 | 1153794 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/40 | 2437 | 2557558 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/30 (Call 02/15/30) | 3095 | 2710106 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/26 (Call 01/01/26) | 3737 | 3644958 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/43 (Call 11/15/42) | 2872 | 2329192 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/01/35 | 297 | 306409 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.48%, 05/19/27 (Call 03/19/27) | 2190 | 1978796 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/16/32 (Call 12/16/31)<sup>(b)</sup> | 2565 | 2305858 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 02/24/32 (Call 02/24/27)<sup>(a)</sup> | 2666 | 2399240 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/04/26 | 3911 | 3847446 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 03/04/46 | $1148 | $1109990 |
| Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 09/17/29 (Call 06/17/29) | 1250 | 1095887 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/07/52 (Call 11/07/51) | 2205 | 1505971 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/27 (Call 08/01/27) | 1997 | 1844609 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/17/50 (Call 03/17/50) | 2336 | 1784540 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/01/47 (Call 05/01/47) | 1441 | 1125162 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/05/46 | 2325 | 2043256 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/49 (Call 11/20/48) | 1595 | 1402755 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/30 (Call 08/15/30) | 2965 | 2444020 |
| &nbsp;&nbsp;&nbsp;2.38%, 12/15/31 (Call 09/15/31) | 255 | 207300 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/15/51 (Call 06/15/51) | 730 | 479814 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/03/24 (Call 03/03/24) | 4243 | 4154533 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/10/25 (Call 12/10/24) | 3556 | 3466033 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/14/26 (Call 12/14/25) | 3344 | 3258695 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/24 (Call 02/15/24) | 3234 | 3192896 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/48 (Call 09/01/47) | 2895 | 2418338 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/30/47 (Call 07/30/46) | 2677 | 2281607 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/29 (Call 12/15/28) | 5852 | 5711903 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/39 (Call 09/15/38) | 1923 | 1777583 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/49 (Call 09/15/48) | 3551 | 3321428 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/32 | 500 | 531215 |
| &nbsp;&nbsp;&nbsp;5.88%, 08/01/33 | 655 | 688392 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/01/52 | 500 | 558435 |
| Mercury General Corp., 4.40%, 03/15/27 (Call 12/15/26) | 2115 | 1987064 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/25 | 3323 | 3216465 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/10/24 | 5833 | 5722348 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/13/25 (Call 08/13/25) | 2573 | 2508546 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/45 | 3637 | 3077593 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/13/42 | 2978 | 2569061 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/23/30 (Call 12/23/29) | 3815 | 3813627 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/13/46 (Call 11/13/45) | 2109 | 1955802 |
| &nbsp;&nbsp;&nbsp;4.72%, 12/15/44 | 2516 | 2284805 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/13/43 | 3180 | 2999948 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/52 (Call 01/15/52) | 1620 | 1566653 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/35 | 4438 | 4676853 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/06/41 | 3172 | 3287968 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/34 | 1016 | 1130209 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/66 (Call 12/15/31) | 3049 | 2883134 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/15/32 | 1580 | 1755238 |
| &nbsp;&nbsp;&nbsp;10.75%, 08/01/69 (Call 08/01/34) | 2062 | 2723283 |
| Munich Re America Corp., Series B, 7.45%,12/15/26<sup>(b)</sup> | 235 | 255685 |
| Nationwide Financial Services Inc., 6.75%, 05/15/87 | 109 | 103854 |
| Old Republic International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 06/11/51 (Call 12/11/50) | 1524 | 1070564 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/26/26 (Call 07/26/26) | 3662 | 3514751 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/24 (Call 09/01/24) | 2674 | 2659908 |
| PartnerRe Finance B LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 07/02/29 (Call 04/02/29) | 2306 | 2088152 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/50 (Call 04/01/30)<sup>(a)</sup> | 177 | 146999 |
| Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)<sup>(b)</sup> | 1303 | 1072108 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 06/15/30 (Call 03/15/30) | 3219 | 2657510 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/15/26 (Call 08/15/26) | 2484 | 2324900 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/25 (Call 02/15/25) | 2874 | 2780739 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/29 (Call 02/15/29) | 1430 | 1340039 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/46 (Call 05/15/46) | $1459 | $1206753 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/15/43 | 1808 | 1496897 |
| &nbsp;&nbsp;&nbsp;4.63%, 09/15/42 | 481 | 413977 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/15/36 | 1880 | 1965878 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/27 | 2781 | 2559827 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/27 (Call 02/15/27) | 2275 | 2094774 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/32 (Call 12/15/31) | 1080 | 954104 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/26/30 (Call 12/26/29) | 3266 | 2950570 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/26/45 | 717 | 562780 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 820 | 639813 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/26/50 (Call 09/26/49) | 1724 | 1400216 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28) | 2852 | 2760166 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/15/47 (Call 10/15/46) | 5006 | 4253048 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47) | 1295 | 1091983 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/25/44 | 768 | 667185 |
| &nbsp;&nbsp;&nbsp;6.25%, 12/01/32 | 680 | 749163 |
| &nbsp;&nbsp;&nbsp;6.63%, 03/01/29 | 211 | 231817 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/26 (Call 02/10/26) | 1906 | 1722910 |
| &nbsp;&nbsp;&nbsp;2.10%, 03/10/30 (Call 12/10/29) | 4075 | 3378664 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/40 (Call 09/10/39) | 2277 | 1703355 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/01/50 (Call 07/01/30)<sup>(a)</sup> | 415 | 334403 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/13/51 (Call 09/13/50) | 4549 | 3535665 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/27/28 (Call 12/27/27) | 1532 | 1477415 |
| &nbsp;&nbsp;&nbsp;3.91%, 12/07/47 (Call 06/07/47) | 3471 | 2806859 |
| &nbsp;&nbsp;&nbsp;3.94%, 12/07/49 (Call 06/07/49) | 3974 | 3153965 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/25/50 (Call 08/25/49) | 3532 | 3051118 |
| &nbsp;&nbsp;&nbsp;4.42%, 03/27/48 (Call 09/27/47) | 2098 | 1806126 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/47 (Call 09/15/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.380%)<sup>(a)</sup> | 2877 | 2518986 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/44 | 2721 | 2490395 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 03/01/52 (Call 11/28/31)<sup>(a)</sup> | 405 | 348555 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 03/15/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.040%)<sup>(a)</sup> | 1916 | 1823553 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/15/45 (Call 05/15/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.031%)<sup>(a)</sup> | 3322 | 3111286 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/14/36 | 2129 | 2194105 |
| &nbsp;&nbsp;&nbsp;5.70%, 09/15/48 (Call 09/15/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.665%)<sup>(a)(b)</sup> | 3577 | 3347392 |
| &nbsp;&nbsp;&nbsp;5.75%, 07/15/33 | 217 | 225470 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/01/52 (Call 06/01/32)<sup>(a)</sup> | 150 | 138551 |
| &nbsp;&nbsp;&nbsp;6.63%, 12/01/37 | 865 | 945350 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/21/40 | 645 | 708571 |
| Prudential PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 04/14/30 | 2161 | 1889794 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/24/32 (Call 12/24/31) | 2815 | 2500030 |
| Reinsurance Group of America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 06/15/30 (Call 03/15/30) | 2461 | 2107379 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/29 (Call 02/15/29) | 2778 | 2549621 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/15/26 (Call 06/15/26) | 2846 | 2754131 |
| RenaissanceRe Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 07/01/27 (Call 04/01/27) | 1363 | 1277949 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/25 (Call 01/01/25) | 230 | 223544 |
| RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29) | 2420 | 2208468 |
| Selective Insurance Group Inc., 5.38%, 03/01/49 (Call 09/01/48) | 315 | 275981 |
| Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31) | 2435 | 1908650 |
| Swiss Re America Holding Corp., 7.00%, 02/15/26 | 554 | 586071 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| Transatlantic Holdings Inc., 8.00%, 11/30/39<sup>(b)</sup> | $1618 | $1996709 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 04/27/50 (Call 10/27/49)<sup>(b)</sup> | 2026 | 1277656 |
| &nbsp;&nbsp;&nbsp;3.05%, 06/08/51 (Call 12/08/50) | 2744 | 1916711 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 1845 | 1464155 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/30/47 (Call 11/30/46) | 2679 | 2215613 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/07/48 (Call 09/07/47) | 1590 | 1317522 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/04/49 (Call 09/04/48) | 1991 | 1644666 |
| &nbsp;&nbsp;&nbsp;4.30%, 08/25/45 (Call 02/25/45) | 1487 | 1264337 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/01/43 | 990 | 893020 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/01/40 | 2452 | 2479438 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/15/37 | 3083 | 3404310 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/20/36 | 1102 | 1261096 |
| Travelers Property Casualty Corp., 6.38%, 03/15/33. | 858 | 955186 |
| Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25) | 1758 | 1719763 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/29 (Call 03/15/29) | 2031 | 1846849 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/51 (Call 12/15/50) | 2000 | 1396580 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/49 (Call 06/15/49) | 745 | 546562 |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/42 | 2380 | 2151687 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/26 | 2682 | 2545003 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/23/48 (Call 01/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.084%)<sup>(a)</sup> | 1408 | 1052086 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/46 | 1394 | 1139553 |
| &nbsp;&nbsp;&nbsp;5.70%, 07/15/43 | 1833 | 1714038 |
| W R Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 09/30/61 (Call 03/30/61) | 1395 | 853405 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/30/52 (Call 09/30/51) | 548 | 388351 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/12/50 (Call 11/12/49) | 2394 | 1884437 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/44 | 1231 | 1083403 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 2294 | 1945748 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/15/24 (Call 03/15/24) | 2240 | 2178333 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/49 (Call 03/15/49) | 1440 | 1040242 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/28 (Call 06/15/28) | 2903 | 2753292 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/15/27 (Call 05/15/27) | 2460 | 2390333 |
| &nbsp;&nbsp;&nbsp;5.05%, 09/15/48 (Call 03/15/48) | 2422 | 2059935 |
| XLIT Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 12/15/43 | 1105 | 1101243 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/31/45 | 2600 | 2468726 |
|  |  | 583335162 |
| **Internet — 0.5%** |  |  |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/09/31 (Call 11/09/30)<sup>(b)</sup> | 2225 | 1783160 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/09/41 (Call 08/09/40) | 765 | 490419 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/09/51 (Call 08/09/50) | 5840 | 3727789 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/09/61 (Call 08/09/60)<sup>(b)</sup> | 3253 | 2001148 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 12/06/27 (Call 09/06/27)<sup>(b)</sup> | 9679 | 8896743 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/28/24 (Call 08/28/24) | 10089 | 9737398 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/06/37 (Call 06/06/37) | 4255 | 3374513 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/06/47 (Call 06/06/47)<sup>(b)</sup> | 6670 | 5163514 |
| &nbsp;&nbsp;&nbsp;4.40%, 12/06/57 (Call 06/06/57) | 3170 | 2433419 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/28/34 (Call 05/28/34) | 2867 | 2547760 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 08/15/25 (Call 07/15/25) | 3438 | 3110565 |
| &nbsp;&nbsp;&nbsp;0.80%, 08/15/27 (Call 06/15/27) | 4085 | 3551458 |
| &nbsp;&nbsp;&nbsp;1.10%, 08/15/30 (Call 05/15/30) | 7189 | 5724673 |
| &nbsp;&nbsp;&nbsp;1.90%, 08/15/40 (Call 02/15/40) | 5343 | 3675824 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Internet (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/26 (Call 05/15/26) | $9001 | $8380381 |
| &nbsp;&nbsp;&nbsp;2.05%, 08/15/50 (Call 02/15/50) | 8888 | 5590552 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/60 (Call 02/15/60) | 2640 | 1600078 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/25/24 | 2666 | 2656936 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 05/12/24 | 9890 | 9336753 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/03/25 (Call 05/03/25) | 2105 | 1929864 |
| &nbsp;&nbsp;&nbsp;1.00%, 05/12/26 (Call 04/12/26) | 10405 | 9277618 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/27 (Call 04/03/27) | 1758 | 1535543 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/03/30 (Call 03/03/30) | 5630 | 4584171 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/12/28 (Call 03/12/28) | 10175 | 8853267 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/12/31 (Call 02/12/31) | 9910 | 8275445 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/03/50 (Call 12/03/49) | 7051 | 4619181 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/03/60 (Call 12/03/59) | 7155 | 4530117 |
| &nbsp;&nbsp;&nbsp;2.73%, 04/13/24 | 25 | 24426 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/22/24 (Call 06/22/24) | 9704 | 9435684 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/12/41 (Call 11/12/40) | 7744 | 5926793 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/13/25 | 335 | 324769 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/12/51 (Call 11/12/50) | 11005 | 8071177 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/22/27 (Call 05/22/27) | 13938 | 13229671 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/12/61 (Call 11/12/60) | 5165 | 3714306 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/13/27 (Call 03/13/27) | 5170 | 4961701 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/13/29 (Call 02/13/29) | 3140 | 2970880 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/13/32 (Call 01/13/32) | 6915 | 6447546 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/05/24 (Call 09/05/24) | 6940 | 6849988 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/37 (Call 02/22/37) | 11322 | 10180742 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/52 (Call 10/13/51) | 8490 | 7256148 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/22/47 (Call 02/22/47) | 11623 | 10236492 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/13/62 (Call 10/13/61) | 4505 | 3821546 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/22/57 (Call 02/22/57) | 6871 | 6159577 |
| &nbsp;&nbsp;&nbsp;4.60%, 12/01/25 | 3440 | 3452900 |
| &nbsp;&nbsp;&nbsp;4.65%, 12/01/29 (Call 10/01/29) | 3440 | 3455790 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/29/24 | 3440 | 3445573 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/01/32 | 4440 | 4474765 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/05/34 (Call 06/05/34) | 4607 | 4708216 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/05/44 (Call 06/05/44) | 5083 | 5162142 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/03/25 (Call 09/03/25) | 3481 | 3557965 |
| Baidu Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 02/23/27 (Call 01/23/27) | 1524 | 1302929 |
| &nbsp;&nbsp;&nbsp;1.72%, 04/09/26 (Call 03/09/26) | 520 | 461718 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/09/30 (Call 07/09/30) | 69 | 55529 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/23/31 (Call 05/23/31)<sup>(b)</sup> | 760 | 599632 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.08%, 04/07/25 (Call 03/07/25)<sup>(b)</sup> | 545 | 513973 |
| &nbsp;&nbsp;&nbsp;3.43%, 04/07/30 (Call 01/07/30) | 1425 | 1251649 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/06/27<sup>(b)</sup> | 1964 | 1818664 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/30/25<sup>(b)</sup> | 2421 | 2327283 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/14/24 (Call 04/14/24)<sup>(b)</sup> | 3149 | 3099340 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/29/28 (Call 12/29/27)<sup>(b)</sup> | 2260 | 2133146 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/14/28 (Call 08/14/28) | 1965 | 1902552 |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/28 (Call 12/15/27) | 3619 | 3396070 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/26 (Call 03/01/26) | 3871 | 3743141 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/25 (Call 12/15/24) | 3061 | 2992158 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/13/30 (Call 01/13/30) | 5754 | 5622464 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 05/10/26 (Call 04/10/26) | 3655 | 3258432 |
| &nbsp;&nbsp;&nbsp;1.90%, 03/11/25 (Call 02/11/25) | 3997 | 3751464 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/10/31 (Call 02/10/31)<sup>(b)</sup> | 2815 | 2307230 |
| &nbsp;&nbsp;&nbsp;2.70%, 03/11/30 (Call 12/11/29) | 4156 | 3541993 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 4173 | 4076854 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Internet (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 06/05/27 (Call 03/05/27) | $3565 | $3373702 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/10/51 (Call 11/10/50) | 2015 | 1475484 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/42 (Call 01/15/42) | 2996 | 2398717 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/22/27 | 610 | 626275 |
| &nbsp;&nbsp;&nbsp;6.30%, 11/22/32 | 705 | 735639 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/31 (Call 12/15/30)<sup>(b)</sup> | 2613 | 2126486 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/30 (Call 11/15/29) | 4009 | 3433187 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 1779 | 1648777 |
| &nbsp;&nbsp;&nbsp;4.63%, 08/01/27 (Call 05/01/27) | 816 | 789080 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/26 (Call 11/15/25) | 4212 | 4199785 |
| JD.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/14/30 (Call 10/14/29)<sup>(b)</sup> | 2265 | 1996530 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/29/26<sup>(b)</sup> | 885 | 843281 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/14/50 (Call 07/14/49)<sup>(b)</sup> | 1975 | 1384929 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/15/27 (Call 07/15/27)<sup>(f)</sup> | 10395 | 9771196 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 08/15/32 (Call 05/15/32)<sup>(f)</sup> | 9185 | 8224984 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 08/15/52 (Call 02/15/52)<sup>(f)</sup> | 8430 | 6936710 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 08/15/62 (Call 02/15/62)<sup>(f)</sup> | 5225 | 4279693 |
| Tencent Music Entertainment Group |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/03/25 (Call 08/03/25) | 1214 | 1072593 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/03/30 (Call 06/03/30) | 2971 | 2177743 |
| VeriSign Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/15/31 (Call 03/15/31)<sup>(b)</sup> | 3110 | 2543980 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/27 (Call 01/03/23) | 3020 | 2948486 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/25 (Call 01/01/25) | 2075 | 2078216 |
| Weibo Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/08/30 (Call 04/08/30)<sup>(b)</sup> | 2719 | 2021006 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/05/24 (Call 06/05/24) | 2546 | 2423512 |
|  |  | 372923298 |
| **Iron & Steel — 0.1%** |  |  |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/16/29<sup>(b)</sup> | 2110 | 1896953 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/11/26<sup>(b)</sup> | 2820 | 2738558 |
| &nbsp;&nbsp;&nbsp;6.55%, 11/29/27 | 1000 | 1008140 |
| &nbsp;&nbsp;&nbsp;6.75%, 03/01/41 | 1645 | 1615933 |
| &nbsp;&nbsp;&nbsp;6.80%, 11/29/32 | 1155 | 1167509 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/39 | 2225 | 2262068 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/25 (Call 05/01/25) | 3767 | 3512916 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/01/30 (Call 03/01/30) | 3124 | 2674144 |
| &nbsp;&nbsp;&nbsp;2.98%, 12/15/55 (Call 06/15/55) | 5302 | 3289679 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/01/32 (Call 01/01/32) | 60 | 51296 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/52 (Call 09/01/51) | 240 | 184438 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 2370 | 2321984 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/28 (Call 02/01/28) | 1093 | 1040383 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/23/27 (Call 04/23/27) | 2765 | 2701986 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/48 (Call 11/01/47) | 199 | 169259 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 08/01/43 (Call 02/01/43)<sup>(b)</sup> | 405 | 388035 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/01/37 | 308 | 334202 |
| Reliance Steel & Aluminum Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 08/15/25 (Call 07/15/25) | 2883 | 2597871 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 08/15/30 (Call 05/15/30)<sup>(b)</sup> | 165 | 130642 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/15/27 (Call 08/15/27) | 730 | 613098 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/15/25 (Call 05/15/25) | 1712 | 1607910 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/15/24 (Call 11/15/24) | 3078 | 2931887 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/31 (Call 10/15/30) | 2236 | 1913055 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/50 (Call 04/15/50) | 1644 | 1074666 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Iron & Steel (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/30 (Call 01/15/30) | $1419 | $1250550 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/15/26 (Call 01/03/23) | 2323 | 2294683 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/08/30 (Call 04/08/30) | 4229 | 3690225 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/10/26 | 3428 | 3558093 |
| &nbsp;&nbsp;&nbsp;6.88%, 11/21/36 | 6985 | 7351363 |
| &nbsp;&nbsp;&nbsp;6.88%, 11/10/39 | 4740 | 4854139 |
| &nbsp;&nbsp;&nbsp;8.25%, 01/17/34 | 490 | 565019 |
| Vale SA, 5.63%, 09/11/42<sup>(b)</sup> | 996 | 928690 |
|  |  | 62719374 |
| **Leisure Time — 0.0%** |  |  |
| Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.85%, 08/18/24 (Call 01/03/23) | 1928 | 1772989 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/18/31 (Call 05/18/31) | 1209 | 885169 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 09/15/32 (Call 06/15/32)<sup>(b)</sup> | 2305 | 1937468 |
| &nbsp;&nbsp;&nbsp;5.10%, 04/01/52 (Call 10/01/51) | 1385 | 994111 |
| Harley-Davidson Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/28/25 (Call 04/28/25) | 2724 | 2592404 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/28/45 (Call 01/28/45)<sup>(b)</sup> | 1979 | 1520604 |
|  |  | 9702745 |
| **Lodging — 0.0%** |  |  |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/29 (Call 09/01/29) | 1926 | 1685366 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/31 (Call 10/15/30) | 970 | 833463 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 10/01/24 (Call 01/03/23) | 1290 | 1207169 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/28 (Call 06/15/28) | 2410 | 2202619 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/26 (Call 12/15/25) | 3550 | 3493732 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/23/25 (Call 03/23/25) | 2113 | 2093666 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/23/30 (Call 01/23/30) | 2252 | 2236934 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/15/24 (Call 03/15/24) | 2445 | 2398129 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 12/15/24) | 2086 | 2026215 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | 1930 | 1862933 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/27 (Call 09/15/27) | 2290 | 2275115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AA, 4.65%, 12/01/28 (Call 09/01/28)<sup>(b)</sup> | 1904 | 1826164 |
| &nbsp;&nbsp;&nbsp;Series EE, 5.75%, 05/01/25 (Call 04/01/25) | 2871 | 2919750 |
| &nbsp;&nbsp;&nbsp;Series FF, 4.63%, 06/15/30 (Call 03/15/30) | 4807 | 4512619 |
| &nbsp;&nbsp;&nbsp;Series GG, 3.50%, 10/15/32 (Call 07/15/32) | 2334 | 1965625 |
| &nbsp;&nbsp;&nbsp;Series HH, 2.85%, 04/15/31 (Call 01/15/31) | 431 | 352312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series II, 2.75%, 10/15/33 (Call 07/15/33)<sup>(b)</sup> | 2300 | 1773185 |
| &nbsp;&nbsp;&nbsp;Series R, 3.13%, 06/15/26 (Call 03/15/26) | 3438 | 3219103 |
| &nbsp;&nbsp;&nbsp;Series X, 4.00%, 04/15/28 (Call 01/15/28) | 1724 | 1608199 |
| &nbsp;&nbsp;&nbsp;Series Z, 4.15%, 12/01/23 (Call 11/01/23) | 111 | 109906 |
|  |  | 40602204 |
| **Machinery — 0.3%** |  |  |
| ABB Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 04/03/28 (Call 01/03/28) | 710 | 676374 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/08/42 | 260 | 231868 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 05/17/24 | 51 | 47971 |
| &nbsp;&nbsp;&nbsp;0.60%, 09/13/24 | 439 | 409468 |
| &nbsp;&nbsp;&nbsp;0.80%, 11/13/25 | 709 | 638164 |
| &nbsp;&nbsp;&nbsp;0.90%, 03/02/26 | 670 | 601084 |
| &nbsp;&nbsp;&nbsp;0.95%, 01/10/24 | 975 | 936283 |
| &nbsp;&nbsp;&nbsp;1.10%, 09/14/27 | 1061 | 912884 |
| &nbsp;&nbsp;&nbsp;1.15%, 09/14/26 | 3255 | 2889952 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/25 | 1125 | 1047668 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 01/08/27<sup>(b)</sup> | 3225 | 2899307 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 11/08/24 | $4461 | $4259586 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/09/26 | 2389 | 2219548 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/17/24 | 3284 | 3199174 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/24 | 2850 | 2775415 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/09/24 | 4170 | 4090978 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/12/27 | 4485 | 4316857 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/07/23 | 1431 | 1415560 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/12/25 | 2715 | 2658718 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/17/25 | 2955 | 2964633 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/12/31 (Call 12/12/30) | 250 | 206435 |
| &nbsp;&nbsp;&nbsp;2.60%, 09/19/29 (Call 06/19/29) | 2993 | 2668589 |
| &nbsp;&nbsp;&nbsp;2.60%, 04/09/30 (Call 01/09/30) | 4125 | 3624679 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/19/49 (Call 03/19/49) | 4124 | 3200760 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/09/50 (Call 10/09/49) | 4357 | 3375716 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 02/15/24)<sup>(b)</sup> | 4486 | 4414673 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/42 | 6018 | 5254496 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/15/44 (Call 11/15/43)<sup>(b)</sup> | 2077 | 1935266 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/64 (Call 11/15/63) | 2473 | 2390946 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/27/41 | 1706 | 1768883 |
| &nbsp;&nbsp;&nbsp;5.30%, 09/15/35 | 550 | 564779 |
| &nbsp;&nbsp;&nbsp;6.05%, 08/15/36 | 1188 | 1312312 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 07/15/26 (Call 06/15/26) | 1435 | 1266890 |
| &nbsp;&nbsp;&nbsp;1.88%, 01/15/26 (Call 12/15/25) | 1685 | 1533131 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 1450 | 1412358 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/24 | 2065 | 2041294 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/14/25 | 1445 | 1459334 |
| CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27) | 2705 | 2536397 |
| Crane Holdings Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47) | 1263 | 906076 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/15/23 (Call 09/15/23) | 967 | 958616 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/25 (Call 03/15/25) | 3030 | 2915405 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/07/49 (Call 03/07/49)<sup>(b)</sup> | 1890 | 1384576 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/15/30 (Call 01/15/30) | 2581 | 2336347 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/50 (Call 10/15/49)<sup>(b)</sup> | 3296 | 2873057 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/09/42 (Call 12/09/41)<sup>(b)</sup> | 3949 | 3591221 |
| &nbsp;&nbsp;&nbsp;5.38%, 10/16/29 | 1495 | 1573921 |
| &nbsp;&nbsp;&nbsp;7.13%, 03/03/31 | 775 | 905836 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 11/04/29 (Call 08/04/29) | 2105 | 1853895 |
| &nbsp;&nbsp;&nbsp;3.15%, 11/15/25 (Call 08/15/25) | 2466 | 2361442 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 10/15/35<sup>(b)</sup> | 142 | 141394 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 03/01/41 (Call 12/01/40)<sup>(b)</sup> | 1940 | 1912452 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/32 (Call 10/15/31) | 1820 | 1379451 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/30 (Call 07/01/30) | 2018 | 1694959 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 06/15/31 (Call 03/15/31) | 1495 | 1253587 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/30 (Call 02/01/30) | 1199 | 1045144 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 01/17/24 | 1315 | 1256009 |
| &nbsp;&nbsp;&nbsp;0.45%, 06/07/24 | 2615 | 2456086 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/10/24 | 1460 | 1362136 |
| &nbsp;&nbsp;&nbsp;0.70%, 01/15/26 | 3400 | 3035486 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 06/17/26<sup>(b)</sup> | 2130 | 1898384 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/10/25<sup>(b)</sup> | 1625 | 1520838 |
| &nbsp;&nbsp;&nbsp;1.30%, 10/13/26 | 1575 | 1400522 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/15/31 | 2620 | 2067363 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/06/28 | $1600 | $1379584 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 01/11/27<sup>(b)</sup> | 2170 | 1945470 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/09/27 | 2346 | 2100538 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/17/31 | 2785 | 2278436 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/09/25 | 2865 | 2726878 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/07/25 | 40 | 37969 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/14/26 | 2051 | 1907102 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 03/08/27<sup>(b)</sup> | 630 | 577250 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/09/30 | 2879 | 2505335 |
| &nbsp;&nbsp;&nbsp;2.60%, 03/07/24 | 2850 | 2780346 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/24/24 | 4438 | 4318307 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/10/26 | 1149 | 1082726 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/08/27 | 2300 | 2130536 |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/29 | 2241 | 2015085 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/06/28 | 805 | 757191 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/12/24 | 1115 | 1093581 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/18/29 | 2050 | 1914229 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/06/25 | 1370 | 1337476 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/11/25 | 710 | 691732 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/10/24 | 811 | 800968 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/13/25 | 3858 | 3771967 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/07/29 | 2959 | 2780750 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/07/32 | 45 | 42588 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 09/08/25<sup>(b)</sup> | 2315 | 2290067 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/27 | 2770 | 2724683 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/15/32 | 2430 | 2395251 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/11/24<sup>(b)</sup> | 1310 | 1308218 |
| &nbsp;&nbsp;&nbsp;4.85%, 10/11/29 | 1860 | 1891787 |
| nVent Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/15/31 (Call 08/15/31)<sup>(b)</sup> | 1503 | 1158588 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/15/28 (Call 01/15/28) | 2374 | 2199487 |
| Oshkosh Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 03/01/30 (Call 12/01/29) | 916 | 768377 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/28 (Call 02/15/28) | 1608 | 1528661 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.06%, 04/05/25 (Call 03/05/25) | 4669 | 4376394 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.29%, 04/05/27 (Call 02/05/27)<sup>(b)</sup> | 1543 | 1396693 |
| &nbsp;&nbsp;&nbsp;2.57%, 02/15/30 (Call 11/15/29) | 6281 | 5354992 |
| &nbsp;&nbsp;&nbsp;3.11%, 02/15/40 (Call 08/15/39) | 3288 | 2480763 |
| &nbsp;&nbsp;&nbsp;3.36%, 02/15/50 (Call 08/15/49) | 2351 | 1685432 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/15/31 (Call 05/15/31) | 1245 | 996249 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/61 (Call 02/15/61) | 1913 | 1167695 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/01/25 (Call 12/01/24) | 1042 | 1004665 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/29 (Call 12/01/28) | 1798 | 1691037 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/49 (Call 09/01/48) | 2683 | 2315349 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 05/15/25) | 2789 | 2614715 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/15/26 (Call 08/15/26) | 3613 | 3351816 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/24 (Call 02/15/24) | 2568 | 2523856 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/28 (Call 06/15/28) | 5290 | 5045708 |
| Xylem Inc./NY |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 01/30/28 (Call 11/30/27) | 2592 | 2251230 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/30/31 (Call 10/30/30) | 2408 | 1978581 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/26 (Call 08/01/26) | 3323 | 3134154 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/01/46 (Call 05/01/46) | 1165 | 997590 |
|  |  | 225850715 |
| **Manufacturing — 0.2%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 01/14/25)<sup>(b)</sup> | 3578 | 3397132 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Manufacturing (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 09/19/26 (Call 06/19/26) | $3120 | $2901600 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/26/29 (Call 05/26/29) | 3645 | 3138090 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 04/15/25 (Call 03/15/25)<sup>(b)</sup> | 1230 | 1180492 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27) | 3328 | 3099965 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/07/25<sup>(b)</sup> | 1893 | 1824170 |
| &nbsp;&nbsp;&nbsp;3.05%, 04/15/30 (Call 01/15/30) | 1550 | 1389451 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/19/46 (Call 03/19/46) | 2072 | 1488898 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/14/24 (Call 01/14/24) | 4089 | 4020141 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/26/49 (Call 02/26/49)<sup>(b)</sup> | 2846 | 2080711 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/01/29 (Call 12/01/28)<sup>(b)</sup> | 3073 | 2867877 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/14/28 (Call 06/14/28)<sup>(b)</sup> | 2410 | 2301357 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/15/47 (Call 04/15/47) | 2011 | 1561320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/15/50 (Call 10/15/49)<sup>(b)</sup> | 2252 | 1800451 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/15/44 | 1105 | 895249 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/14/48 (Call 03/14/48)<sup>(b)</sup> | 4025 | 3383294 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 1272 | 1347302 |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/01/32 (Call 12/01/31) | 935 | 718370 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/30 (Call 12/01/29) | 3259 | 2731922 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/24 (Call 10/01/24) | 2347 | 2274783 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/27 (Call 09/01/27) | 1480 | 1387515 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27) | 2662 | 2495066 |
| &nbsp;&nbsp;&nbsp;3.92%, 09/15/47 (Call 03/15/47) | 2509 | 2074567 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/02/32 | 2929 | 2722476 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/33 (Call 12/15/32) | 900 | 849672 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/02/42 | 2649 | 2318855 |
| &nbsp;&nbsp;&nbsp;4.70%, 08/23/52 (Call 02/23/52) | 675 | 629329 |
| GE Capital Funding LLC, 4.55%, 05/15/32 (Call 02/15/32) | 4408 | 4245565 |
| GE Capital International Funding Co. Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.37%, 11/15/25 | 405 | 388678 |
| &nbsp;&nbsp;&nbsp;4.42%, 11/15/35 | 22673 | 21385854 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 05/01/50 (Call 11/01/49)<sup>(b)</sup> | 695 | 586420 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/11/44 | 50 | 44452 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/14/38 | 445 | 467063 |
| &nbsp;&nbsp;&nbsp;6.75%, 03/15/32 | 6260 | 7095647 |
| &nbsp;&nbsp;&nbsp;6.88%, 01/10/39 | 375 | 423011 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 11/15/26 (Call 08/15/26) | 5149 | 4867865 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/24 (Call 12/01/23) | 4119 | 4068913 |
| &nbsp;&nbsp;&nbsp;3.90%, 09/01/42 (Call 03/01/42) | 1822 | 1589841 |
| &nbsp;&nbsp;&nbsp;4.88%, 09/15/41 (Call 03/15/41) | 1975 | 1953334 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 06/14/24 (Call 05/14/24) | 2507 | 2409778 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/27 (Call 12/01/26) | 3961 | 3719973 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/14/29 (Call 03/14/29) | 2343 | 2116994 |
| &nbsp;&nbsp;&nbsp;3.30%, 11/21/24 (Call 08/21/24) | 1107 | 1071222 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 | 2270 | 2220242 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/14/49 (Call 12/14/48) | 2851 | 2301213 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/47 (Call 09/01/46) | 2086 | 1707850 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/21/34 (Call 05/21/34) | 1930 | 1773902 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/27 (Call 08/15/27) | 1755 | 1706966 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/21/44 (Call 05/21/44) | 1727 | 1512956 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/29 (Call 07/15/29) | 2873 | 2796837 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/38 | 1351 | 1419941 |
| Pentair Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/29 (Call 04/01/29) | 2103 | 1928956 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/15/32 (Call 04/15/32) | 1005 | 998679 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Manufacturing (continued)** |  |  |
| Teledyne Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 04/01/24 (Call 01/03/23) | $1660 | $1565695 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 04/01/26 (Call 03/01/26)<sup>(b)</sup> | 865 | 772869 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/28 (Call 02/01/28) | 825 | 713658 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/31 (Call 01/01/31) | 1740 | 1435222 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 03/15/31 (Call 12/15/30) | 2633 | 2123383 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/30 (Call 03/01/30) | 1400 | 1196062 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/28 (Call 12/01/27) | 1458 | 1319665 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 12/15/26) | 1905 | 1787519 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/01/25 (Call 12/01/24) | 1230 | 1199201 |
| &nbsp;&nbsp;&nbsp;3.90%, 09/17/29 (Call 06/17/29) | 1524 | 1388135 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/26 (Call 12/15/25)<sup>(b)</sup> | 1874 | 1816524 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/24 (Call 12/01/23) | 1845 | 1825923 |
| Trane Technologies Global Holding Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 08/21/28 (Call 05/21/28) | 2348 | 2237785 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/21/48 (Call 08/21/47) | 1103 | 869407 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/43 | 1717 | 1729191 |
| Trane Technologies Luxembourg Finance SA |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/21/26 (Call 01/21/26) | 1919 | 1817754 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/01/24 (Call 08/01/24) | 3430 | 3345931 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/21/29 (Call 12/21/28) | 2950 | 2735564 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/21/49 (Call 09/21/48) | 1395 | 1159845 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/01/44 (Call 05/01/44) | 1223 | 1057663 |
|  |  | 163779203 |
| **Media — 0.8%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/29 (Call 11/15/28) | 4555 | 3727903 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/32 (Call 11/01/31) | 3030 | 2265895 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/01/31 (Call 01/01/31) | 6754 | 5350992 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 5027 | 3409362 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/42 (Call 09/01/41) | 4345 | 2935048 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/01/51 (Call 10/01/50)<sup>(b)</sup> | 5574 | 3562734 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/28 (Call 11/15/27) | 3826 | 3486098 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/61 (Call 10/01/60) | 6985 | 4321969 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/52 (Call 12/01/51) | 8135 | 5383499 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/62 (Call 12/30/61) | 3095 | 1945857 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/28 (Call 12/15/27) | 4748 | 4416637 |
| &nbsp;&nbsp;&nbsp;4.40%, 04/01/33 (Call 01/01/33) | 3800 | 3320174 |
| &nbsp;&nbsp;&nbsp;4.40%, 12/01/61 (Call 06/01/61) | 5358 | 3641672 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/24 (Call 01/01/24) | 4404 | 4353971 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/50 (Call 09/01/49) | 9316 | 7036282 |
| &nbsp;&nbsp;&nbsp;4.91%, 07/23/25 (Call 04/23/25) | 15607 | 15348080 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/30/29 (Call 12/30/28) | 4503 | 4289828 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/01/49 (Call 01/01/49) | 4420 | 3506519 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/53 (Call 10/01/52) | 5825 | 4687028 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/01/38 (Call 10/01/37) | 2597 | 2226928 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/01/47 (Call 11/01/46) | 8118 | 6702951 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/01/63 (Call 10/01/62) | 1615 | 1304193 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/48 (Call 10/01/47) | 7871 | 6749146 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/23/35 (Call 04/23/35) | 6920 | 6799038 |
| &nbsp;&nbsp;&nbsp;6.48%, 10/23/45 (Call 04/23/45) | 11644 | 10965155 |
| &nbsp;&nbsp;&nbsp;6.83%, 10/23/55 (Call 04/23/55) | 2503 | 2425757 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/15/31 (Call 11/15/30)<sup>(b)</sup> | 6165 | 4858760 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/15/31 (Call 10/15/30) | 5506 | 4491244 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/27 (Call 10/15/26) | 2776 | 2545814 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 08/15/52 (Call 02/15/52)<sup>(b)</sup> | 5000 | 3057050 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/01/30 (Call 11/01/29) | 4590 | 4008585 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/62 (Call 02/15/62) | $4424 | $2626263 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/51 (Call 07/15/50) | 5484 | 3604030 |
| &nbsp;&nbsp;&nbsp;2.89%, 11/01/51 (Call 05/01/51) | 13230 | 8827850 |
| &nbsp;&nbsp;&nbsp;2.94%, 11/01/56 (Call 05/01/56) | 19416 | 12497691 |
| &nbsp;&nbsp;&nbsp;2.99%, 11/01/63 (Call 05/01/63) | 13368 | 8457800 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/01/26 (Call 12/01/25) | 9634 | 9246906 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/15/28 (Call 11/15/27) | 5342 | 4973188 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 07/15/36 (Call 01/15/36)<sup>(b)</sup> | 3215 | 2653950 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/39 (Call 05/01/39) | 2377 | 1888051 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/27 (Call 11/01/26) | 4631 | 4404915 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 02/01/27) | 2549 | 2420326 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/25 (Call 11/15/24) | 3457 | 3364491 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/25 (Call 05/15/25) | 5979 | 5794488 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/01/30 (Call 01/01/30) | 5650 | 5183931 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/15/46 (Call 01/15/46) | 1837 | 1388129 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/01/50 (Call 08/01/49) | 5915 | 4434830 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/01/28 (Call 02/01/28) | 3886 | 3687775 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/24 (Call 03/15/24) | 9311 | 9181856 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/40 (Call 10/01/39) | 6454 | 5411873 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/38 (Call 09/01/37) | 4039 | 3546606 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/25 (Call 08/15/25) | 4726 | 4650289 |
| &nbsp;&nbsp;&nbsp;3.97%, 11/01/47 (Call 05/01/47) | 4712 | 3837641 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/47 (Call 02/15/47) | 4422 | 3652484 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 4726 | 3890585 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/49 (Call 05/01/49) | 5578 | 4543002 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/01/52 (Call 05/01/52) | 3639 | 2975647 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/15/28 (Call 07/15/28) | 6804 | 6601105 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/34 (Call 02/15/34) | 4890 | 4594399 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/30 (Call 07/15/30) | 4464 | 4307358 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/33 | 6957 | 6610750 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/35 (Call 02/15/35) | 4214 | 4003300 |
| &nbsp;&nbsp;&nbsp;4.60%, 10/15/38 (Call 04/15/38) | 3920 | 3681899 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/15/45 (Call 02/15/45) | 3906 | 3523564 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 07/15/42<sup>(b)</sup> | 3127 | 2874557 |
| &nbsp;&nbsp;&nbsp;4.70%, 10/15/48 (Call 04/15/48) | 7573 | 6937247 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/44 | 2959 | 2746100 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/58 (Call 04/15/58) | 3724 | 3481717 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/07/25 | 560 | 569587 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/27 (Call 10/15/27) | 2380 | 2451019 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/15/32 (Call 08/15/32) | 3070 | 3221934 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/15/35 | 3311 | 3483536 |
| &nbsp;&nbsp;&nbsp;6.45%, 03/15/37 | 50 | 55668 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/35 | 3252 | 3612809 |
| &nbsp;&nbsp;&nbsp;6.55%, 07/01/39 | 1155 | 1286046 |
| &nbsp;&nbsp;&nbsp;6.95%, 08/15/37 | 1130 | 1303444 |
| &nbsp;&nbsp;&nbsp;7.05%, 03/15/33 | 1922 | 2223312 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/25 (Call 12/15/24) | 2141 | 2034892 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/30 (Call 02/15/30) | 3477 | 2942724 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/13/24 (Call 01/13/24) | 1544 | 1509584 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24) | 2028 | 1956898 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 1908 | 1824830 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/20/28 (Call 12/20/27) | 6455 | 5801625 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/55 (Call 03/15/55) | 6853 | 4382493 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/29 (Call 02/15/29) | 2518 | 2218031 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/50 (Call 11/15/49) | 3338 | 2414542 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/43 | 636 | 491781 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/11/26 (Call 12/11/25) | 3060 | 2977043 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/20/37 (Call 03/20/37) | 4060 | 3360827 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/20/47 (Call 03/20/47) | 5695 | 4428546 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 05/15/49 (Call 11/15/48) | $4187 | $3290228 |
| &nbsp;&nbsp;&nbsp;6.35%, 06/01/40 | 741 | 688004 |
| FactSet Research Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/27 (Call 02/01/27) | 1190 | 1085697 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/01/32 (Call 12/01/31) | 1240 | 1046845 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 04/07/25 (Call 03/07/25) | 3269 | 3131964 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/08/30 (Call 01/08/30) | 2648 | 2328625 |
| &nbsp;&nbsp;&nbsp;4.03%, 01/25/24 (Call 12/25/23) | 4789 | 4722433 |
| &nbsp;&nbsp;&nbsp;4.71%, 01/25/29 (Call 10/25/28) | 7962 | 7676801 |
| &nbsp;&nbsp;&nbsp;5.48%, 01/25/39 (Call 07/25/38) | 4346 | 4007055 |
| &nbsp;&nbsp;&nbsp;5.58%, 01/25/49 (Call 07/25/48) | 5053 | 4542445 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/30/26 (Call 10/30/25)<sup>(b)</sup> | 1219 | 1189061 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/13/45 (Call 11/13/44) | 2845 | 2431934 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/24/49 (Call 11/24/48) | 2515 | 2240815 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 01/31/46 (Call 07/31/45)<sup>(b)</sup> | 3243 | 3216116 |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/40 | 1981 | 1991579 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 03/11/32<sup>(b)</sup> | 970 | 1135113 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 01/15/43<sup>(b)</sup> | 2013 | 1792234 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/41 | 2716 | 2887298 |
| &nbsp;&nbsp;&nbsp;6.40%, 04/30/40 | 272 | 301583 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 01/15/27 (Call 10/15/26)<sup>(b)</sup> | 1642 | 1483563 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/28 (Call 11/15/27) | 2384 | 2121045 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/28 (Call 03/01/28) | 3280 | 2961676 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/26 (Call 10/15/25) | 3858 | 3692569 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/29 (Call 03/01/29) | 1795 | 1600637 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/19/32 (Call 02/19/32)<sup>(b)</sup> | 3245 | 2693967 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/43 | 5511 | 3883161 |
| &nbsp;&nbsp;&nbsp;4.60%, 01/15/45 (Call 07/15/44) | 2677 | 1931027 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/25 (Call 04/15/25) | 2434 | 2412118 |
| &nbsp;&nbsp;&nbsp;4.85%, 07/01/42 (Call 01/01/42) | 1882 | 1426048 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/15/44 (Call 02/15/44) | 2511 | 1867858 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/31 (Call 10/15/30) | 4225 | 3809809 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/19/50 (Call 11/19/49) | 2838 | 2117716 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/44 (Call 10/01/43) | 2119 | 1655914 |
| &nbsp;&nbsp;&nbsp;5.50%, 05/15/33 | 2477 | 2259891 |
| &nbsp;&nbsp;&nbsp;5.85%, 09/01/43 (Call 03/01/43) | 1769 | 1494805 |
| &nbsp;&nbsp;&nbsp;5.90%, 10/15/40 (Call 04/15/40) | 1643 | 1471684 |
| &nbsp;&nbsp;&nbsp;6.88%, 04/30/36 | 3061 | 3037736 |
| &nbsp;&nbsp;&nbsp;7.88%, 07/30/30 | 3489 | 3774889 |
| TCI Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.13%, 02/15/28 | 927 | 1023084 |
| &nbsp;&nbsp;&nbsp;7.88%, 02/15/26 | 3712 | 4063823 |
| Thomson Reuters Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/26 (Call 02/15/26) | 2418 | 2300123 |
| &nbsp;&nbsp;&nbsp;5.50%, 08/15/35 | 982 | 946550 |
| &nbsp;&nbsp;&nbsp;5.65%, 11/23/43 (Call 05/23/43) | 1771 | 1668725 |
| &nbsp;&nbsp;&nbsp;5.85%, 04/15/40 | 2254 | 2211151 |
| Time Warner Cable Enterprises LLC, 8.38%, 07/15/33 | 3978 | 4458821 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/42 (Call 03/15/42) | 4461 | 3361140 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/41 (Call 03/01/41) | 4764 | 4074887 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/15/40 (Call 05/15/40) | 3324 | 2941707 |
| &nbsp;&nbsp;&nbsp;6.55%, 05/01/37 | 5997 | 5779609 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/15/39 | 4891 | 4740210 |
| &nbsp;&nbsp;&nbsp;7.30%, 07/01/38 | 5301 | 5406225 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Media (continued)** |  |  |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 07/30/26 | $3473 | $3161680 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/27<sup>(b)</sup> | 3489 | 3277950 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/13/26 | 3463 | 3303390 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/46 | 2349 | 1683552 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/17/25 | 2997 | 2884073 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/42 | 1786 | 1469378 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/44 | 3382 | 2960468 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/16/41 | 1820 | 1649229 |
| &nbsp;&nbsp;&nbsp;Series B, 7.00%, 03/01/32 | 2013 | 2302832 |
| &nbsp;&nbsp;&nbsp;Series E, 4.13%, 12/01/41 | 2633 | 2303559 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/30/24 (Call 07/30/24) | 6742 | 6413327 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/13/26 | 5037 | 4631924 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/29 (Call 06/01/29) | 7532 | 6384500 |
| &nbsp;&nbsp;&nbsp;2.20%, 01/13/28 | 1332 | 1197428 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/13/31<sup>(b)</sup> | 8918 | 7683214 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/01/49 (Call 03/01/49)<sup>(b)</sup> | 7212 | 4894352 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/24/25 | 4413 | 4297777 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/26 (Call 08/15/26) | 1714 | 1636939 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/13/40 (Call 11/13/39) | 6412 | 5284257 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/13/51 (Call 07/13/50) | 9427 | 7401232 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/24 (Call 06/15/24) | 3278 | 3217652 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/25 (Call 07/15/25) | 2237 | 2183536 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/23/27 | 1935 | 1873196 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/22/30 | 3639 | 3425282 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/13/60 (Call 11/13/59) | 4367 | 3463337 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/23/40 (Call 09/23/39) | 1281 | 1219858 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/23/50 (Call 09/23/49)<sup>(b)</sup> | 5095 | 4793172 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 2424 | 2281396 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/46 (Call 05/15/46) | 1683 | 1571838 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/45 (Call 04/15/45) | 1686 | 1628187 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/43 | 2677 | 2719778 |
| &nbsp;&nbsp;&nbsp;6.15%, 03/01/37 | 110 | 118956 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/15/41 | 972 | 1074857 |
| &nbsp;&nbsp;&nbsp;6.20%, 12/15/34 | 3745 | 4127964 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/35 | 4264 | 4757771 |
| &nbsp;&nbsp;&nbsp;6.55%, 03/15/33 | 805 | 898952 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/15/37 | 3452 | 3979673 |
| &nbsp;&nbsp;&nbsp;7.75%, 12/01/45 | 750 | 964935 |
|  |  | 631681332 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/25 (Call 03/15/25) | 3699 | 3596353 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/15/43 (Call 07/15/42) | 2405 | 2063346 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (Call 12/15/44) | 1208 | 1079771 |
| Timken Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 09/01/24 (Call 06/01/24) | 997 | 974079 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/01/32 (Call 01/01/32) | 1710 | 1554988 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/28 (Call 09/15/28) | 2040 | 1944161 |
| Valmont Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/44 (Call 04/01/44) | 1474 | 1293862 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/54 (Call 04/01/54) | 1719 | 1497507 |
|  |  | 14004067 |
| **Mining — 0.2%** |  |  |
| AngloGold Ashanti Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/28 (Call 09/01/28) | 655 | 569896 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/01/30 (Call 07/01/30) | 820 | 707242 |
| Barrick Gold Corp., 6.45%, 10/15/35 | 532 | 562122 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Mining (continued)** |  |  |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 05/30/41 | $2948 | $2989685 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/01/43 | 3012 | 3059318 |
| Barrick PD Australia Finance Pty Ltd., 5.95%, 10/15/39 | 3038 | 3131662 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 02/24/42 | 2096 | 1866278 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/30/43 | 9318 | 9255849 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.42%, 03/01/26<sup>(b)</sup> | 1185 | 1243148 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/28 (Call 03/01/23) | 3432 | 3143987 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/30 (Call 03/01/25) | 3501 | 3146034 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/01/28 (Call 08/01/23) | 3381 | 3128980 |
| &nbsp;&nbsp;&nbsp;4.55%, 11/14/24 (Call 08/14/24) | 2785 | 2758292 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 08/01/30 (Call 08/01/25)<sup>(b)</sup> | 3246 | 2986742 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/27 (Call 01/03/23) | 3515 | 3415455 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/01/29 (Call 09/01/24) | 3785 | 3630458 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/14/34 (Call 05/14/34) | 3285 | 3094569 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 03/15/43 (Call 09/15/42)<sup>(b)</sup> | 6035 | 5426732 |
| Kinross Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/27 (Call 04/15/27) | 2219 | 2115639 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/24 (Call 12/15/23) | 2294 | 2303749 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 10/01/30 (Call 07/01/30) | 3983 | 3226230 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/15/32 (Call 04/15/32) | 3735 | 3000512 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/29 (Call 07/01/29) | 3057 | 2630946 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/42 (Call 09/15/41) | 1463 | 1342683 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/09/44 (Call 12/09/43) | 2487 | 2376179 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/01/35 | 2690 | 2764271 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 2171 | 2290188 |
| Rio Tinto Alcan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 06/01/35 | 1183 | 1230214 |
| &nbsp;&nbsp;&nbsp;6.13%, 12/15/33 | 3393 | 3622774 |
| &nbsp;&nbsp;&nbsp;7.25%, 03/15/31 | 2563 | 2927535 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/02/51 (Call 05/02/51)<sup>(b)</sup> | 4200 | 2860536 |
| &nbsp;&nbsp;&nbsp;5.20%, 11/02/40 | 3669 | 3751369 |
| &nbsp;&nbsp;&nbsp;7.13%, 07/15/28 | 2776 | 3081388 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 08/21/42 (Call 02/21/42) | 2814 | 2486422 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/22/42 (Call 09/22/41) | 1700 | 1614796 |
| Southern California Edison Co., 5.95%, 11/01/32 | 915 | 969561 |
| Southern California Gas Co., 6.35%, 11/15/52 | 1860 | 2095513 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/23/25 | 3434 | 3355121 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/08/42 | 5697 | 5298096 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/23/45 | 3083 | 3085158 |
| &nbsp;&nbsp;&nbsp;6.75%, 04/16/40 | 3771 | 4095796 |
| &nbsp;&nbsp;&nbsp;7.50%, 07/27/35 | 3318 | 3737030 |
| Teck Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 07/15/30 (Call 04/15/30)<sup>(b)</sup> | 265 | 238492 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/42 (Call 09/01/41) | 1178 | 1025261 |
| &nbsp;&nbsp;&nbsp;5.40%, 02/01/43 (Call 08/01/42) | 473 | 415237 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/15/40 (Call 02/15/40) | 2130 | 2028378 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/01/35 | 1794 | 1784187 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 07/15/41 (Call 01/15/41)<sup>(b)</sup> | 1716 | 1667369 |
| Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31) | 795 | 604677 |
|  |  | 128141756 |
| **Office & Business Equipment — 0.0%** |  |  |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.67%, 12/01/26 (Call 11/01/26) | 5140 | 4571773 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Office & Business Equipment (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/29 (Call 08/15/23) | $3160 | $2655664 |
| &nbsp;&nbsp;&nbsp;3.28%, 12/01/28 (Call 10/01/28) | 2075 | 1746154 |
| &nbsp;&nbsp;&nbsp;3.57%, 12/01/31 (Call 09/01/31) | 3280 | 2706787 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/25 (Call 01/03/23) | 3715 | 3566771 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/28 (Call 01/03/23) | 2332 | 2106006 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/24 (Call 06/01/24) | 5149 | 5135407 |
|  |  | 22488562 |
| **Oil & Gas — 0.9%** |  |  |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/10/30 (Call 05/10/30) | 3801 | 3073793 |
| &nbsp;&nbsp;&nbsp;2.72%, 01/12/32 (Call 10/12/31) | 6555 | 5568276 |
| &nbsp;&nbsp;&nbsp;2.77%, 11/10/50 (Call 05/10/50) | 2690 | 1790195 |
| &nbsp;&nbsp;&nbsp;2.94%, 06/04/51 (Call 12/04/50) | 9415 | 6430822 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/24/50 (Call 08/24/49) | 7615 | 5261889 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/17/52 (Call 09/17/51) | 2575 | 1765265 |
| &nbsp;&nbsp;&nbsp;3.02%, 01/16/27 (Call 10/16/26) | 3871 | 3637734 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.06%, 06/17/41 (Call 12/17/40)<sup>(b)</sup> | 5135 | 3905424 |
| &nbsp;&nbsp;&nbsp;3.12%, 05/04/26 (Call 02/04/26) | 4534 | 4330605 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/08/61 (Call 08/08/60) | 6235 | 4430279 |
| &nbsp;&nbsp;&nbsp;3.41%, 02/11/26 (Call 12/11/25) | 4344 | 4199866 |
| &nbsp;&nbsp;&nbsp;3.54%, 04/06/27 (Call 02/06/27) | 2289 | 2193411 |
| &nbsp;&nbsp;&nbsp;3.59%, 04/14/27 (Call 01/14/27) | 2503 | 2409863 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/06/30 (Call 01/06/30) | 4167 | 3882644 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/21/25 (Call 07/21/25) | 4358 | 4287705 |
| &nbsp;&nbsp;&nbsp;3.94%, 09/21/28 (Call 06/21/28) | 4048 | 3896848 |
| &nbsp;&nbsp;&nbsp;4.23%, 11/06/28 (Call 08/06/28) | 5180 | 5055162 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.28%, 09/19/27 (Call 06/19/27) | 4397 | 4158815 |
| &nbsp;&nbsp;&nbsp;3.72%, 11/28/28 (Call 08/28/28) | 4842 | 4625369 |
| Burlington Resources LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 10/15/36 | 80 | 83895 |
| &nbsp;&nbsp;&nbsp;7.20%, 08/15/31 | 40 | 46107 |
| &nbsp;&nbsp;&nbsp;7.40%, 12/01/31 | 250 | 290963 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 07/15/25 (Call 06/15/25) | 3196 | 2985511 |
| &nbsp;&nbsp;&nbsp;2.95%, 07/15/30 (Call 04/15/30) | 1920 | 1641830 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/24 (Call 01/15/24) | 3230 | 3178158 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/27 (Call 03/01/27) | 4274 | 4052051 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/01/25 (Call 11/01/24) | 3045 | 2980385 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/47 (Call 12/01/46) | 2768 | 2505732 |
| &nbsp;&nbsp;&nbsp;5.85%, 02/01/35 | 1645 | 1614288 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/38 | 3028 | 3100914 |
| &nbsp;&nbsp;&nbsp;6.45%, 06/30/33 | 1475 | 1526064 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/15/37 | 1799 | 1834404 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/39 | 1715 | 1806770 |
| &nbsp;&nbsp;&nbsp;7.20%, 01/15/32 | 950 | 1042805 |
| Cenovus Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/32 (Call 10/15/31) | 1956 | 1581935 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/52 (Call 08/15/51)<sup>(b)</sup> | 2665 | 1921358 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/37 (Call 12/15/36) | 2775 | 2579501 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/15/47 (Call 12/15/46) | 966 | 893154 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/15/39 | 2110 | 2229637 |
| &nbsp;&nbsp;&nbsp;6.80%, 09/15/37 | 1932 | 2002788 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 05/11/25 (Call 04/11/25) | 9623 | 8998660 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/11/27 (Call 03/11/27) | 4645 | 4209856 |
| &nbsp;&nbsp;&nbsp;2.24%, 05/11/30 (Call 02/11/30) | 4064 | 3519343 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/24 (Call 01/03/24) | 4270 | 4184942 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/16/26 (Call 02/16/26) | 7762 | 7402775 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.08%, 05/11/50 (Call 11/11/49)<sup>(b)</sup> | 3411 | 2552827 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.33%, 11/17/25 (Call 08/17/25) | $3529 | $3425600 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.69%, 08/12/25 (Call 07/12/25) | 4066 | 3689895 |
| &nbsp;&nbsp;&nbsp;1.02%, 08/12/27 (Call 06/12/27) | 3614 | 3128387 |
| &nbsp;&nbsp;&nbsp;2.34%, 08/12/50 (Call 02/12/50) | 3058 | 1995314 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/29 (Call 07/15/29) | 2101 | 1953006 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/28 (Call 10/15/27) | 3145 | 3059582 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24) | 2531 | 2502729 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/15/43 (Call 05/15/43)<sup>(b)</sup> | 355 | 362405 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/41 (Call 09/01/40) | 145 | 161052 |
| CNOOC Finance 2013 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/30/29 (Call 06/30/29)<sup>(b)</sup> | 1249 | 1121152 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/30/49 (Call 03/30/49) | 1315 | 868847 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/09/43<sup>(b)</sup> | 3599 | 2941139 |
| CNOOC Finance 2014 ULC, 4.25%, 04/30/24 | 7345 | 7263544 |
| CNOOC Finance 2015 Australia Pty. Ltd., 4.20%, 05/05/45 | 500 | 401635 |
| CNOOC Finance 2015 USA LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/05/25 | 4520 | 4360308 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/02/28<sup>(b)</sup> | 5052 | 4977786 |
| CNOOC Petroleum North America ULC |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 03/10/35 | 1913 | 1896108 |
| &nbsp;&nbsp;&nbsp;6.40%, 05/15/37 | 3637 | 3785608 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 07/30/39<sup>(b)</sup> | 1006 | 1158510 |
| &nbsp;&nbsp;&nbsp;7.88%, 03/15/32 | 1846 | 2184796 |
| Conoco Funding Co., 7.25%, 10/15/31 | 290 | 334251 |
| ConocoPhillips, 4.88%, 10/01/47 (Call 04/01/47) | 25 | 23506 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/08/24 (Call 01/03/23) | 152 | 146823 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/07/25 (Call 03/07/23) | 935 | 887418 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/15/24 (Call 08/15/24) | 415 | 404766 |
| &nbsp;&nbsp;&nbsp;3.76%, 03/15/42 | 11090 | 9397666 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/52 (Call 09/15/51) | 1835 | 1491360 |
| &nbsp;&nbsp;&nbsp;4.03%, 03/15/62 (Call 09/15/61) | 10347 | 8443152 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/44 (Call 05/15/44) | 1710 | 1519540 |
| &nbsp;&nbsp;&nbsp;5.90%, 10/15/32 | 1831 | 1996852 |
| &nbsp;&nbsp;&nbsp;5.90%, 05/15/38 | 317 | 339992 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/46 (Call 09/15/45) | 320 | 349331 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/39 | 504 | 579721 |
| &nbsp;&nbsp;&nbsp;6.95%, 04/15/29 | 930 | 1037889 |
| Continental Resources Inc./OK |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/24 (Call 03/01/24) | 4310 | 4192552 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/15/28 (Call 10/15/27) | 3695 | 3409450 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/01/44 (Call 12/01/43) | 2905 | 2198824 |
| Coterra Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/15/27 (Call 02/15/27)<sup>(b)(f)</sup> | 2898 | 2736147 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/29 (Call 12/15/28)<sup>(f)</sup> | 2570 | 2458565 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/30 (Call 01/15/25) | 2795 | 2607959 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/42 (Call 11/15/41) | 2938 | 2559791 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/45 (Call 12/15/44) | 4204 | 3763967 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/15/24 (Call 06/15/24) | 1385 | 1388282 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/15/27 (Call 12/12/22) | 700 | 697319 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 07/15/41 (Call 01/15/41)<sup>(b)</sup> | 3405 | 3292397 |
| &nbsp;&nbsp;&nbsp;5.85%, 12/15/25 (Call 09/15/25) | 4030 | 4122287 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/15/28 (Call 06/15/23)<sup>(b)</sup> | 1380 | 1382608 |
| &nbsp;&nbsp;&nbsp;7.88%, 09/30/31 | 1002 | 1145717 |
| &nbsp;&nbsp;&nbsp;7.95%, 04/15/32 | 1335 | 1537640 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 03/24/31 (Call 12/24/30) | 1957 | 1647187 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/26 (Call 10/01/26) | $5731 | $5373844 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/29 (Call 09/01/29) | 2763 | 2463684 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/52 (Call 09/15/51) | 1964 | 1497354 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/24/51 (Call 09/24/50)<sup>(b)</sup> | 2545 | 2006173 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/33 (Call 12/15/32) | 1895 | 1962367 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/53 | 1720 | 1716887 |
| Eni USA Inc., 7.30%, 11/15/27 | 475 | 509846 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 04/01/25 (Call 01/01/25) | 1219 | 1179187 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/35 (Call 10/01/34) | 2278 | 2073276 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/26 (Call 10/15/25) | 5279 | 5207364 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/30 (Call 01/15/30) | 2909 | 2858442 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/50 (Call 10/15/49) | 3001 | 2950193 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/27 (Call 07/01/27) | 6075 | 5632072 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/29 (Call 07/15/28) | 1555 | 1490685 |
| &nbsp;&nbsp;&nbsp;5.68%, 10/01/25 (Call 10/04/23) | 2060 | 2060288 |
| &nbsp;&nbsp;&nbsp;5.70%, 04/01/28 (Call 03/01/28) | 565 | 567198 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/01/25 (Call 01/01/25) | 5815 | 5850879 |
| &nbsp;&nbsp;&nbsp;7.00%, 02/01/30 (Call 11/01/29) | 2780 | 2925227 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 01/22/26 (Call 12/22/25) | 2091 | 1921211 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/22/30 (Call 02/22/30) | 4442 | 3832247 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/24 | 3652 | 3568515 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/06/25 (Call 03/06/25) | 4283 | 4120289 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/06/27 (Call 02/06/27) | 1111 | 1043173 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/06/30 (Call 01/06/30) | 4926 | 4492857 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 633 | 618758 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/18/49 (Call 05/18/49) | 3989 | 3007985 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/10/28 (Call 06/10/28) | 2671 | 2558604 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/06/40 (Call 10/06/39) | 2434 | 2047797 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/24 | 3620 | 3579058 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/06/50 (Call 10/06/49) | 3590 | 2954067 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/43 | 3612 | 3114844 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/23/41 | 2245 | 2030692 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/08/43 | 2525 | 2439099 |
| &nbsp;&nbsp;&nbsp;5.10%, 08/17/40 | 3077 | 3088293 |
| &nbsp;&nbsp;&nbsp;7.25%, 09/23/27 | 900 | 999216 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.02%, 08/16/24 (Call 07/16/24) | 7202 | 6913128 |
| &nbsp;&nbsp;&nbsp;2.28%, 08/16/26 (Call 06/16/26) | 3975 | 3712292 |
| &nbsp;&nbsp;&nbsp;2.44%, 08/16/29 (Call 05/16/29) | 6941 | 6139245 |
| &nbsp;&nbsp;&nbsp;2.61%, 10/15/30 (Call 07/15/30) | 4835 | 4269112 |
| &nbsp;&nbsp;&nbsp;2.71%, 03/06/25 (Call 12/06/24) | 2920 | 2807317 |
| &nbsp;&nbsp;&nbsp;2.99%, 03/19/25 (Call 02/19/25) | 11919 | 11551776 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/16/39 (Call 02/16/39) | 5740 | 4505957 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/01/26 (Call 12/01/25) | 9511 | 9114867 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/16/49 (Call 02/16/49) | 5996 | 4414135 |
| &nbsp;&nbsp;&nbsp;3.18%, 03/15/24 (Call 12/15/23) | 3795 | 3734963 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 03/19/27 (Call 01/19/27)<sup>(b)</sup> | 2525 | 2442028 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (Call 10/15/50) | 5108 | 3973462 |
| &nbsp;&nbsp;&nbsp;3.48%, 03/19/30 (Call 12/19/29) | 3762 | 3541434 |
| &nbsp;&nbsp;&nbsp;3.57%, 03/06/45 (Call 09/06/44) | 2882 | 2339665 |
| &nbsp;&nbsp;&nbsp;4.11%, 03/01/46 (Call 09/01/45) | 10356 | 9080244 |
| &nbsp;&nbsp;&nbsp;4.23%, 03/19/40 (Call 09/19/39) | 4791 | 4398330 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/19/50 (Call 09/19/49) | 9420 | 8529716 |
| Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31) | 850 | 701879 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/24 (Call 04/15/24) | 2465 | 2401502 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 04/01/27 (Call 01/01/27) | $5417 | $5207416 |
| &nbsp;&nbsp;&nbsp;5.60%, 02/15/41 | 4518 | 4341888 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 04/01/47 (Call 10/01/46)<sup>(b)</sup> | 1854 | 1804591 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/40 | 2628 | 2654464 |
| &nbsp;&nbsp;&nbsp;7.13%, 03/15/33 | 2457 | 2693437 |
| &nbsp;&nbsp;&nbsp;7.30%, 08/15/31 | 2404 | 2645866 |
| &nbsp;&nbsp;&nbsp;7.88%, 10/01/29 | 872 | 977931 |
| HF Sinclair Corp., 4.50%, 10/01/30 | 1432 | 1270972 |
| Marathon Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 07/15/27 (Call 04/15/27) | 4288 | 4146710 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 06/01/45 (Call 12/01/44)<sup>(b)</sup> | 1746 | 1550692 |
| &nbsp;&nbsp;&nbsp;6.60%, 10/01/37 | 3073 | 3157292 |
| &nbsp;&nbsp;&nbsp;6.80%, 03/15/32 | 2004 | 2110473 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 09/15/24 (Call 06/15/24) | 3204 | 3130116 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 2483 | 2313635 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/48 (Call 10/01/47) | 2027 | 1638809 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/25 (Call 04/01/25) | 5365 | 5317842 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 3266 | 2796937 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/54 (Call 03/15/54) | 2558 | 2202591 |
| &nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 09/15/26) | 3499 | 3505473 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/01/41 (Call 09/01/40) | 2006 | 2112739 |
| Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) | 3634 | 3610706 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 08/15/34<sup>(b)</sup> | 3091 | 3186574 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/38 | 1880 | 1920157 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/15/37 | 1790 | 1865287 |
| &nbsp;&nbsp;&nbsp;7.20%, 11/01/31 | 1235 | 1318375 |
| &nbsp;&nbsp;&nbsp;7.38%, 11/01/31 | 1615 | 1760156 |
| &nbsp;&nbsp;&nbsp;8.13%, 09/15/30 | 1115 | 1244831 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 02/15/24 (Call 01/03/23) | 755 | 719221 |
| &nbsp;&nbsp;&nbsp;1.30%, 02/15/26 (Call 01/15/26) | 3259 | 2920357 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/15/30 (Call 09/15/30) | 3080 | 2504040 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 12/15/29 (Call 09/15/29)<sup>(f)</sup> | 1991 | 1760044 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/52 (Call 09/15/51) | 3225 | 2304004 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 10/01/26 (Call 07/01/26)<sup>(f)</sup> | 2140 | 2020053 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.61%, 02/15/25 (Call 11/15/24)<sup>(f)</sup> | 1037 | 1004158 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/01/28 (Call 12/01/27)<sup>(f)</sup> | 2521 | 2326177 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/09/25 (Call 03/09/25) | 4141 | 4056317 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/28 (Call 12/15/27) | 1375 | 1305549 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/15/34 (Call 05/15/34) | 4971 | 4734182 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 02/15/45 (Call 08/15/44)<sup>(f)</sup> | 1870 | 1661719 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/44 (Call 05/15/44) | 4178 | 3921429 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/01/46 (Call 04/01/46)<sup>(f)</sup> | 2307 | 2090234 |
| &nbsp;&nbsp;&nbsp;5.88%, 05/01/42 | 4699 | 4951994 |
| Pioneer Natural Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 01/15/26 (Call 12/15/25) | 300 | 267837 |
| &nbsp;&nbsp;&nbsp;1.90%, 08/15/30 (Call 05/15/30) | 7005 | 5607292 |
| &nbsp;&nbsp;&nbsp;2.15%, 01/15/31 (Call 10/15/30) | 385 | 310849 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 11/07/24 (Call 10/07/24) | 5000 | 4775950 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/07/29 (Call 08/07/29) | 5091 | 4472800 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/12/26 | 6365 | 5968779 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/06/30 (Call 01/06/30) | 1958 | 1740858 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/10/26 | 5567 | 5302178 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/26/41 (Call 05/26/41) | 2380 | 1776361 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/26/51 (Call 05/26/51) | 3540 | 2496019 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/07/49 (Call 05/07/49) | 4723 | 3444531 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/11/25 | $11406 | $11094958 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/06/50 (Call 10/06/49) | 7103 | 5281294 |
| &nbsp;&nbsp;&nbsp;3.63%, 08/21/42 | 2493 | 2045781 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/46 | 4701 | 3812699 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/13/28 (Call 08/13/28) | 3765 | 3669294 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/46 | 7904 | 6683069 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/11/35 | 5483 | 5154459 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/11/45 | 10268 | 9217994 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/12/43 | 2903 | 2680282 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/25/40<sup>(b)</sup> | 3405 | 3551381 |
| &nbsp;&nbsp;&nbsp;6.38%, 12/15/38 | 7596 | 8570339 |
| Suncor Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/04/51 (Call 09/04/50)<sup>(b)</sup> | 943 | 704308 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (Call 05/15/47)<sup>(b)</sup> | 3507 | 2754258 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/34 | 1860 | 1864483 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/38 | 2685 | 2795407 |
| &nbsp;&nbsp;&nbsp;6.80%, 05/15/38 | 3817 | 4091939 |
| &nbsp;&nbsp;&nbsp;6.85%, 06/01/39 | 3291 | 3534764 |
| &nbsp;&nbsp;&nbsp;7.15%, 02/01/32 | 837 | 910882 |
| Tosco Corp., 8.13%, 02/15/30 | 1515 | 1794078 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;2.43%, 01/10/25 (Call 10/10/24) | 3931 | 3766488 |
| &nbsp;&nbsp;&nbsp;2.83%, 01/10/30 (Call 10/10/29) | 4314 | 3857579 |
| &nbsp;&nbsp;&nbsp;2.99%, 06/29/41 (Call 12/29/40) | 1888 | 1440771 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/29/50 (Call 11/29/49) | 7246 | 5247263 |
| &nbsp;&nbsp;&nbsp;3.39%, 06/29/60 (Call 12/29/59) | 630 | 454696 |
| &nbsp;&nbsp;&nbsp;3.46%, 02/19/29 (Call 11/19/28) | 4829 | 4544524 |
| &nbsp;&nbsp;&nbsp;3.46%, 07/12/49 (Call 01/12/49) | 5470 | 4230771 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/24 | 4839 | 4782480 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/10/24 | 5986 | 5911534 |
| TotalEnergies Capital SA, 3.88%, 10/11/28. | 4117 | 4016875 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 09/15/27 (Call 07/15/27) | 1470 | 1300950 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/01/31 (Call 09/01/31) | 2035 | 1687259 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/01/51 (Call 06/01/51) | 3965 | 2899684 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/52 (Call 12/01/51)<sup>(b)</sup> | 1245 | 968660 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/28 (Call 03/01/28) | 2221 | 2165120 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/15/45<sup>(b)</sup> | 2886 | 2646000 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/37 | 3175 | 3420618 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/15/32 | 2368 | 2694879 |
|  |  | 732490415 |
| **Oil & Gas Services — 0.1%** |  |  |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 3629 | 3409300 |
| Baker Hughes Holdings LLC/Baker Hughes |  |  |
| Co-Obligor Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.23%, 12/15/23 | 2110 | 2034167 |
| &nbsp;&nbsp;&nbsp;2.06%, 12/15/26 (Call 11/15/26) | 3330 | 3001229 |
| &nbsp;&nbsp;&nbsp;3.14%, 11/07/29 (Call 08/07/29) | 1840 | 1640967 |
| &nbsp;&nbsp;&nbsp;3.34%, 12/15/27 (Call 09/15/27) | 4821 | 4510576 |
| &nbsp;&nbsp;&nbsp;4.08%, 12/15/47 (Call 06/15/47) | 5138 | 4100021 |
| &nbsp;&nbsp;&nbsp;4.49%, 05/01/30 (Call 02/01/30) | 2019 | 1947770 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 03/01/30 (Call 12/01/29)<sup>(b)</sup> | 1203 | 1042472 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/25 (Call 08/15/25) | 1741 | 1703429 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/41 (Call 05/15/41) | 2190 | 1857448 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/43 (Call 02/01/43) | 3235 | 2834281 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/35 (Call 05/15/35) | 3837 | 3603135 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/15/45 (Call 05/15/45)<sup>(b)</sup> | 5626 | 5065988 |
| &nbsp;&nbsp;&nbsp;6.70%, 09/15/38 | 3011 | 3254560 |
| &nbsp;&nbsp;&nbsp;7.45%, 09/15/39 | 3491 | 4010147 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Oil & Gas Services (continued)** |  |  |
| HF Sinclair Corp., 5.88%, 04/01/26 | $4513 | $4542380 |
| NOV Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/29 (Call 09/01/29) | 2022 | 1805080 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/42 (Call 06/01/42) | 4386 | 3144981 |
| Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25) | 3010 | 2759959 |
| Schlumberger Investment SA |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/26/30 (Call 03/26/30) | 2398 | 2088370 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/01/23 (Call 09/01/23) | 5954 | 5888208 |
|  |  | 64244468 |
| **Packaging & Containers — 0.1%** |  |  |
| Amcor Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 04/28/26 (Call 01/28/26) | 1699 | 1609191 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/28 (Call 02/15/28)<sup>(b)</sup> | 900 | 845838 |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 06/19/30 (Call 03/19/30) | 2185 | 1782173 |
| &nbsp;&nbsp;&nbsp;2.69%, 05/25/31 (Call 02/25/31) | 3020 | 2453055 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/17/25 (Call 04/17/25) | 1860 | 1806637 |
| AptarGroup Inc., 3.60%, 03/15/32 (Call 12/15/31) | 1025 | 861502 |
| Berry Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 02/15/24 (Call 01/15/24) | 1685 | 1597262 |
| &nbsp;&nbsp;&nbsp;1.57%, 01/15/26 (Call 12/15/25) | 1816 | 1621543 |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/27 (Call 12/15/26) | 2540 | 2147748 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/29 (Call 09/15/29) | 1144 | 994502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 10/01/51 (Call 04/01/51)<sup>(b)</sup> | 1155 | 767220 |
| &nbsp;&nbsp;&nbsp;3.40%, 12/15/27 (Call 09/15/27) | 1320 | 1224960 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/24 (Call 06/15/24) | 1188 | 1158751 |
| &nbsp;&nbsp;&nbsp;4.05%, 12/15/49 (Call 06/15/49) | 2152 | 1691171 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 02/01/25 (Call 02/01/23) | 3230 | 2987911 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/01/27 (Call 01/01/27) | 2330 | 2091338 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/01/32 (Call 11/01/31) | 2398 | 1964538 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/01/30 (Call 02/01/30)<sup>(b)</sup> | 1345 | 1165375 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/40 (Call 05/01/40) | 65 | 63709 |
| WestRock MWV LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.95%, 02/15/31 | 1760 | 1981866 |
| &nbsp;&nbsp;&nbsp;8.20%, 01/15/30 | 486 | 550682 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/24 (Call 07/15/24) | 3023 | 2892558 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/33 (Call 03/15/33) | 2490 | 1999395 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/27 (Call 06/15/27) | 1236 | 1135105 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 01/15/25) | 2244 | 2176456 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/28 (Call 03/01/28) | 2641 | 2440680 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 2657 | 2483684 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/32 (Call 03/01/32) | 2086 | 1887747 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/26 (Call 01/15/26) | 4422 | 4357527 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/29 (Call 12/15/28) | 2394 | 2316889 |
|  |  | 53057013 |
| **Pharmaceuticals — 1.2%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/21/24 (Call 10/21/24) | 12930 | 12386552 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 09/21/26) | 6199 | 5803690 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/14/26 (Call 02/14/26) | 8013 | 7624289 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/21/29 (Call 08/21/29) | 18619 | 17007712 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/14/25 (Call 02/14/25) | 12769 | 12437006 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 10146 | 9934354 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/24 (Call 03/15/24) | 4530 | 4466625 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/21/39 (Call 05/21/39) | 11516 | 10061299 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/14/28 (Call 08/14/28) | 4686 | 4572505 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 11/21/49 (Call 05/21/49) | $17653 | $15165163 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/14/36 (Call 11/14/35) | 5783 | 5359395 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/06/42 | 8163 | 7306375 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/14/46 (Call 11/14/45) | 7428 | 6547188 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/14/35 (Call 11/14/34) | 6161 | 5837671 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/15/35 (Call 09/15/34) | 6357 | 6048240 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/42 (Call 04/01/42) | 1893 | 1720188 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (Call 11/14/44) | 7500 | 6895350 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/45 (Call 09/15/44) | 3839 | 3567583 |
| &nbsp;&nbsp;&nbsp;4.85%, 06/15/44 (Call 12/15/43) | 4641 | 4348246 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/14/48 (Call 05/14/48) | 6955 | 6526294 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/31 (Call 12/15/30) | 2817 | 2349491 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 1457 | 1242296 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 12/01/24) | 2077 | 2004970 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 02/15/24) | 2686 | 2626317 |
| &nbsp;&nbsp;&nbsp;3.45%, 12/15/27 (Call 09/15/27) | 4304 | 4037755 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/45 (Call 09/01/44) | 2120 | 1768250 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/15/47 (Call 06/15/47) | 1885 | 1596331 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 05/28/24 (Call 01/03/23) | 969 | 911877 |
| &nbsp;&nbsp;&nbsp;1.20%, 05/28/26 (Call 04/28/26) | 4685 | 4190405 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/28/28 (Call 03/28/28) | 5474 | 4767033 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/28/31 (Call 02/28/31) | 1782 | 1499660 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 04/08/26 (Call 03/08/26) | 4845 | 4294075 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/06/30 (Call 05/06/30) | 6416 | 5142424 |
| &nbsp;&nbsp;&nbsp;2.13%, 08/06/50 (Call 02/06/50) | 2749 | 1671832 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/28/51 (Call 11/28/50) | 2755 | 1997954 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/12/27 (Call 03/12/27) | 3131 | 2973918 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/16/25 | 7226 | 7001488 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/17/29 (Call 10/17/28) | 2815 | 2735927 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/18/42 | 3089 | 2736916 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/16/45 | 2139 | 1971645 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/17/48 (Call 02/17/48) | 2387 | 2197401 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/15/37 | 9747 | 11112847 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.96%, 02/11/31 (Call 11/11/30) | 4185 | 3364405 |
| &nbsp;&nbsp;&nbsp;2.82%, 05/20/30 (Call 02/20/30) | 2722 | 2370699 |
| &nbsp;&nbsp;&nbsp;3.36%, 06/06/24 (Call 04/06/24) | 3105 | 3032933 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/06/27 (Call 03/06/27) | 4873 | 4659124 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/15/24 (Call 09/15/24) | 2387 | 2329975 |
| &nbsp;&nbsp;&nbsp;3.79%, 05/20/50 (Call 11/20/49) | 2042 | 1607258 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 08/22/32 (Call 05/22/32)<sup>(b)</sup> | 1725 | 1643649 |
| &nbsp;&nbsp;&nbsp;4.67%, 06/06/47 (Call 12/06/46) | 2377 | 2160883 |
| &nbsp;&nbsp;&nbsp;4.69%, 12/15/44 (Call 06/15/44) | 4567 | 4183189 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 11/13/25 (Call 10/13/25) | 1028 | 926660 |
| &nbsp;&nbsp;&nbsp;1.13%, 11/13/27 (Call 09/13/27) | 1531 | 1310567 |
| &nbsp;&nbsp;&nbsp;1.45%, 11/13/30 (Call 08/13/30) | 1335 | 1066798 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/13/40 (Call 05/13/40) | 749 | 528569 |
| &nbsp;&nbsp;&nbsp;2.55%, 11/13/50 (Call 05/13/50) | 5466 | 3595535 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/26/24 (Call 06/26/24) | 5762 | 5605735 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/32 (Call 12/15/31) | 2420 | 2146201 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 04/15/26) | 4627 | 4448444 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/42 | 3363 | 2649136 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/26/29 (Call 04/26/29) | 5787 | 5421204 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/15/27 (Call 08/15/27) | 25 | 23919 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/42 (Call 09/15/41) | 2145 | 1788544 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/24 (Call 02/15/24) | 660 | 649559 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | $6555 | $5333214 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/20/28 (Call 11/20/27) | 7253 | 7056371 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/62 (Call 09/15/61) | 3632 | 2940249 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/39 (Call 12/15/38) | 10591 | 9643423 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/26/49 (Call 04/26/49) | 12122 | 10791247 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/47 (Call 05/15/47) | 4794 | 4346240 |
| &nbsp;&nbsp;&nbsp;4.55%, 02/20/48 (Call 08/20/47) | 4386 | 4063848 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/44 (Call 11/15/43) | 765 | 723904 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/45 (Call 02/15/45) | 25 | 24810 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.08%, 06/15/24 (Call 04/15/24) | 3603 | 3492604 |
| &nbsp;&nbsp;&nbsp;3.41%, 06/15/27 (Call 03/15/27) | 1865 | 1753286 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 2269 | 2197617 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 06/15/25) | 2467 | 2386946 |
| &nbsp;&nbsp;&nbsp;4.37%, 06/15/47 (Call 12/15/46) | 2049 | 1640901 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/44 (Call 05/15/44) | 1470 | 1197697 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/43 | 1420 | 1193638 |
| &nbsp;&nbsp;&nbsp;4.90%, 09/15/45 (Call 03/15/45) | 1937 | 1679534 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.61%, 03/15/24 (Call 01/03/23) | 2813 | 2660395 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/15/26 (Call 02/15/26) | 1770 | 1587159 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/31 (Call 12/15/30) | 2596 | 2152136 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 7480 | 6355457 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/15/27 (Call 07/15/27) | 3419 | 3160831 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/40 (Call 09/15/39) | 1795 | 1394464 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (Call 01/15/25) | 4246 | 4108005 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/27 (Call 12/01/26) | 5916 | 5595589 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/50 (Call 09/15/49) | 5282 | 3840965 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/51 (Call 09/15/50) | 2310 | 1684822 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/24 (Call 03/17/24) | 3283 | 3214517 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/47 (Call 04/15/47) | 4341 | 3430562 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 09/15/25) | 8015 | 7863516 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (Call 07/15/28) | 9283 | 9050832 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/25/26 (Call 11/27/25) | 4420 | 4408950 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/15/38 (Call 02/15/38) | 8129 | 7694098 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/15/46 (Call 01/16/46) | 3574 | 3260810 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/48 (Call 06/15/48) | 9768 | 9019869 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/15/41 | 2623 | 2792997 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 08/21/27 (Call 06/21/27) | 8466 | 7266283 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/21/30 (Call 05/21/30) | 5080 | 4051605 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/28/31 (Call 11/28/30) | 5140 | 4099201 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/15/31 (Call 06/15/31)<sup>(b)</sup> | 4140 | 3320404 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/15/24 (Call 07/15/24) | 3745 | 3620366 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/21/40 (Call 02/21/40) | 5499 | 3862223 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/01/26 (Call 03/01/26) | 6080 | 5702858 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/26 (Call 06/15/26) | 3212 | 3022010 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/29 (Call 05/15/29) | 6858 | 6203267 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/12/24 (Call 05/12/24) | 4132 | 4039691 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 02/01/27) | 3053 | 2927888 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/30 (Call 01/01/30) | 3193 | 2953940 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/20/25 (Call 04/20/25) | 10113 | 9941686 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/05/23 (Call 09/05/23)<sup>(b)</sup> | 660 | 654621 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/25 (Call 01/25/25) | 2733 | 2705889 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/01/40 (Call 10/01/39) | 4090 | 3447747 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 3558 | 2934816 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/25/28 (Call 12/25/27) | 11120 | 10810530 |
| &nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (Call 09/25/37) | 15480 | 14328598 |
| &nbsp;&nbsp;&nbsp;4.88%, 07/20/35 (Call 01/20/35) | 2434 | 2335009 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/25/48 (Call 09/25/47) | 25564 | 23675332 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 07/20/45 (Call 01/20/45) | $9828 | $9186330 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/05/43 (Call 06/05/43) | 2913 | 2776468 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/39 | 2008 | 2106693 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/01/27 | 1075 | 1137361 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/15/50 (Call 11/15/49) | 4407 | 2878741 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/60 (Call 03/15/60) | 2025 | 1292294 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/25 (Call 03/01/25) | 3294 | 3159671 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/15/27 (Call 02/15/27) | 4620 | 4394544 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/29 (Call 12/15/28) | 5205 | 4944906 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 75 | 64915 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/47 (Call 11/15/46) | 983 | 884788 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/49 (Call 09/15/48) | 70 | 63308 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/59 (Call 09/15/58) | 1205 | 1077559 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/27 | 130 | 136438 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/15/37 | 290 | 317176 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/25 | 4402 | 4321619 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/15/28 | 6563 | 6356397 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/18/43 | 3714 | 3309360 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/34 | 2176 | 2275204 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/15/38 | 6908 | 7903097 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/24 (Call 05/01/24) | 5282 | 5159352 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/01/29 (Call 03/01/29) | 4123 | 3846677 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 09/01/25 (Call 08/01/25) | 1567 | 1424560 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 09/01/27 (Call 07/01/27)<sup>(b)</sup> | 2136 | 1860606 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/01/30 (Call 06/01/30) | 2638 | 2164268 |
| &nbsp;&nbsp;&nbsp;2.10%, 09/01/40 (Call 03/01/40) | 3476 | 2456906 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/01/50 (Call 03/01/50)<sup>(b)</sup> | 2936 | 1915329 |
| &nbsp;&nbsp;&nbsp;2.45%, 03/01/26 (Call 12/01/25) | 3305 | 3137370 |
| &nbsp;&nbsp;&nbsp;2.45%, 09/01/60 (Call 03/01/60) | 3813 | 2457440 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/15/25 (Call 11/15/24) | 4729 | 4565897 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/28 (Call 10/15/27) | 5926 | 5612515 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/03/27 (Call 12/03/26) | 3845 | 3673897 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/05/23 | 4537 | 4511321 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/38 (Call 07/15/37) | 3615 | 3132289 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/48 (Call 07/15/47) | 2780 | 2318826 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/01/36 (Call 09/01/35) | 3911 | 3544970 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/03/37 (Call 09/03/36) | 5991 | 5414306 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/46 (Call 09/01/45) | 6624 | 5711147 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/03/47 (Call 09/03/46) | 3441 | 2974194 |
| &nbsp;&nbsp;&nbsp;4.38%, 12/05/33 (Call 06/05/33) | 3728 | 3737469 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 | 2122 | 2058022 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/05/43 (Call 06/05/43) | 1993 | 1940006 |
| &nbsp;&nbsp;&nbsp;4.85%, 05/15/41 | 1172 | 1178317 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/33 | 719 | 760839 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/38 | 1558 | 1730143 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/37 | 3474 | 3962444 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 09/01/29<sup>(b)</sup> | 903 | 1071382 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 12/03/25 (Call 11/03/25) | 2300 | 2050266 |
| &nbsp;&nbsp;&nbsp;1.30%, 08/15/26 (Call 07/15/26) | 2727 | 2399296 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/24 (Call 12/15/23) | 5036 | 4961719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 02/16/28 (Call 11/16/27)<sup>(b)</sup> | 2472 | 2348178 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 08/15/25) | 3716 | 3659517 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/44 (Call 12/01/43) | 2828 | 2571246 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/01/39 | 775 | 807930 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/24/26 (Call 01/24/26)<sup>(b)</sup> | $1825 | $1635163 |
| &nbsp;&nbsp;&nbsp;1.45%, 06/24/30 (Call 03/24/30) | 1349 | 1093756 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/10/27 (Call 05/10/27) | 6170 | 5527888 |
| &nbsp;&nbsp;&nbsp;1.90%, 12/10/28 (Call 10/10/28) | 4490 | 3907288 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/10/31 (Call 09/10/31) | 6795 | 5648683 |
| &nbsp;&nbsp;&nbsp;2.35%, 06/24/40 (Call 12/24/39) | 3516 | 2508209 |
| &nbsp;&nbsp;&nbsp;2.45%, 06/24/50 (Call 12/24/49) | 4820 | 3185586 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/10/25 (Call 11/10/24) | 10331 | 9959084 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/10/51 (Call 06/10/51) | 3805 | 2644361 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/07/24 (Call 02/07/24) | 4265 | 4179444 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/10/61 (Call 06/10/61)<sup>(b)</sup> | 4256 | 2842370 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/07/29 (Call 12/07/28) | 6906 | 6508214 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 2380 | 2002008 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/10/45 (Call 08/10/44) | 7014 | 5905648 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/07/39 (Call 09/07/38) | 3710 | 3320821 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/07/49 (Call 09/07/48) | 5453 | 4818489 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/18/43 | 3897 | 3549777 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/01/33 | 823 | 947602 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/37 | 90 | 104863 |
| Merck Sharp & Dohme Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/15/36 | 725 | 783950 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/28 | 915 | 991951 |
| Mylan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 04/15/28 (Call 01/15/28) | 3790 | 3591442 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/15/48 (Call 10/15/47) | 2605 | 2019813 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/29/43 (Call 05/29/43) | 1749 | 1408697 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/14/25 (Call 01/14/25) | 3135 | 2972074 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/27 (Call 12/14/26) | 3986 | 3652332 |
| &nbsp;&nbsp;&nbsp;2.20%, 08/14/30 (Call 05/14/30) | 1518 | 1306573 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/14/50 (Call 02/14/50) | 4338 | 3085142 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/25 (Call 08/20/25) | 5846 | 5644371 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/17/27 (Call 02/17/27) | 1209 | 1157642 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/24 | 5073 | 4994216 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/21/42 | 1915 | 1640102 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/45 (Call 05/20/45) | 4296 | 3877999 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/06/44 | 6158 | 5858536 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 05/28/25 (Call 04/28/25) | 4237 | 3910327 |
| &nbsp;&nbsp;&nbsp;1.70%, 05/28/30 (Call 02/28/30) | 4111 | 3416611 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/18/31 (Call 05/18/31)<sup>(b)</sup> | 3790 | 3092981 |
| &nbsp;&nbsp;&nbsp;2.55%, 05/28/40 (Call 11/28/39) | 4740 | 3534523 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/01/30 (Call 01/01/30) | 4768 | 4236082 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/28/50 (Call 11/28/49) | 2970 | 2115709 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/03/26<sup>(b)</sup> | 3707 | 3529175 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/24 (Call 02/15/24) | 2917 | 2862598 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/26 | 7128 | 6827127 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 | 3571 | 3515221 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 5618 | 5326931 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/28 (Call 06/15/28) | 2758 | 2665662 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/39 (Call 09/15/38) | 3608 | 3250339 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/36 | 4062 | 3775507 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/49 (Call 09/15/48) | 5247 | 4687565 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/38 (Call 03/15/38) | 1852 | 1717100 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/46 | 1922 | 1750481 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 09/15/48 (Call 03/15/48)<sup>(b)</sup> | 1950 | 1791426 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/43 | 2428 | 2269427 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/44 | 3934 | 3739346 |
| &nbsp;&nbsp;&nbsp;5.60%, 09/15/40 | 2234 | 2375837 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;7.20%, 03/15/39 | $8448 | $10432942 |
| Pharmacia LLC, 6.60%, 12/01/28 | 3749 | 4147331 |
| Sanofi, 3.63%, 06/19/28 (Call 03/19/28) | 5231 | 5036930 |
| Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) | 7488 | 7058563 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 03/31/30 (Call 12/31/29) | 9480 | 7821284 |
| &nbsp;&nbsp;&nbsp;3.03%, 07/09/40 (Call 01/09/40) | 5373 | 4040281 |
| &nbsp;&nbsp;&nbsp;3.18%, 07/09/50 (Call 01/09/50) | 6780 | 4753255 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/09/60 (Call 01/09/60) | 2261 | 1557038 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/26/28 (Call 08/26/28) | 6051 | 6041742 |
| Utah Acquisition Sub Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/26 (Call 03/15/26) | 5937 | 5566591 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/46 (Call 12/15/45) | 3632 | 2827185 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/22/25 (Call 05/22/25) | 3192 | 2891505 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/22/27 (Call 04/22/27) | 4058 | 3492842 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/22/30 (Call 03/22/30) | 3880 | 3090808 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/22/40 (Call 12/22/39) | 5246 | 3627242 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/22/50 (Call 12/22/49) | 6926 | 4521708 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/37 | 6021 | 6603833 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/15/36 | 1709 | 1862981 |
| &nbsp;&nbsp;&nbsp;6.45%, 02/01/24 | 2442 | 2487055 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/34 | 3249 | 3701488 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 (Call 02/15/30) | 3910 | 3210188 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/12/27 (Call 06/12/27) | 3346 | 3095251 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 520 | 362716 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/20/28 (Call 05/20/28) | 1859 | 1774341 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/12/47 (Call 03/12/47) | 3044 | 2506217 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/20/48 (Call 02/20/48) | 1994 | 1754860 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/13/25 (Call 08/13/25) | 3806 | 3784496 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/43 (Call 08/01/42) | 3265 | 3039388 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/14/25 (Call 10/14/25) | 155 | 157401 |
|  |  | 1000222034 |
| **Pipelines — 0.8%** |  |  |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/31 (Call 11/15/30) | 1197 | 1016026 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/01/32 (Call 06/01/32) | 930 | 780028 |
| &nbsp;&nbsp;&nbsp;4.45%, 07/15/27 (Call 04/15/27) | 922 | 881284 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 05/03/29 (Call 02/03/29)<sup>(b)</sup> | 2166 | 2046892 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/15/24 (Call 09/15/24) | 1763 | 1747873 |
| &nbsp;&nbsp;&nbsp;5.95%, 06/01/26 (Call 03/01/26) | 2024 | 2064440 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.74%, 12/31/39 (Call 07/04/39) | 3690 | 2904657 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/29 (Call 05/18/29) | 4963 | 4539061 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/30/27 (Call 01/01/27) | 2157 | 2160408 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (Call 10/02/24) | 6308 | 6340360 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/30/24 (Call 01/01/24) | 5599 | 5679458 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/31/32 (Call 01/31/27) | 185 | 150538 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/31 (Call 03/01/26) | 340 | 297044 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/29 (Call 10/01/24) | 255 | 234070 |
| Columbia Pipeline Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/25 (Call 03/01/25) | 5825 | 5756032 |
| &nbsp;&nbsp;&nbsp;5.80%, 06/01/45 (Call 12/01/44) | 2382 | 2364230 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/32 (Call 08/15/31) | 565 | 472826 |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/29 (Call 02/15/29) | 110 | 107077 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 07/15/25 (Call 04/15/25) | $59 | $58362 |
| &nbsp;&nbsp;&nbsp;5.60%, 04/01/44 (Call 10/01/43) | 235 | 221163 |
| &nbsp;&nbsp;&nbsp;5.63%, 07/15/27 (Call 04/15/27) | 65 | 64973 |
| &nbsp;&nbsp;&nbsp;8.13%, 08/16/30 | 80 | 89595 |
| Eastern Gas Transmission & Storage Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/29 (Call 08/15/29) | 2585 | 2257765 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 12/15/44 (Call 06/15/44)<sup>(b)</sup> | 1901 | 1588019 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/01/43 (Call 05/01/43) | 1808 | 1559490 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 09/15/40 (Call 03/15/40) | 2210 | 2116826 |
| &nbsp;&nbsp;&nbsp;5.88%, 10/15/25 (Call 07/15/25) | 2712 | 2771474 |
| &nbsp;&nbsp;&nbsp;7.38%, 10/15/45 (Call 04/15/45) | 2834 | 3226509 |
| &nbsp;&nbsp;&nbsp;Series B, 7.50%, 04/15/38 | 1985 | 2209642 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 10/04/26 (Call 09/04/26) | 2350 | 2067577 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/16/24 | 740 | 714211 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/25 (Call 12/15/24) | 2622 | 2489982 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/14/25 | 1115 | 1056708 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/33 (Call 05/01/33)<sup>(b)</sup> | 4415 | 3478711 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/29 (Call 08/15/29) | 3780 | 3337853 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/01/51 (Call 02/01/51) | 1795 | 1265726 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/10/24 (Call 03/10/24) | 2483 | 2420528 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/27 (Call 04/15/27) | 2627 | 2479546 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49) | 1668 | 1302224 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/26 (Call 09/01/26) | 3466 | 3364134 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/10/44 (Call 12/10/43) | 1088 | 915955 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/46 (Call 06/01/46) | 951 | 915984 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/25 (Call 04/15/25) | 4100 | 3871630 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/30 (Call 02/15/30) | 4116 | 3649863 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/24 (Call 02/15/24) | 2231 | 2175136 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/26 (Call 04/15/26) | 2284 | 2158083 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/27 (Call 07/01/27) | 2715 | 2549358 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/25 (Call 12/15/24) | 3716 | 3610540 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/29 (Call 06/15/29) | 2517 | 2283724 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/27 (Call 01/15/27) | 2342 | 2220520 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 2049 | 2010786 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/27 (Call 12/15/26) | 2762 | 2644145 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/24 (Call 03/15/24) | 2917 | 2881471 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/26 (Call 10/15/25) | 3837 | 3768011 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/24 (Call 11/01/23) | 1753 | 1741939 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/35 (Call 09/15/34) | 1250 | 1134075 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/28 (Call 02/15/28) | 1848 | 1783209 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/28 (Call 03/15/28) | 3969 | 3849970 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/43 (Call 07/15/42) | 1499 | 1234112 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/44 (Call 11/15/43) | 1895 | 1579956 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/50 (Call 11/15/49) | 6279 | 5174838 |
| &nbsp;&nbsp;&nbsp;5.15%, 02/01/43 (Call 08/01/42) | 2211 | 1851337 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/15/45 (Call 09/15/44) | 1013 | 866895 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/29 (Call 01/15/29) | 4352 | 4239762 |
| &nbsp;&nbsp;&nbsp;5.30%, 04/01/44 (Call 10/01/43) | 2614 | 2250419 |
| &nbsp;&nbsp;&nbsp;5.30%, 04/15/47 (Call 10/15/46) | 3705 | 3167330 |
| &nbsp;&nbsp;&nbsp;5.35%, 05/15/45 (Call 11/15/44) | 3428 | 2981674 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/47 (Call 04/01/47) | 5553 | 4801513 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/27 (Call 03/01/27) | 2868 | 2868172 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/15/24 (Call 10/15/23) | 2367 | 2376539 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/25 (Call 09/01/25) | 2098 | 2119169 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/01/43 (Call 04/01/43) | 1278 | 1189307 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/15/48 (Call 12/15/47) | 3705 | 3409526 |
| &nbsp;&nbsp;&nbsp;6.05%, 06/01/41 (Call 12/01/40) | 2129 | 2039667 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.10%, 02/15/42 | $1730 | $1616547 |
| &nbsp;&nbsp;&nbsp;6.13%, 12/15/45 (Call 06/15/45) | 3198 | 3028730 |
| &nbsp;&nbsp;&nbsp;6.25%, 04/15/49 (Call 10/15/48) | 6139 | 5805591 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/42 (Call 08/01/41) | 907 | 902166 |
| &nbsp;&nbsp;&nbsp;6.63%, 10/15/36 | 1530 | 1550074 |
| &nbsp;&nbsp;&nbsp;7.50%, 07/01/38 | 2475 | 2678940 |
| &nbsp;&nbsp;&nbsp;Series 20Y, 5.80%, 06/15/38 (Call 12/15/37) | 1801 | 1670860 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/31/30 (Call 10/31/29) | 3701 | 3202956 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/31/29 (Call 04/30/29) | 4741 | 4226981 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/15/52 (Call 08/15/51) | 4095 | 2790169 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/53 (Call 08/15/52) | 1705 | 1174984 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/26 (Call 11/15/25) | 4157 | 4022355 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/31/51 (Call 07/31/50) | 4002 | 2972566 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/25 (Call 11/15/24) | 6073 | 5940244 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/15/24 (Call 11/15/23) | 5394 | 5309692 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/15/27 (Call 11/15/26) | 3304 | 3193746 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/31/60 (Call 07/31/59) | 2872 | 2126974 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/16/28 (Call 07/16/28) | 4131 | 3941883 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/31/50 (Call 07/31/49) | 4035 | 3224247 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/48 (Call 08/15/47) | 3380 | 2745371 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/43 (Call 08/15/42) | 3086 | 2645628 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/01/49 (Call 08/01/48) | 4473 | 3931991 |
| &nbsp;&nbsp;&nbsp;4.85%, 08/15/42 (Call 02/15/42) | 3044 | 2767057 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/44 (Call 09/15/43) | 5167 | 4603229 |
| &nbsp;&nbsp;&nbsp;4.90%, 05/15/46 (Call 11/15/45) | 2447 | 2183899 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/54 (Call 04/15/54) | 1787 | 1548525 |
| &nbsp;&nbsp;&nbsp;5.10%, 02/15/45 (Call 08/15/44) | 4349 | 3997166 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/15/78 (Call 02/15/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.570%)<sup>(a)</sup> | 1995 | 1509636 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/15/42 | 1062 | 1046898 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/41 | 3064 | 3117160 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/15/39 | 1952 | 2019266 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/01/40 | 1865 | 1985162 |
| &nbsp;&nbsp;&nbsp;7.55%, 04/15/38 | 2104 | 2400475 |
| &nbsp;&nbsp;&nbsp;Series D, 6.88%, 03/01/33 | 1015 | 1121697 |
| &nbsp;&nbsp;&nbsp;Series E, 5.25%, 08/16/77 (Call 08/16/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.033%)<sup>(a)</sup> | 4516 | 3677198 |
| &nbsp;&nbsp;&nbsp;Series H, 6.65%, 10/15/34 | 1465 | 1575153 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 02/01/24 (Call 11/01/23) | 3129 | 3088198 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/24 (Call 06/01/24) | 1959 | 1930418 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 02/01/24) | 3067 | 3027497 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/42 (Call 05/01/42) | 1602 | 1362950 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/42 (Call 02/15/42) | 2125 | 1861415 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/43 (Call 09/01/42) | 2375 | 2091235 |
| &nbsp;&nbsp;&nbsp;5.40%, 09/01/44 (Call 03/01/44) | 2245 | 2050112 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/44 (Call 09/01/43) | 1960 | 1817763 |
| &nbsp;&nbsp;&nbsp;5.63%, 09/01/41 | 1672 | 1542270 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/35 | 1251 | 1242443 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 2091 | 2111074 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/37 | 1047 | 1066663 |
| &nbsp;&nbsp;&nbsp;6.50%, 09/01/39 | 2182 | 2246085 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/40 | 1513 | 1534016 |
| &nbsp;&nbsp;&nbsp;6.95%, 01/15/38 | 4113 | 4408725 |
| &nbsp;&nbsp;&nbsp;7.30%, 08/15/33 | 1000 | 1094170 |
| &nbsp;&nbsp;&nbsp;7.40%, 03/15/31 | 886 | 969949 |
| &nbsp;&nbsp;&nbsp;7.50%, 11/15/40 | 1634 | 1798609 |
| &nbsp;&nbsp;&nbsp;7.75%, 03/15/32 | 851 | 951963 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/26 (Call 10/15/26) | $3330 | $2948815 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/31 (Call 11/15/30) | 675 | 531846 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/50 (Call 02/01/50) | 2352 | 1563327 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/15/51 (Call 08/15/50) | 1330 | 947731 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/01/25 (Call 03/01/25) | 5995 | 5906574 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/28 (Call 12/01/27) | 5341 | 5159246 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/01/33 (Call 11/01/32) | 3405 | 3202607 |
| &nbsp;&nbsp;&nbsp;5.05%, 02/15/46 (Call 08/15/45) | 2973 | 2616567 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/48 (Call 09/01/47) | 2868 | 2555818 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/01/34 (Call 06/01/34) | 3918 | 3737498 |
| &nbsp;&nbsp;&nbsp;5.45%, 08/01/52 (Call 02/01/52) | 2890 | 2638743 |
| &nbsp;&nbsp;&nbsp;5.55%, 06/01/45 (Call 12/01/44) | 6080 | 5684070 |
| &nbsp;&nbsp;&nbsp;7.75%, 01/15/32 | 3644 | 4161885 |
| &nbsp;&nbsp;&nbsp;7.80%, 08/01/31 | 770 | 871324 |
| Magellan Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/30 (Call 03/01/30) | 1337 | 1174635 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/50 (Call 09/01/49) | 2774 | 2081915 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/03/47 (Call 04/03/47) | 2233 | 1720727 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/46 (Call 03/15/46) | 1738 | 1347576 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 02/01/49 (Call 08/01/48)<sup>(b)</sup> | 1828 | 1528299 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/26 (Call 12/01/25) | 3504 | 3511428 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/43 (Call 04/15/43) | 2326 | 2069163 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/01/26 (Call 02/01/26) | 6073 | 5447117 |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/30 (Call 05/15/30) | 5323 | 4387217 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/25 (Call 11/15/24) | 2190 | 2127848 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 4100 | 3841454 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/27 (Call 12/01/26) | 4012 | 3830136 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/27 (Call 09/01/27) | 2420 | 2309043 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/38 (Call 10/15/37) | 5950 | 5109622 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/48 (Call 10/15/47) | 4704 | 3805912 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/15/29 (Call 11/15/28) | 3145 | 3027251 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/01/24 (Call 09/01/24) | 4784 | 4749077 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/25 (Call 03/01/25) | 4397 | 4341510 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/15/58 (Call 10/15/57) | 921 | 746977 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/01/32 (Call 06/01/32) | 3565 | 3387320 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/14/52 (Call 09/14/51) | 4930 | 4113198 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/47 (Call 09/01/46) | 3363 | 2918512 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/01/47 (Call 06/01/47) | 1666 | 1446155 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/15/49 (Call 08/15/48) | 5056 | 4566984 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27) | 2474 | 2341864 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/15/25 (Call 08/15/25)<sup>(b)</sup> | 1420 | 1304710 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/24 (Call 08/01/24) | 1176 | 1129536 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/30 (Call 12/15/29) | 1618 | 1370284 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/01/29 (Call 06/01/29) | 2708 | 2360916 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/13/27 (Call 04/13/27) | 2111 | 1988076 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/15/29 (Call 12/15/28) | 2488 | 2313765 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/49 (Call 03/01/49) | 2558 | 1944515 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/50 (Call 09/15/49)<sup>(b)</sup> | 940 | 717859 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/15/28 (Call 04/15/28) | 2841 | 2699092 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/13/47 (Call 01/06/47) | 2625 | 2178907 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/48 (Call 01/15/48) | 3419 | 2917843 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/26 (Call 12/15/25) | 1641 | 1666501 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/15/35 | 860 | 835662 |
| &nbsp;&nbsp;&nbsp;6.10%, 11/15/32 (Call 08/15/32) | 365 | 373132 |
| &nbsp;&nbsp;&nbsp;6.35%, 01/15/31 (Call 10/15/30) | 1700 | 1751714 |
| &nbsp;&nbsp;&nbsp;7.15%, 01/15/51 (Call 07/15/50) | 1135 | 1173749 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pipelines (continued)** |  |  |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/25 (Call 12/15/24) | $2533 | $2501945 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/01/41 (Call 08/01/40) | 2385 | 2284162 |
| &nbsp;&nbsp;&nbsp;6.20%, 09/15/43 (Call 03/15/43) | 1212 | 1140359 |
| &nbsp;&nbsp;&nbsp;6.65%, 10/01/36 | 2408 | 2426686 |
| &nbsp;&nbsp;&nbsp;6.85%, 10/15/37 | 2005 | 2065110 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 12/15/29 (Call 09/15/29) | 2693 | 2353090 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/01/24 (Call 08/01/24) | 3829 | 3691271 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/15/30 (Call 06/15/30) | 2099 | 1846238 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/31/43 (Call 07/31/42) | 1772 | 1302739 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/26 (Call 09/15/26) | 3595 | 3469283 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/15/25 (Call 07/15/25) | 4358 | 4292238 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/15/44 (Call 12/15/43) | 2440 | 1893220 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/15/45 (Call 08/15/44) | 2011 | 1608136 |
| &nbsp;&nbsp;&nbsp;5.15%, 06/01/42 (Call 12/01/41) | 1724 | 1428248 |
| &nbsp;&nbsp;&nbsp;6.65%, 01/15/37 | 2717 | 2725396 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/28 (Call 09/15/27) | 4053 | 3839285 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/30 (Call 11/15/29) | 2132 | 2016254 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 09/15/26) | 8938 | 8827348 |
| &nbsp;&nbsp;&nbsp;5.63%, 03/01/25 (Call 12/01/24) | 8662 | 8692577 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/15/24 (Call 02/15/24) | 7225 | 7238655 |
| &nbsp;&nbsp;&nbsp;5.88%, 06/30/26 (Call 12/31/25) | 2075 | 2106664 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 09/15/37<sup>(f)</sup> | 970 | 982949 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 3023 | 2832793 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/25 (Call 12/15/24) | 2569 | 2478237 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/45 (Call 09/15/44) | 3465 | 2912679 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/24 (Call 12/15/23) | 3745 | 3724515 |
| &nbsp;&nbsp;&nbsp;5.95%, 09/25/43 (Call 03/25/43) | 2251 | 2224753 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 02/01/33 (Call 11/01/32) | 2790 | 2445965 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/52 (Call 10/15/51) | 1635 | 1328781 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/01/27 (Call 06/01/27) | 2770 | 2736566 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/01/52 (Call 01/01/52) | 2650 | 2564325 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/32 (Call 07/15/26) | 3495 | 2996333 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/01/31 (Call 02/01/26) | 3485 | 3173999 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/28 (Call 01/15/23) | 2205 | 2108465 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/30 (Call 03/01/25) | 3165 | 3042483 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/15/27 (Call 01/03/23) | 2325 | 2338299 |
| &nbsp;&nbsp;&nbsp;6.88%, 01/15/29 (Call 01/15/24) | 2730 | 2805102 |
| TC PipeLines LP |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/27 (Call 02/25/27) | 4130 | 3926432 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/13/25 (Call 12/13/24) | 2818 | 2769559 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 03/15/27 | 1698 | 1818796 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/28 | 1170 | 1268783 |
| &nbsp;&nbsp;&nbsp;7.63%, 04/01/37 | 165 | 181408 |
| Texas Eastern Transmission LP, 7.00%, 07/15/32 | 1047 | 1156391 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 10/12/24 (Call 09/12/24) | 1272 | 1180899 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/12/31 (Call 07/12/31) | 3494 | 2835032 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/30 (Call 01/15/30) | 1170 | 1094348 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/28 (Call 02/15/28) | 6399 | 6122883 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/01/34 (Call 12/01/33) | 4894 | 4537276 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/38 (Call 11/15/37) | 2390 | 2164169 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/15/26 (Call 10/15/25) | 3180 | 3158917 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 05/15/48 (Call 11/15/47) | $3000 | $2708640 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/16/43 (Call 04/16/43) | 2521 | 2284102 |
| &nbsp;&nbsp;&nbsp;5.10%, 03/15/49 (Call 09/15/48) | 3746 | 3505245 |
| &nbsp;&nbsp;&nbsp;5.60%, 03/31/34 | 1296 | 1278387 |
| &nbsp;&nbsp;&nbsp;5.85%, 03/15/36 | 2358 | 2365569 |
| &nbsp;&nbsp;&nbsp;6.10%, 06/01/40 | 2971 | 3062061 |
| &nbsp;&nbsp;&nbsp;6.20%, 10/15/37 | 3793 | 3935920 |
| &nbsp;&nbsp;&nbsp;7.25%, 08/15/38 | 2706 | 3062597 |
| &nbsp;&nbsp;&nbsp;7.63%, 01/15/39 | 2619 | 3070882 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/30 (Call 02/15/30) | 2074 | 1823025 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/50 (Call 11/15/49) | 2284 | 1792986 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 1814 | 1718130 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/01/42 (Call 02/01/42) | 1328 | 1153713 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/48 (Call 09/15/47) | 2620 | 2245288 |
| &nbsp;&nbsp;&nbsp;5.40%, 08/15/41 (Call 02/15/41) | 2067 | 2005941 |
| &nbsp;&nbsp;&nbsp;7.85%, 02/01/26 (Call 11/01/25) | 3907 | 4198071 |
| Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27) | 2166 | 2125799 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 03/15/31 (Call 12/15/30) | 1475 | 1215267 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/30 (Call 08/15/30) | 2454 | 2180821 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/15/51 (Call 04/15/51)<sup>(b)</sup> | 1350 | 949374 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/27 (Call 03/15/27) | 5870 | 5555016 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/15/25 (Call 10/15/24) | 4535 | 4431738 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 06/15/25) | 3901 | 3803085 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/04/24 (Call 12/04/23) | 5423 | 5366384 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/24/24 (Call 03/24/24) | 2272 | 2249007 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/32 (Call 05/15/32) | 3145 | 2976742 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/48 (Call 09/01/47) | 3171 | 2772659 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/15/45 (Call 07/15/44) | 2166 | 1881063 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/15/45 (Call 03/15/45) | 2218 | 1996244 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/15/52 (Call 02/15/52) | 1425 | 1308606 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/04/44 (Call 09/04/43) | 1956 | 1808224 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/24/44 (Call 12/24/43) | 2086 | 2035686 |
| &nbsp;&nbsp;&nbsp;5.80%, 11/15/43 (Call 05/15/43) | 1660 | 1630635 |
| &nbsp;&nbsp;&nbsp;6.30%, 04/15/40 | 4748 | 4941861 |
| &nbsp;&nbsp;&nbsp;8.75%, 03/15/32 | 545 | 656142 |
| &nbsp;&nbsp;&nbsp;Series A, 7.50%, 01/15/31 | 245 | 271475 |
|  |  | 680658386 |
| **Real Estate — 0.0%** |  |  |
| Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24) | 1327 | 1301906 |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/31 (Call 01/01/31) | 3910 | 3064463 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/26 (Call 12/01/25) | 2279 | 2281279 |
| Essential Properties LP, 2.95%, 07/15/31 (Call 04/15/31) | 1802 | 1311964 |
|  |  | 7959612 |
| **Real Estate Investment Trusts — 1.0%** |  |  |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/15/28 (Call 04/15/28) | 1635 | 1350886 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/15/33 (Call 03/15/33) | 1141 | 869043 |
| &nbsp;&nbsp;&nbsp;2.90%, 10/01/30 (Call 07/01/30) | 1094 | 900887 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/01/32 (Call 07/01/32) | 25 | 23127 |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 02/01/33 (Call 11/01/32) | 2110 | 1572963 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/18/32 (Call 02/18/32) | 1678 | 1284375 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/15/29 (Call 09/15/29) | 1191 | 1010730 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/34 (Call 12/15/33)<sup>(b)</sup> | 990 | 804920 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/18/51 (Call 11/18/50) | $3120 | $2029654 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/31 (Call 05/15/31) | 2075 | 1821871 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/30/25 (Call 02/28/25) | 1725 | 1667730 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | 3245 | 2348504 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/26 (Call 02/15/26) | 1486 | 1438359 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/27 (Call 10/15/26) | 411 | 394942 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 10/15/27) | 1447 | 1362929 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/50 (Call 08/01/49) | 2710 | 2092852 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/15/26 (Call 10/15/25) | 650 | 636071 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/30/29 (Call 04/30/29) | 1746 | 1654841 |
| &nbsp;&nbsp;&nbsp;4.70%, 07/01/30 (Call 04/01/30) | 1347 | 1293793 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/15/49 (Call 10/15/48) | 1228 | 1054177 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/30 (Call 09/15/30) | 1845 | 1799355 |
| American Assets Trust LP, 3.38%, 02/01/31 (Call 11/01/30) | 350 | 283007 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 07/15/31 (Call 04/15/31) | 410 | 319661 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/15/51 (Call 01/15/51)<sup>(b)</sup> | 1740 | 1116088 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/32 (Call 01/15/32) | 65 | 55168 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/28 (Call 11/15/27) | 2425 | 2261482 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/52 (Call 10/15/51) | 60 | 44487 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/15/29 (Call 11/15/28) | 1466 | 1394840 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.60%, 01/15/24 | 2114 | 2012042 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/25 (Call 08/15/25) | 2355 | 2122868 |
| &nbsp;&nbsp;&nbsp;1.45%, 09/15/26 (Call 08/15/26) | 2097 | 1824495 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/31/28 (Call 11/30/27) | 1875 | 1551394 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/15/26 (Call 03/15/26) | 2731 | 2425647 |
| &nbsp;&nbsp;&nbsp;1.88%, 10/15/30 (Call 07/15/30) | 2341 | 1826682 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 1697 | 1363539 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/15/31 (Call 06/15/31) | 3495 | 2771780 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/25 (Call 02/15/25) | 1387 | 1303683 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/31 (Call 01/15/31) | 3117 | 2571619 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/27 (Call 11/15/26) | 2918 | 2644934 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/30 (Call 10/15/29) | 2225 | 1909584 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/25 (Call 12/15/24) | 2980 | 2846109 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/51 (Call 07/15/50) | 3815 | 2442821 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/50 (Call 12/15/49) | 3431 | 2278802 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/27 (Call 10/15/26) | 1608 | 1479199 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 04/15/24) | 2492 | 2427856 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 3512 | 3276907 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 07/15/27 (Call 04/15/27)<sup>(b)</sup> | 2286 | 2126300 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/28 (Call 10/15/27) | 3623 | 3339681 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 02/15/27) | 1900 | 1780300 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/49 (Call 04/15/49) | 2246 | 1643488 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/29 (Call 05/15/29) | 5636 | 5159476 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 2983 | 2765897 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 2891 | 2806641 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/15/32 (Call 12/15/31)<sup>(b)</sup> | 2310 | 2103163 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/15/26 (Call 11/15/25) | 1949 | 1904212 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/24 | 3667 | 3662746 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 12/01/28 (Call 10/01/28) | 1890 | 1594064 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/15/32 (Call 10/15/31) | 2635 | 2098936 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 2478 | 2087269 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/31 (Call 10/17/30) | 2209 | 1844692 |
| &nbsp;&nbsp;&nbsp;2.90%, 10/15/26 (Call 07/15/26) | 1517 | 1396474 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/11/26 (Call 02/11/26) | 2595 | 2421810 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/28 (Call 10/15/27) | 2028 | 1867910 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/29 (Call 03/01/29) | 1998 | 1803295 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/27 (Call 02/15/27) | $927 | $864631 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/25 (Call 03/03/25) | 2227 | 2149033 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 850 | 828529 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/25 (Call 08/15/25) | 470 | 452784 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/15/46 (Call 04/15/46) | 1015 | 795050 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/01/47 (Call 01/01/47) | 980 | 800052 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/15/23 (Call 09/16/23) | 1237 | 1225855 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/48 (Call 10/18/47) | 1245 | 1041044 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/33 | 230 | 230248 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 10/01/33 (Call 07/01/33) | 3410 | 2509930 |
| &nbsp;&nbsp;&nbsp;2.55%, 04/01/32 (Call 01/01/32) | 4085 | 3148024 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/26 (Call 07/01/26) | 4236 | 3845398 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/30 (Call 12/15/29) | 2737 | 2243628 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/25 (Call 10/15/24) | 4317 | 4141643 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/30/31 (Call 10/30/30) | 3112 | 2602192 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/21/29 (Call 03/21/29) | 1855 | 1603944 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/03/25) | 4108 | 3908269 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/24 (Call 11/01/23) | 3290 | 3226996 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28) | 3987 | 3722622 |
| Brandywine Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/27 (Call 08/15/27) | 2438 | 2135127 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 10/01/24 (Call 07/01/24)<sup>(b)</sup> | 662 | 640128 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/01/29 (Call 07/01/29) | 1423 | 1240813 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/28 (Call 02/01/28) | 598 | 495323 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/16/31 (Call 05/16/31) | 2255 | 1718130 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 04/15/24) | 2817 | 2731391 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/01/25 (Call 11/01/24) | 1784 | 1717849 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/27 (Call 12/15/26) | 866 | 803709 |
| &nbsp;&nbsp;&nbsp;4.05%, 07/01/30 (Call 04/01/30) | 3332 | 2928861 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/26 (Call 03/15/26) | 1728 | 1630610 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/29 (Call 02/15/29) | 1954 | 1741971 |
| Broadstone Net Lease LLC, 2.60%, 09/15/31 (Call 06/15/31)<sup>(b)</sup> | 2717 | 2055438 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 2020 | 1744714 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/01/29 (Call 04/01/29) | 2233 | 1994962 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 11/01/49 (Call 05/01/49)<sup>(b)</sup> | 2110 | 1496074 |
| &nbsp;&nbsp;&nbsp;4.10%, 10/15/28 (Call 07/15/28) | 1157 | 1102413 |
| Corporate Office Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 01/15/29 (Call 11/15/28) | 1260 | 975920 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/15/26 (Call 02/15/26) | 420 | 371939 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/31 (Call 01/15/31) | 1245 | 944270 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/01/33 (Call 09/01/33) | 1620 | 1162058 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 07/15/26 (Call 06/15/26) | 4990 | 4326779 |
| &nbsp;&nbsp;&nbsp;2.10%, 04/01/31 (Call 01/01/31) | 3755 | 2980681 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/31 (Call 10/15/30) | 2237 | 1810784 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/01/41 (Call 10/01/40) | 3925 | 2771325 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/01/24 (Call 07/01/24) | 3721 | 3610598 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/51 (Call 07/15/50)<sup>(b)</sup> | 2245 | 1545009 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/01/30 (Call 04/01/30) | 4260 | 3761580 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/27 (Call 06/01/27) | 3175 | 2968371 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/26 (Call 03/15/26) | 3759 | 3579583 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 4221 | 3944145 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/27 (Call 12/01/26) | 2480 | 2370235 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/26 (Call 11/15/25) | 3235 | 3162245 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/47 (Call 11/15/46) | 1243 | 1081646 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 07/15/25 (Call 06/15/25) | $2100 | $1910307 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/15/31 (Call 04/15/31) | 250 | 204128 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/27 (Call 02/15/27) | 1310 | 1197995 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/15/29 (Call 08/15/29) | 423 | 371263 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49)<sup>(b)</sup> | 1613 | 1259527 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/01/50 (Call 01/01/50) | 1948 | 1547939 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/29 (Call 11/15/28) | 3050 | 2907839 |
| &nbsp;&nbsp;&nbsp;5.20%, 02/15/49 (Call 08/15/48) | 1603 | 1476155 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/31 (Call 11/15/30) | 1525 | 1161516 |
| &nbsp;&nbsp;&nbsp;2.25%, 12/15/28 (Call 10/15/28) | 2422 | 2005150 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/32 (Call 11/15/31) | 2460 | 1894766 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/30 (Call 11/15/29) | 760 | 637625 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/01/26 (Call 06/01/26) | 2447 | 2267390 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/25 (Call 08/15/25) | 1301 | 1256298 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/15/29 (Call 11/15/28)<sup>(b)</sup> | 1616 | 1508698 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/29 (Call 04/01/29) | 3784 | 3431218 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/15/27 (Call 05/15/27)<sup>(b)</sup> | 4820 | 4503760 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 07/15/28 (Call 04/15/28)<sup>(b)</sup> | 1705 | 1626843 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/15/28 (Call 12/15/27) | 2385 | 2392203 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/29 (Call 05/15/29) | 1500 | 1187370 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 01/01/25)<sup>(b)</sup> | 1000 | 941650 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/27 (Call 03/01/27) | 1500 | 1308345 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/15/26 (Call 09/15/26) | 1500 | 1351140 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/28 (Call 01/15/28) | 1000 | 868230 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 1469 | 1311464 |
| &nbsp;&nbsp;&nbsp;1.25%, 07/15/25 (Call 06/15/25) | 2773 | 2506903 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/26 (Call 04/15/26) | 2715 | 2389390 |
| &nbsp;&nbsp;&nbsp;1.55%, 03/15/28 (Call 01/15/28) | 723 | 603004 |
| &nbsp;&nbsp;&nbsp;1.80%, 07/15/27 (Call 05/15/27) | 2129 | 1832643 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/28 (Call 03/15/28) | 3188 | 2692872 |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/30 (Call 04/15/30) | 1075 | 863064 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/31 (Call 02/15/31) | 605 | 489372 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/18/24 (Call 10/18/24) | 4372 | 4164461 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/18/26 (Call 09/18/26) | 2393 | 2189643 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/51 (Call 03/15/51) | 2335 | 1498440 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/50 (Call 01/15/50) | 1949 | 1269345 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/18/29 (Call 08/18/29)<sup>(b)</sup> | 3522 | 3097282 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/52 (Call 08/15/51) | 1860 | 1309142 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/15/32 (Call 01/15/32) | 775 | 691285 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 08/01/31 (Call 05/01/31)<sup>(b)</sup> | 795 | 625283 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/30 (Call 11/15/29) | 2098 | 1760809 |
| &nbsp;&nbsp;&nbsp;2.85%, 11/01/26 (Call 08/01/26) | 626 | 580146 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/29 (Call 04/01/29) | 1958 | 1721846 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/27 (Call 05/01/27) | 1094 | 1008777 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/01/25 (Call 03/01/25) | 513 | 493963 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 2743 | 2546437 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/47 (Call 02/01/47) | 981 | 780964 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/28 (Call 09/01/28) | 1630 | 1544409 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/44 (Call 01/01/44) | 445 | 390372 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/45 (Call 12/01/44) | 1515 | 1302703 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 1440 | 1078819 |
| &nbsp;&nbsp;&nbsp;1.70%, 03/01/28 (Call 01/01/28) | 585 | 488832 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 06/15/31 (Call 03/15/31)<sup>(b)</sup> | 1045 | 837432 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate 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;2.65%, 03/15/32 (Call 12/15/31) | $2638 | $2104385 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/01/50 (Call 03/01/50)<sup>(b)</sup> | 105 | 60980 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 2240 | 1901446 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/26 (Call 01/15/26) | 1549 | 1457501 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 01/01/25) | 1226 | 1184512 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/27 (Call 02/01/27) | 1710 | 1610717 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/01/24 (Call 02/01/24) | 2075 | 2029101 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28) | 1521 | 1393890 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/48 (Call 09/15/47) | 1825 | 1494127 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 03/15/32 (Call 12/15/31) | 1520 | 1164943 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/01/31 (Call 03/01/31) | 1485 | 1172422 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/29 (Call 02/01/29) | 145 | 130892 |
| Federal Realty Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 02/15/26 (Call 01/15/26) | 1179 | 1044688 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/29 (Call 03/15/29) | 1783 | 1556363 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 1769 | 1626507 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30) | 446 | 387284 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/24 (Call 10/15/23) | 1465 | 1445091 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/44 (Call 06/01/44) | 1136 | 909834 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/32 (Call 10/15/31) | 2465 | 1962362 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/01/24 (Call 08/01/24) | 1803 | 1719124 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/30 (Call 10/15/29) | 3181 | 2759772 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/31 (Call 10/15/30) | 2642 | 2255264 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/25 (Call 03/01/25) | 3550 | 3488088 |
| &nbsp;&nbsp;&nbsp;5.30%, 01/15/29 (Call 10/15/28) | 2800 | 2641604 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/26 (Call 01/15/26) | 4828 | 4691512 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/01/28 (Call 03/03/28) | 2239 | 2181323 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 03/15/31 (Call 12/15/30) | 2013 | 1540730 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/26 (Call 05/01/26) | 2422 | 2263819 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/01/27 (Call 04/01/27) | 2728 | 2548852 |
| Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) | 1760 | 1486989 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 02/01/27 (Call 01/01/27) | 1265 | 1092150 |
| &nbsp;&nbsp;&nbsp;2.13%, 12/01/28 (Call 10/01/28) | 2530 | 2142277 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/15/31 (Call 10/15/30)<sup>(b)</sup> | 1778 | 1504953 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 3194 | 2756198 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/26 (Call 05/15/26) | 1222 | 1156110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/01/25 (Call 11/01/24)<sup>(b)</sup> | 348 | 335949 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/29 (Call 04/15/29) | 2036 | 1825131 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25)<sup>(b)</sup> | 2516 | 2452848 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/41 (Call 08/01/40) | 758 | 799258 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 02/01/31 (Call 11/01/30) | 796 | 601346 |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/30 (Call 11/15/29) | 2906 | 2337848 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/01/27 (Call 12/01/26) | 2150 | 1986514 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 858 | 780188 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/29 (Call 01/15/29) | 2190 | 1929565 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/01/24 (Call 02/01/24) | 2642 | 2573229 |
| &nbsp;&nbsp;&nbsp;Series E, 4.00%, 06/15/25 (Call 03/15/25) | 1929 | 1846053 |
| &nbsp;&nbsp;&nbsp;Series F, 4.50%, 02/01/26 (Call 11/01/25) | 326 | 314411 |
| &nbsp;&nbsp;&nbsp;Series H, 3.38%, 12/15/29 (Call 09/15/29) | 2254 | 1912925 |
| &nbsp;&nbsp;&nbsp;Series I, 3.50%, 09/15/30 (Call 06/15/30) | 325 | 270972 |
| &nbsp;&nbsp;&nbsp;Series J, 2.90%, 12/15/31 (Call 09/15/31) | 1690 | 1309395 |
| Hudson Pacific Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/30 (Call 10/15/29) | 2304 | 1804355 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/01/27 (Call 08/01/27) | $1556 | $1333508 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/01/29 (Call 01/01/29) | 2426 | 2123090 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/31 (Call 05/15/31) | 1358 | 1008424 |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/28 (Call 09/15/28) | 1750 | 1460305 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/15/34 (Call 10/15/33) | 1750 | 1298972 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/15/32 (Call 01/15/32) | 3025 | 2667596 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 11/15/32 (Call 08/15/32) | 1643 | 1193968 |
| &nbsp;&nbsp;&nbsp;2.65%, 11/15/33 (Call 08/15/33) | 1565 | 1114640 |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/30 (Call 11/15/29) | 1772 | 1438740 |
| &nbsp;&nbsp;&nbsp;3.45%, 12/15/24 (Call 09/15/24) | 2962 | 2826252 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/29 (Call 05/15/29) | 1518 | 1348713 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/01/25 (Call 07/01/25) | 1201 | 1158413 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/15/28 (Call 09/15/28) | 1879 | 1729244 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/01/28 (Call 01/01/28) | 618 | 519701 |
| &nbsp;&nbsp;&nbsp;2.25%, 12/01/31 (Call 09/01/31) | 1111 | 859558 |
| &nbsp;&nbsp;&nbsp;2.70%, 03/01/24 (Call 01/01/24) | 2812 | 2722775 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/01/30 (Call 07/01/30) | 880 | 726660 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/26 (Call 07/01/26) | 2243 | 2064323 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/25 (Call 12/01/24) | 1212 | 1166332 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/01/49 (Call 04/01/49) | 787 | 552954 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/27 (Call 01/01/27) | 1884 | 1767135 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/46 (Call 06/01/46) | 871 | 656037 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/45 (Call 10/01/44)<sup>(b)</sup> | 1652 | 1284133 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/47 (Call 03/01/47) | 2410 | 1909033 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 02/01/33 (Call 11/01/32)<sup>(b)</sup> | 1650 | 1544845 |
| Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26) | 1937 | 1789652 |
| Kite Realty Group Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/25 (Call 12/15/24)<sup>(b)</sup> | 75 | 71942 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/30 (Call 06/15/30) | 2315 | 2065744 |
| Life Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 10/15/30 (Call 07/15/30) | 1336 | 1043282 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/15/31 (Call 07/15/31) | 2290 | 1771178 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/27 (Call 09/15/27) | 796 | 740893 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/29 (Call 03/15/29) | 2363 | 2131828 |
| LifeStorage LP/CA, 3.50%, 07/01/26 (Call 04/01/26) | 1594 | 1505103 |
| LXP Industrial Trust |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 10/01/31 (Call 07/01/31) | 270 | 206210 |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/30 (Call 06/15/30) | 696 | 556911 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 09/15/26 (Call 08/15/26) | 1830 | 1586354 |
| &nbsp;&nbsp;&nbsp;1.70%, 02/15/31 (Call 11/15/30) | 2276 | 1784748 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/30 (Call 12/15/29) | 1155 | 995772 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/15/51 (Call 03/15/51)<sup>(b)</sup> | 1190 | 770311 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/27 (Call 03/01/27) | 2675 | 2545637 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/24 (Call 03/15/24) | 1162 | 1138040 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 1795 | 1686456 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/25 (Call 08/15/25) | 1692 | 1650952 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/15/28 (Call 03/15/28) | 1358 | 1293916 |
| National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30) | 2398 | 1749533 |
| National Retail Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/30 (Call 01/15/30) | 2162 | 1773748 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/52 (Call 10/15/51)<sup>(b)</sup> | 495 | 305242 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/15/50 (Call 10/15/49) | 2117 | 1338748 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/27 (Call 07/15/27) | 855 | 775083 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/51 (Call 10/15/50) | 1772 | 1211747 |
| &nbsp;&nbsp;&nbsp;3.60%, 12/15/26 (Call 09/15/26) | 2107 | 1972299 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate 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;3.90%, 06/15/24 (Call 03/15/24) | $2165 | $2120249 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/25 (Call 08/15/25) | 2320 | 2238800 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/15/28 (Call 07/15/28) | 1070 | 999658 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/15/48 (Call 04/15/48) | 585 | 493740 |
| Office Properties Income Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 10/15/31 (Call 07/15/31) | 2116 | 1396772 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/25 (Call 11/01/24) | 2132 | 1906754 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/33 (Call 01/15/33) | 2933 | 2154963 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/01/31 (Call 11/01/30) | 1729 | 1355173 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/01/29 (Call 07/01/29) | 2212 | 1833571 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/25 (Call 10/15/24) | 2615 | 2543794 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/27 (Call 01/01/27) | 1330 | 1241356 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 10/15/27) | 1857 | 1714401 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/01/24 (Call 01/01/24) | 2568 | 2535772 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/26 (Call 10/15/25) | 3520 | 3437456 |
| Phillips Edison Grocery Center Operating Partnership I LP, 2.63%, 11/15/31 (Call 08/15/31) | 2560 | 1905536 |
| Physicians Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 11/01/31 (Call 08/01/31) | 2803 | 2216696 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 10/15/27) | 2328 | 2137802 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/27 (Call 12/15/26) | 261 | 247853 |
| Piedmont Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/32 (Call 01/01/32) | 300 | 213726 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/30 (Call 05/15/30) | 1483 | 1151787 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/24 (Call 12/15/23) | 930 | 915083 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 10/15/30 (Call 07/15/30) | 3148 | 2410644 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 03/15/31 (Call 12/15/30)<sup>(b)</sup> | 1604 | 1238112 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/01/30 | 1697 | 1353884 |
| &nbsp;&nbsp;&nbsp;1.75%, 02/01/31 | 2065 | 1626848 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/15/27 (Call 02/15/27)<sup>(b)</sup> | 1576 | 1421615 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/15/50 (Call 04/15/50) | 1787 | 1029401 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/30 (Call 01/15/30) | 2717 | 2277634 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/32 | 1832 | 1475383 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/15/29 | 1605 | 1399351 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/15/50 (Call 10/15/49) | 3013 | 2066858 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/01/50<sup>(b)</sup> | 1621 | 1129545 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/26 | 884 | 840551 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/01/26 (Call 07/01/26)<sup>(b)</sup> | 1330 | 1263965 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/15/27 | 2705 | 2540698 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/28 (Call 06/15/28) | 1952 | 1855239 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/28 | 1216 | 1164928 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/01/29 (Call 11/01/28) | 1621 | 1564216 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/48 (Call 03/15/48) | 419 | 363981 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/15/33 (Call 10/15/32) | 3335 | 3267833 |
| Public Storage |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 02/15/26 (Call 01/15/26) | 1348 | 1192616 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/09/26 (Call 10/09/26)<sup>(b)</sup> | 2419 | 2168948 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/01/28 (Call 03/01/28) | 2855 | 2460553 |
| &nbsp;&nbsp;&nbsp;1.95%, 11/09/28 (Call 09/09/28) | 2200 | 1893496 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/09/31 (Call 08/09/31) | 1870 | 1516121 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/01/31 (Call 02/01/31) | 2545 | 2111154 |
| &nbsp;&nbsp;&nbsp;3.09%, 09/15/27 (Call 06/15/27) | 3055 | 2860091 |
| &nbsp;&nbsp;&nbsp;3.39%, 05/01/29 (Call 02/01/29) | 2176 | 2002138 |
| Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31) | 2832 | 2313489 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/15/26 (Call 02/15/26) | 1433 | 1247813 |
| &nbsp;&nbsp;&nbsp;1.80%, 03/15/33 (Call 12/15/32) | 1698 | 1238640 |
| &nbsp;&nbsp;&nbsp;2.20%, 06/15/28 (Call 04/15/28) | 1010 | 869378 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 12/15/32 (Call 09/15/32) | $576 | $476179 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/27 (Call 10/15/26) | 2219 | 2054727 |
| &nbsp;&nbsp;&nbsp;3.10%, 12/15/29 (Call 09/15/29) | 1319 | 1158478 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/29 (Call 03/15/29) | 1082 | 966594 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/31 (Call 10/15/30) | 3364 | 2944812 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/28 (Call 11/15/27) | 1710 | 1582195 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/15/28 (Call 10/15/27) | 2639 | 2475567 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/15/24 (Call 04/15/24) | 2175 | 2132566 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/25 (Call 02/15/25) | 2667 | 2609579 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/27 (Call 05/15/27) | 2906 | 2787580 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/26 (Call 07/15/26) | 2221 | 2154414 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/06/24 (Call 11/06/23) | 2134 | 2123565 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/01/25 (Call 09/01/25) | 1871 | 1862599 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/47 (Call 09/15/46) | 2733 | 2470987 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/26 (Call 03/01/26) | 2279 | 2290532 |
| &nbsp;&nbsp;&nbsp;5.63%, 10/13/32 (Call 07/13/32) | 2260 | 2331552 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 1465 | 1233325 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/27 (Call 11/01/26) | 486 | 456845 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/30 (Call 03/15/30) | 713 | 623925 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 1176 | 1097667 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/01/47 (Call 08/01/46) | 1683 | 1324067 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/49 (Call 09/15/48) | 1346 | 1096277 |
| Rexford Industrial Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 12/01/30 (Call 09/01/30) | 2118 | 1656975 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 09/01/31 (Call 06/01/31)<sup>(b)</sup> | 2030 | 1568216 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/01/31 (Call 09/01/31) | 3785 | 2844692 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/15/29 (Call 07/15/29) | 2444 | 2013856 |
| &nbsp;&nbsp;&nbsp;5.13%, 08/15/26 (Call 05/15/26) | 3236 | 3061774 |
| Safehold Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/31 (Call 03/15/31) | 2385 | 1852787 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/15/32 (Call 08/15/31) | 670 | 514882 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/15/27 (Call 10/15/26)<sup>(b)</sup> | 3304 | 2883962 |
| &nbsp;&nbsp;&nbsp;1.75%, 02/01/28 (Call 11/01/27) | 635 | 542354 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/13/24 (Call 06/13/24) | 2292 | 2172587 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/01/31 (Call 11/01/30) | 1464 | 1167276 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/32 (Call 10/15/31) | 3090 | 2413290 |
| &nbsp;&nbsp;&nbsp;2.45%, 09/13/29 (Call 06/13/29) | 4448 | 3738411 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/30 (Call 04/15/30) | 1348 | 1137254 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/01/32 (Call 12/01/31) | 2385 | 1925029 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/26 (Call 08/30/26) | 3008 | 2828603 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/13/49 (Call 03/13/49)<sup>(b)</sup> | 4343 | 2926444 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/15/26 (Call 10/15/25) | 3197 | 3049235 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/01/24 (Call 07/01/24) | 5183 | 5040778 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/27 (Call 03/15/27) | 1212 | 1137668 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/01/27 (Call 09/01/27) | 3568 | 3318525 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/25 (Call 06/01/25) | 4108 | 3954443 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/24 (Call 11/01/23) | 4063 | 4003721 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/50 (Call 01/15/50) | 2405 | 1782562 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/44 (Call 04/01/44) | 1077 | 857669 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/30/46 (Call 05/30/46) | 2107 | 1686864 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/42 (Call 09/15/41) | 2136 | 1833030 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/40 (Call 11/01/39) | 2163 | 2341166 |
| SITE Centers Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 02/01/25 (Call 11/01/24) | 2552 | 2411997 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/26 (Call 11/01/25) | 2059 | 1952056 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/01/27 (Call 03/01/27) | 2074 | 1961278 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Spirit Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 03/15/28 (Call 01/15/28) | $946 | $772002 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/32 (Call 11/15/31) | 655 | 488172 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/27 (Call 11/15/26) | 1742 | 1555118 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/15/31 (Call 11/15/30) | 725 | 582559 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/30 (Call 10/15/29) | 1970 | 1642290 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/29 (Call 04/15/29) | 2702 | 2366222 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/15/26 (Call 06/15/26) | 1896 | 1823175 |
| STORE Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 12/01/31 (Call 09/01/31) | 1990 | 1512738 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/18/30 (Call 08/18/30) | 889 | 703297 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/28 (Call 12/15/27) | 2062 | 1880626 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/29 (Call 12/15/28) | 1476 | 1352119 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/01/28 (Call 09/01/28) | 615 | 511151 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/15/31 (Call 04/15/31) | 2867 | 2236403 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 1450 | 1254584 |
| Tanger Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/31 (Call 06/01/31) | 650 | 467643 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/01/26 (Call 06/01/26) | 813 | 739887 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/15/27 (Call 04/15/27)<sup>(b)</sup> | 2065 | 1876858 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/15/33 (Call 12/15/32) | 1735 | 1244047 |
| &nbsp;&nbsp;&nbsp;2.10%, 08/01/32 (Call 05/01/32) | 1345 | 1004190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/15/33 (Call 03/15/33)<sup>(b)</sup> | 585 | 425476 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/26 (Call 06/01/26) | 905 | 837713 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/31 (Call 05/15/31) | 2258 | 1890940 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/01/34 (Call 08/01/34) | 808 | 632850 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/30 (Call 10/15/29) | 2498 | 2164517 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/27 (Call 04/01/27) | 1223 | 1147859 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/28 (Call 10/15/27) | 1050 | 955080 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/26/29 (Call 10/26/28) | 2090 | 1977035 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/31 (Call 06/01/31)<sup>(b)</sup> | 2310 | 1821550 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/25 (Call 12/15/24) | 2491 | 2354269 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 2070 | 1755505 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/26 (Call 07/15/26) | 914 | 845423 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 03/15/24) | 2165 | 2105289 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 2953 | 2833197 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/01/24 (Call 02/01/24) | 2670 | 2601541 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/27 (Call 01/01/27) | 1080 | 1020978 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/28 (Call 12/01/27) | 1068 | 996626 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/26 (Call 10/15/25) | 4277 | 4137784 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/01/45 (Call 08/01/44) | 338 | 267368 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/15/29 (Call 10/15/28) | 719 | 675580 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/30 (Call 08/15/30) | 1040 | 984464 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/15/49 (Call 10/15/48) | 2282 | 1928815 |
| &nbsp;&nbsp;&nbsp;5.70%, 09/30/43 (Call 03/30/43) | 1105 | 1021274 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/25 | 2235 | 2151210 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 01/15/28) | 2795 | 2659526 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/30 (Call 12/15/29) | 3410 | 3253345 |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/32 (Call 02/15/32) | 5145 | 4802857 |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/52 (Call 11/15/51) | 3371 | 3050081 |
| Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 06/01/26 (Call 05/01/26) | 1075 | 909063 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/01/31 (Call 03/01/31) | 1055 | 802982 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24) | 2565 | 2389426 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/15/29 (Call 11/15/28) | 2118 | 1740043 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/27 (Call 12/15/26) | $1809 | $1647981 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/31 (Call 10/15/30) | 1001 | 812592 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/32 (Call 10/15/31) | 2195 | 1745793 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/01/31 (Call 03/01/31) | 3780 | 3059116 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/15/30 (Call 10/15/29) | 2630 | 2241233 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/24 (Call 02/15/24) | 5118 | 5015998 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/32 (Call 03/15/32) | 1740 | 1515366 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 4783 | 4668686 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/29 (Call 12/15/28) | 1966 | 1822954 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/26 (Call 01/01/26) | 4112 | 4009241 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/28 (Call 01/15/28) | 3058 | 2895987 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/24 (Call 10/15/23) | 1641 | 1626576 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/01/48 (Call 03/01/48) | 320 | 274477 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/15/41 (Call 09/15/40) | 2087 | 2115529 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/09/33 (Call 12/09/32) | 575 | 483874 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/29 (Call 08/15/29) | 2469 | 2267381 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/30 (Call 01/15/30) | 3020 | 2754874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/09/52 (Call 09/09/51)<sup>(b)</sup> | 370 | 289151 |
| &nbsp;&nbsp;&nbsp;6.95%, 10/01/27 | 1514 | 1633773 |
| &nbsp;&nbsp;&nbsp;7.38%, 03/15/32 | 2493 | 2776903 |
| WP Carey Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/33 (Call 01/01/33) | 750 | 559545 |
| &nbsp;&nbsp;&nbsp;2.40%, 02/01/31 (Call 11/01/30) | 1858 | 1488574 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/01/32 (Call 11/01/31) | 1720 | 1333877 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/15/29 (Call 04/15/29) | 1841 | 1662846 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/25 (Call 11/01/24) | 2568 | 2500102 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/26 (Call 07/01/26) | 955 | 920477 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/01/24 (Call 01/01/24) | 2382 | 2368065 |
|  |  | 788829743 |
| **Retail — 0.7%** |  |  |
| Advance Auto Parts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/01/27 (Call 08/01/27) | 1630 | 1373943 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/32 (Call 12/15/31) | 1730 | 1439377 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/15/30 (Call 01/15/30) | 2194 | 1943336 |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 08/01/28 (Call 06/01/28) | 862 | 688729 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/01/31 (Call 05/01/31) | 2445 | 1798273 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 09/15/24) | 2649 | 2535702 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/27 (Call 08/15/27) | 1612 | 1457651 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/32 (Call 12/01/31) | 1460 | 1208311 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/25 (Call 07/01/25) | 1949 | 1899359 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/01/30 (Call 03/01/30) | 2258 | 2046380 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 591 | 459307 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/18/24 (Call 03/18/24) | 1489 | 1450614 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/21/26 (Call 01/21/26) | 2828 | 2688523 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (Call 01/15/25) | 3383 | 3252856 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/25 (Call 03/15/25) | 640 | 621574 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/27 (Call 03/01/27) | 2179 | 2092668 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/18/29 (Call 01/18/29) | 2900 | 2693897 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/30 (Call 01/15/30)<sup>(b)</sup> | 945 | 884227 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/01/32 (Call 05/01/32)<sup>(b)</sup> | 2345 | 2304080 |
| Best Buy Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/01/30 (Call 07/01/30)<sup>(b)</sup> | 3574 | 2828642 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 10/01/28 (Call 07/01/28)<sup>(b)</sup> | 3424 | 3311659 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 06/20/27 (Call 04/20/27) | 4376 | 3878580 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/20/30 (Call 01/20/30) | 6444 | 5339498 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/20/32 (Call 01/20/32)<sup>(b)</sup> | 4500 | 3621645 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 05/18/24 (Call 03/18/24) | $4883 | $4770496 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/18/27 (Call 02/18/27)<sup>(b)</sup> | 4847 | 4637464 |
| Darden Restaurants Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 05/01/27 (Call 02/01/27)<sup>(b)</sup> | 3549 | 3406188 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 02/15/48 (Call 08/15/47)<sup>(b)</sup> | 1975 | 1543245 |
| Dick's Sporting Goods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 01/15/32 (Call 10/15/31) | 2575 | 2052841 |
| &nbsp;&nbsp;&nbsp;4.10%, 01/15/52 (Call 07/15/51) | 2730 | 1851322 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/03/30 (Call 01/03/30) | 1633 | 1483678 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/27 (Call 01/15/27) | 3809 | 3669210 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/28 (Call 02/01/28) | 2872 | 2755713 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/03/50 (Call 10/03/49)<sup>(b)</sup> | 2835 | 2350725 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/01/25 (Call 08/01/25) | 2112 | 2073160 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/20/24 | 375 | 369863 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/01/27 (Call 10/01/27) | 2440 | 2421627 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/32 (Call 08/01/32) | 2765 | 2757175 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/01/52 (Call 05/01/52) | 5 | 5068 |
| Dollar Tree Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 12/01/31 (Call 09/01/31) | 3660 | 2990989 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/01/51 (Call 06/01/51) | 2350 | 1612970 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 03/15/25) | 4625 | 4530557 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/28 (Call 02/15/28) | 5388 | 5157394 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/01/25 (Call 02/01/23) | 430 | 401353 |
| &nbsp;&nbsp;&nbsp;1.88%, 11/01/30 (Call 08/01/30) | 2245 | 1735385 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/32 (Call 11/01/31) | 710 | 576847 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 03/15/28 (Call 01/15/28)<sup>(b)</sup> | 4712 | 3952755 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/31 (Call 12/15/30) | 6445 | 5062096 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/15/28 (Call 07/15/28)<sup>(b)</sup> | 1245 | 1068845 |
| &nbsp;&nbsp;&nbsp;1.88%, 09/15/31 (Call 06/15/31) | 1940 | 1572933 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/15/26 (Call 06/15/26) | 3645 | 3360253 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/51 (Call 09/15/50) | 5375 | 3372597 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/27 (Call 02/15/27)<sup>(b)</sup> | 4229 | 3926838 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/25 (Call 03/15/25) | 1365 | 1313212 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 5131 | 4542269 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/51 (Call 03/15/51) | 1470 | 994279 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/14/27 (Call 06/14/27) | 3149 | 2948850 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/15/27 (Call 03/15/27) | 2350 | 2208013 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/29 (Call 03/15/29) | 2251 | 2056604 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/26 (Call 01/01/26) | 6172 | 5913764 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/49 (Call 06/15/49) | 5424 | 3970965 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/32 (Call 01/15/32) | 5220 | 4720498 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/15/40 (Call 10/15/39) | 2732 | 2217319 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 1965 | 1910707 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 3166 | 2410466 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/56 (Call 03/15/56) | 3110 | 2371530 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/52 (Call 10/15/51) | 5615 | 4461679 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/24 (Call 11/15/23) | 3013 | 2985491 |
| &nbsp;&nbsp;&nbsp;3.90%, 12/06/28 (Call 09/06/28) | 3823 | 3714197 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/15/47 (Call 12/15/46) | 4265 | 3597655 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 08/15/25) | 315 | 312723 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/43 (Call 10/01/42) | 4209 | 3772106 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/46 (Call 10/01/45) | 5930 | 5259732 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/45 (Call 09/15/44) | 2882 | 2624292 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32) | 1050 | 1042199 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/06/48 (Call 06/06/48) | 5523 | 5133573 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/44 (Call 08/15/43) | 4070 | 3952743 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/52 (Call 03/15/52) | 935 | 918432 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 09/15/40 (Call 03/15/40) | $2404 | $2506266 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/16/36 | 9998 | 10862327 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/41 (Call 10/01/40) | 3800 | 4171070 |
| Kohl's Corp., 5.55%, 07/17/45 (Call 01/17/45) | 2055 | 1356382 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 04/15/28 (Call 02/15/28) | 6252 | 5272374 |
| &nbsp;&nbsp;&nbsp;1.70%, 09/15/28 (Call 07/15/28) | 3173 | 2705966 |
| &nbsp;&nbsp;&nbsp;1.70%, 10/15/30 (Call 07/15/30) | 3603 | 2861539 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (Call 01/15/26) | 3172 | 2974797 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/01/31 (Call 01/01/31) | 5527 | 4647654 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/15/41 (Call 03/15/41) | 2450 | 1725192 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/50 (Call 04/15/50) | 3768 | 2520001 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/03/27 (Call 02/03/27) | 4216 | 3960721 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/15/24 (Call 06/15/24) | 3665 | 3562233 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/01/27 (Call 03/01/27) | 1780 | 1691409 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 5337 | 5147056 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/51 (Call 10/01/50) | 4732 | 3412624 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/05/29 (Call 01/05/29) | 4558 | 4262505 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/46 (Call 10/15/45) | 7021 | 5378086 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/32 (Call 01/01/32) | 5505 | 5006027 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/25 (Call 03/15/25) | 4562 | 4494209 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/47 (Call 11/03/46) | 5269 | 4248342 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/52 (Call 10/01/51) | 2425 | 1991410 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 2178 | 1817454 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/08/25 | 1965 | 1950970 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/62 (Call 10/01/61) | 2175 | 1758792 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/30 (Call 01/15/30) | 4594 | 4476256 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/05/49 (Call 10/05/48) | 823 | 709739 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/15/42 (Call 10/15/41) | 2270 | 2037915 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/33 (Call 01/15/33)<sup>(b)</sup> | 2720 | 2706400 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/40 (Call 10/15/39) | 2506 | 2365163 |
| &nbsp;&nbsp;&nbsp;5.13%, 04/15/50 (Call 10/15/49) | 350 | 329970 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/35 | 573 | 578151 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/15/53 (Call 10/15/52) | 2475 | 2462996 |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 2720 | 2678846 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/15/29 | 600 | 650616 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 09/01/25 (Call 08/01/25) | 1150 | 1062715 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/01/30 (Call 12/01/29) | 1135 | 965794 |
| &nbsp;&nbsp;&nbsp;2.63%, 09/01/29 (Call 06/01/29) | 4508 | 3998686 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/10/24 | 1603 | 1571164 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/01/25 (Call 06/01/25) | 5891 | 5731472 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/26/25 (Call 02/26/25) | 2420 | 2359210 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/27 (Call 12/01/26) | 2299 | 2215569 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/27 (Call 05/01/27) | 4508 | 4317762 |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/30 (Call 04/01/30) | 2095 | 1959914 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/43 | 1771 | 1415631 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/01/49 (Call 03/01/49) | 4747 | 3690080 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/30/26 (Call 10/30/25) | 4655 | 4567439 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/42 | 2326 | 1891387 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 4041 | 3899929 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) | 2880 | 2472624 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/01/47 (Call 09/01/46) | 3955 | 3511368 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/48 (Call 03/01/48) | 2955 | 2625636 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/26/45 (Call 11/26/44) | 2714 | 2472427 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/09/35 (Call 06/09/35) | 3686 | 3587436 |
| &nbsp;&nbsp;&nbsp;4.88%, 07/15/40 | 1492 | 1417713 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/09/45 (Call 06/09/45) | 6300 | 5978196 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/01/39 | 1569 | 1636514 |
| &nbsp;&nbsp;&nbsp;6.30%, 10/15/37 | 3083 | 3422130 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.30%, 03/01/38 | $2223 | $2452214 |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/31 (Call 12/15/30) | 1265 | 986510 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/26 (Call 12/15/25) | 2758 | 2665221 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/01/27 (Call 06/01/27) | 1896 | 1801674 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/29 (Call 03/01/29) | 2877 | 2693994 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/30 (Call 01/01/30) | 1731 | 1641213 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/28 (Call 03/01/28) | 1750 | 1701998 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/15/32 (Call 03/15/32) | 3545 | 3465344 |
| Ross Stores Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 04/15/26 (Call 03/15/26) | 3250 | 2859155 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 04/15/31 (Call 01/15/31)<sup>(b)</sup> | 1680 | 1328376 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/15/25 (Call 03/15/25) | 2899 | 2889114 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/12/27 (Call 01/12/27)<sup>(b)</sup> | 2501 | 2251725 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/12/30 (Call 12/12/29) | 2865 | 2427916 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 06/15/26 (Call 03/15/26)<sup>(b)</sup> | 1596 | 1492930 |
| &nbsp;&nbsp;&nbsp;2.55%, 11/15/30 (Call 08/15/30) | 4126 | 3529215 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/14/32 (Call 11/14/31)<sup>(b)</sup> | 3775 | 3288063 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/12/50 (Call 09/12/49) | 3125 | 2275156 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 2561 | 2454616 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/50 (Call 05/15/50) | 2620 | 1972703 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/29 (Call 05/15/29) | 3360 | 3161189 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 3219 | 2539469 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/25 (Call 06/15/25) | 3876 | 3824798 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/28 (Call 08/15/28) | 3620 | 3503472 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/45 (Call 12/15/44)<sup>(b)</sup> | 2066 | 1788949 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/49 (Call 02/15/49) | 1324 | 1166272 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/48 (Call 05/15/48) | 4425 | 3925683 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/15/27 (Call 12/15/26)<sup>(b)</sup> | 2525 | 2310198 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/25 (Call 03/15/25) | 7858 | 7481052 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/15/30 (Call 11/15/29) | 3116 | 2670163 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 | 4636 | 4370033 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/15/30 (Call 06/15/30) | 2199 | 1904378 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51)<sup>(b)</sup> | 4155 | 2933305 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 01/15/29) | 5143 | 4778824 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/24 | 1045 | 1027925 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/46 | 3788 | 3006839 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/47 (Call 05/15/47) | 3552 | 2965636 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/42 | 2166 | 1915394 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32) | 3980 | 3899286 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/15/37 | 488 | 547414 |
| &nbsp;&nbsp;&nbsp;7.00%, 01/15/38 | 670 | 792938 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 05/15/28 (Call 03/15/28) | 626 | 525984 |
| &nbsp;&nbsp;&nbsp;1.60%, 05/15/31 (Call 02/15/31) | 375 | 294724 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 5790 | 5374567 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 2700 | 2554038 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49)<sup>(b)</sup> | 2460 | 2220224 |
| Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30) | 2340 | 1821386 |
| Walgreens Boots Alliance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 04/15/30 (Call 01/15/30)<sup>(b)</sup> | 2000 | 1737400 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26)<sup>(b)</sup> | 2252 | 2157889 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/50 (Call 10/15/49) | 1850 | 1391866 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 09/24/29 (Call 06/24/29) | 2117 | 1875958 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/22/41 (Call 03/22/41) | 5166 | 3864788 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/15/24 (Call 10/15/24)<sup>(b)</sup> | 175 | 168854 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/22/51 (Call 03/22/51) | 5685 | 4052211 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 07/08/24 (Call 06/08/24) | $160 | $156074 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/24/49 (Call 03/24/49) | 223 | 167087 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 07/08/26 (Call 05/08/26)<sup>(b)</sup> | 50 | 48390 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/08/29 (Call 04/08/29) | 945 | 892260 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/22/24 (Call 01/22/24) | 9060 | 8910963 |
| &nbsp;&nbsp;&nbsp;3.55%, 06/26/25 (Call 04/26/25) | 180 | 177601 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/47 (Call 06/15/47) | 380 | 321073 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/26/28 (Call 03/26/28) | 1897 | 1855892 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/28/38 (Call 12/28/37) | 1015 | 949380 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/11/43 (Call 10/11/42)<sup>(b)</sup> | 60 | 54426 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/29/48 (Call 12/29/47) | 1625 | 1478474 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 09/09/32 (Call 06/09/32)<sup>(b)</sup> | 3220 | 3186609 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/09/52 (Call 03/09/52) | 1000 | 977140 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/25/40 | 120 | 123148 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/01/35 | 35 | 37384 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/01/40 | 615 | 672884 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/15/41 | 15 | 16571 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/05/27 | 255 | 272513 |
| &nbsp;&nbsp;&nbsp;6.20%, 04/15/38 | 800 | 925512 |
| &nbsp;&nbsp;&nbsp;6.50%, 08/15/37 | 265 | 320080 |
| &nbsp;&nbsp;&nbsp;7.55%, 02/15/30 | 550 | 664895 |
|  |  | 533632569 |
| **Semiconductors — 0.6%** |  |  |
| Advanced Micro Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.92%, 06/01/32 (Call 03/01/32) | 3345 | 3157212 |
| &nbsp;&nbsp;&nbsp;4.39%, 06/01/52 (Call 12/01/51) | 1990 | 1781627 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 10/01/28 (Call 08/01/28) | 2315 | 1988886 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/01/31 (Call 07/01/31) | 2265 | 1863280 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 10/01/41 (Call 04/01/41)<sup>(b)</sup> | 1625 | 1222504 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/01/25 (Call 03/01/25)<sup>(b)</sup> | 856 | 826006 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/51 (Call 04/01/51) | 1565 | 1118459 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/15/27 | 1947 | 1850195 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/05/26 (Call 09/05/26) | 4223 | 4052898 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/15/45 (Call 06/15/45)<sup>(b)</sup> | 200 | 202576 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 06/01/30 (Call 03/01/30) | 3100 | 2562181 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/01/50 (Call 12/01/49)<sup>(b)</sup> | 3176 | 2231458 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 4465 | 4292874 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 3381 | 3335864 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/01/47 (Call 10/01/46) | 3272 | 3042927 |
| &nbsp;&nbsp;&nbsp;5.10%, 10/01/35 (Call 04/01/35) | 1189 | 1222482 |
| &nbsp;&nbsp;&nbsp;5.85%, 06/15/41 | 2209 | 2445783 |
| Broadcom Corp./Broadcom Cayman Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/25 (Call 11/15/24) | 857 | 826876 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/28 (Call 10/15/27) | 4761 | 4357648 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/15/24 (Call 11/15/23) | 381 | 374546 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/27 (Call 10/15/26) | 11947 | 11319663 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 02/15/28 (Call 12/15/27)<sup>(b)(f)</sup> | 10 | 8503 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/15/31 (Call 11/15/30)<sup>(f)</sup> | 10550 | 8346316 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 02/15/33 (Call 11/15/32)<sup>(f)</sup> | 4355 | 3289244 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/15/35 (Call 08/15/35)<sup>(f)</sup> | 2472 | 1834817 |
| &nbsp;&nbsp;&nbsp;3.15%, 11/15/25 (Call 10/15/25) | 2638 | 2513566 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.19%, 11/15/36 (Call 08/15/36)<sup>(f)</sup> | 1300 | 951015 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 04/15/33 (Call 01/15/33)<sup>(f)</sup> | 16776 | 13577488 |
| &nbsp;&nbsp;&nbsp;3.46%, 09/15/26 (Call 07/15/26) | 1157 | 1093712 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.47%, 04/15/34 (Call 01/15/34)<sup>(f)</sup> | 11935 | 9494054 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/41 (Call 08/15/40)<sup>(f)</sup> | 9060 | 6556541 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/15/24 (Call 09/15/24) | 680 | 664265 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp;&nbsp;*Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/51 (Call 08/15/50)<sup>(f)</sup> | $4091 | $2878141 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/29 (Call 02/15/29)<sup>(f)</sup> | 2930 | 2678665 |
| &nbsp;&nbsp;&nbsp;4.11%, 09/15/28 (Call 06/15/28) | 70 | 65493 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/15/30 (Call 08/15/30) | 4525 | 4069559 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/15/32 (Call 01/15/32)<sup>(f)</sup> | 3680 | 3255328 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/32 (Call 08/15/32) | 8064 | 7164703 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/29 (Call 01/15/29) | 415 | 397881 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 05/15/37 (Call 02/15/37)<sup>(f)</sup> | 21714 | 19058378 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/30 (Call 01/15/30) | 100 | 95823 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 08/12/28 (Call 06/12/28) | 4218 | 3602467 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/12/31 (Call 05/12/31) | 5045 | 4062940 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (Call 08/15/29) | 7482 | 6473127 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (Call 02/19/26) | 4761 | 4492622 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/12/41 (Call 02/12/41) | 2290 | 1634304 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (Call 03/11/24) | 5514 | 5383925 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/12/51 (Call 02/12/51) | 765 | 515579 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 02/15/60 (Call 08/15/59)<sup>(b)</sup> | 5405 | 3493792 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/11/27 (Call 02/11/27) | 3498 | 3320931 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/12/61 (Call 02/12/61) | 735 | 479757 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/49 (Call 05/15/49)<sup>(b)</sup> | 10248 | 7195941 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/25/25 (Call 02/25/25) | 5977 | 5835524 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/29/25 (Call 04/29/25) | 8248 | 8096484 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/08/47 (Call 06/08/47) | 4762 | 3679978 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/25/27 (Call 01/25/27) | 4505 | 4388230 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/05/27 (Call 07/05/27) | 3825 | 3698010 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/25/30 (Call 12/25/29) | 6204 | 5872706 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/05/29 (Call 06/05/29) | 2895 | 2772368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/32<sup>(b)</sup> | 3251 | 3041896 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/19/46 (Call 11/19/45) | 6472 | 5382050 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/11/47 (Call 11/11/46) | 5093 | 4203049 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/05/32 (Call 05/05/32) | 2875 | 2716789 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/42 | 872 | 750923 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/25/40 (Call 09/25/39) | 6644 | 6122114 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/25/50 (Call 09/25/49) | 6789 | 6108471 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/01/41 | 855 | 805658 |
| &nbsp;&nbsp;&nbsp;4.90%, 07/29/45 (Call 01/29/45) | 1781 | 1680035 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/05/52 (Call 02/05/52) | 2930 | 2668761 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 03/25/60 (Call 09/25/59)<sup>(b)</sup> | 3554 | 3232612 |
| &nbsp;&nbsp;&nbsp;5.05%, 08/05/62 (Call 02/05/62) | 2880 | 2634854 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/01/50 (Call 08/28/49) | 2768 | 2082975 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/29 (Call 12/15/28) | 2803 | 2735616 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/01/24 (Call 08/01/24) | 1386 | 1382036 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/15/32 (Call 04/15/32) | 2095 | 2078345 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/52 (Call 01/15/52) | 4045 | 3915398 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/49 (Call 09/15/48) | 1564 | 1508760 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/15/62 (Call 01/15/62)<sup>(b)</sup> | 3025 | 3050622 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 06/15/30 (Call 03/15/30) | 3015 | 2499254 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/50 (Call 12/15/49) | 2974 | 2106930 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/15/60 (Call 12/15/59) | 2446 | 1663231 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | 4610 | 4514066 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 2817 | 2773055 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/29 (Call 12/15/28) | 3756 | 3620145 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/49 (Call 09/15/48) | 2805 | 2726432 |
| Marvell Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 04/15/26 (Call 03/15/26) | 3125 | 2762406 |
| &nbsp;&nbsp;&nbsp;2.45%, 04/15/28 (Call 02/15/28) | 3057 | 2595057 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/15/31 (Call 01/15/31) | 2040 | 1668863 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 06/22/28 (Call 03/22/28) | $175 | $167923 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.97%, 02/15/24 | 136 | 128797 |
| &nbsp;&nbsp;&nbsp;0.98%, 09/01/24 | 587 | 539377 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/25 (Call 01/03/23) | 4160 | 4040650 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/32 (Call 01/15/32) | 4192 | 3247626 |
| &nbsp;&nbsp;&nbsp;3.37%, 11/01/41 (Call 05/01/41) | 2090 | 1456730 |
| &nbsp;&nbsp;&nbsp;3.48%, 11/01/51 (Call 05/01/51) | 2190 | 1452693 |
| &nbsp;&nbsp;&nbsp;4.19%, 02/15/27 (Call 12/15/26) | 3164 | 3026746 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/15/30 (Call 11/15/29) | 3422 | 3168772 |
| &nbsp;&nbsp;&nbsp;4.98%, 02/06/26 (Call 12/06/25) | 2966 | 2939009 |
| &nbsp;&nbsp;&nbsp;5.33%, 02/06/29 (Call 11/06/28) | 2639 | 2563657 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/01/29 (Call 09/01/29) | 3000 | 3123810 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.58%, 06/14/24 (Call 06/14/23) | 395 | 370459 |
| &nbsp;&nbsp;&nbsp;1.55%, 06/15/28 (Call 04/15/28) | 6150 | 5281374 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/15/31 (Call 03/15/31) | 3533 | 2877946 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/30 (Call 01/01/30) | 4177 | 3690296 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/16/26 (Call 06/16/26) | 3452 | 3319374 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/40 (Call 10/01/39) | 3653 | 3044849 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/50 (Call 10/01/49) | 7077 | 5518574 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/60 (Call 10/01/59) | 2415 | 1843611 |
| NXP BV/NXP Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/24 (Call 02/01/24) | 2614 | 2590526 |
| &nbsp;&nbsp;&nbsp;5.35%, 03/01/26 (Call 01/01/26) | 2565 | 2557433 |
| &nbsp;&nbsp;&nbsp;5.55%, 12/01/28 (Call 09/01/28) | 1422 | 1426707 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/11/31 (Call 02/11/31) | 3748 | 2971115 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/15/32 (Call 11/15/31) | 3786 | 2982838 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/01/25 (Call 04/01/25) | 2259 | 2117428 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/42 (Call 08/15/41) | 2300 | 1587782 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/27 (Call 03/01/27) | 2395 | 2174971 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/11/41 (Call 11/11/40) | 3860 | 2753801 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/51 (Call 05/30/51) | 1480 | 951033 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/30 (Call 02/01/30) | 3743 | 3254202 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/18/26 (Call 04/18/26) | 3275 | 3116850 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/18/29 (Call 03/18/29) | 4746 | 4444487 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/27 (Call 05/01/27) | 635 | 610445 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/33 (Call 10/15/32) | 3770 | 3582292 |
| Qorvo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/15/24 (Call 12/15/22)<sup>(f)</sup> | 2195 | 2014110 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/29 (Call 10/15/24) | 3710 | 3298747 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 05/20/28 (Call 02/20/28) | 3825 | 3259359 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/20/32 (Call 02/20/32) | 4943 | 3860977 |
| &nbsp;&nbsp;&nbsp;2.15%, 05/20/30 (Call 02/20/30) | 4945 | 4215167 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/20/24 (Call 03/20/24) | 253 | 246956 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/27 (Call 02/20/27) | 8767 | 8380901 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49)<sup>(b)</sup> | 3704 | 2770999 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/20/25 (Call 02/20/25) | 566 | 552637 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/20/32 (Call 02/20/32) | 1051 | 1023033 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/47 (Call 11/20/46) | 5931 | 5243419 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/52 (Call 11/20/51) | 4200 | 3753036 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/20/35 (Call 11/20/34) | 4182 | 4070341 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/20/45 (Call 11/20/44) | 2711 | 2592014 |
| &nbsp;&nbsp;&nbsp;5.40%, 05/20/33 (Call 02/20/33) | 3035 | 3171727 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/20/53 (Call 11/20/52) | 3000 | 3275610 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| Skyworks Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 06/01/26 (Call 05/01/26) | $3210 | $2814528 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/31 (Call 03/01/31) | 2060 | 1609231 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/15/26 (Call 08/15/26) | 610 | 542162 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/12/25 (Call 02/12/25) | 3763 | 3520926 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/04/30 (Call 02/04/30) | 3130 | 2601781 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/15/31 (Call 06/15/31) | 2650 | 2164732 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/04/29 (Call 06/04/29) | 2973 | 2582705 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/15/24 (Call 03/15/24) | 1223 | 1189808 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51)<sup>(b)</sup> | 2325 | 1631313 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/03/27 (Call 08/03/27) | 2716 | 2541714 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/16/32 (Call 05/16/32) | 2205 | 2066901 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/39 (Call 09/15/38) | 3003 | 2693841 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/16/52 (Call 02/16/52) | 990 | 888188 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 4776 | 4295009 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/15/28 (Call 01/15/28) | 1135 | 1137304 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 11/18/24<sup>(b)</sup> | 1700 | 1702057 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/25/26 (Call 09/25/26) | 5770 | 5128722 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/25/31 (Call 07/25/31) | 3125 | 2590906 |
| &nbsp;&nbsp;&nbsp;3.13%, 10/25/41 (Call 04/25/41) | 4525 | 3470901 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/25/51 (Call 04/25/51)<sup>(b)</sup> | 4205 | 3017214 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/22/27 (Call 03/22/27) | 410 | 395388 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/22/29 (Call 02/22/29) | 535 | 512567 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/22/32 (Call 01/22/32) | 1070 | 1032186 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/22/52 (Call 10/22/51) | 1380 | 1274292 |
| Xilinx Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 06/01/30 (Call 03/01/30) | 2911 | 2480550 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/24 (Call 04/01/24) | 4598 | 4469578 |
|  |  | 499106245 |
| **Shipbuilding — 0.0%** |  |  |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.04%, 08/16/28 (Call 06/16/28) | 2429 | 2026442 |
| &nbsp;&nbsp;&nbsp;3.48%, 12/01/27 (Call 09/01/27) | 2281 | 2089168 |
| &nbsp;&nbsp;&nbsp;3.84%, 05/01/25 (Call 04/01/25) | 2075 | 2001358 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/30 (Call 02/01/30) | 1535 | 1410757 |
|  |  | 7527725 |
| **Software — 0.7%** |  |  |
| Activision Blizzard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 09/15/30 (Call 06/15/30) | 2121 | 1675675 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/50 (Call 03/15/50) | 3503 | 2228468 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/15/26 (Call 06/15/26) | 3405 | 3266995 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/15/27 (Call 03/15/27) | 2350 | 2233886 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 2362 | 2138909 |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 02/01/25 (Call 01/01/25)<sup>(b)</sup> | 3203 | 3041633 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/01/27 (Call 12/01/26) | 3011 | 2768645 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/30 (Call 11/01/29) | 5758 | 4965814 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/25 (Call 11/01/24) | 2823 | 2760160 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 12/15/31 (Call 09/15/31) | 3220 | 2615831 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/15/30 (Call 10/15/29) | 2222 | 1931673 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/27 (Call 03/15/27) | 3310 | 3113717 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/25 (Call 03/15/25) | 2577 | 2551797 |
| Broadridge Financial Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 05/01/31 (Call 02/01/31) | 4066 | 3335665 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/01/29 (Call 09/01/29) | 3333 | 2851948 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/27/26 (Call 03/27/26) | 2704 | 2543680 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24) | $1780 | $1758337 |
| Electronic Arts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (Call 11/15/30) | 2677 | 2149363 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/15/51 (Call 08/15/50) | 2830 | 1936003 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/26 (Call 12/01/25) | 2793 | 2804731 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.60%, 03/01/24 | 2898 | 2741624 |
| &nbsp;&nbsp;&nbsp;1.15%, 03/01/26 (Call 02/01/26) | 5328 | 4707554 |
| &nbsp;&nbsp;&nbsp;1.65%, 03/01/28 (Call 01/01/28) | 4545 | 3816846 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/01/31 (Call 12/01/30) | 4315 | 3448850 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/01/41 (Call 09/01/40) | 2735 | 1920845 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/25 | 1300 | 1283256 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/46 (Call 02/15/46) | 1257 | 1000823 |
| &nbsp;&nbsp;&nbsp;4.70%, 07/15/27 (Call 06/15/27) | 2375 | 2333461 |
| &nbsp;&nbsp;&nbsp;5.10%, 07/15/32 (Call 04/15/32) | 1415 | 1387719 |
| &nbsp;&nbsp;&nbsp;5.63%, 07/15/52 (Call 01/15/52) | 1835 | 1727304 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/27 (Call 04/01/27) | 1415 | 1263128 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/30 (Call 03/01/30) | 4674 | 3953456 |
| &nbsp;&nbsp;&nbsp;2.75%, 07/01/24 (Call 06/01/24) | 6657 | 6416216 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/01/26 (Call 05/01/26) | 7774 | 7324196 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/29 (Call 04/01/29) | 7660 | 6912920 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/25 (Call 03/01/25) | 4405 | 4279546 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/01/28 (Call 07/01/28) | 2657 | 2536346 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/49 (Call 01/01/49) | 5830 | 4836510 |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 07/15/25 (Call 06/15/25) | 3955 | 3618113 |
| &nbsp;&nbsp;&nbsp;1.35%, 07/15/27 (Call 05/15/27) | 4098 | 3563129 |
| &nbsp;&nbsp;&nbsp;1.65%, 07/15/30 (Call 04/15/30) | 4462 | 3585663 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (Call 05/08/26) | 12397 | 11660990 |
| &nbsp;&nbsp;&nbsp;2.53%, 06/01/50 (Call 12/01/49) | 32959 | 22748631 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/01/60 (Call 12/01/59) | 13688 | 9216404 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/12/25 (Call 11/12/24) | 7615 | 7379925 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/06/24 (Call 12/06/23) | 9545 | 9374431 |
| &nbsp;&nbsp;&nbsp;2.92%, 03/17/52 (Call 09/17/51) | 30511 | 22651977 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/17/62 (Call 09/17/61) | 8274 | 6020907 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/03/25 (Call 08/03/25) | 6251 | 6084036 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 12830 | 12413025 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/08/36 (Call 02/08/36) | 4061 | 3714719 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/12/35 (Call 08/12/34) | 10521 | 9789264 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/42 | 955 | 827574 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/23 (Call 09/15/23) | 7015 | 6954320 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/08/46 (Call 02/08/46) | 970 | 859449 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/12/45 (Call 08/12/44)<sup>(b)</sup> | 740 | 660295 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/56 (Call 02/08/56) | 385 | 337718 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/12/55 (Call 08/12/54) | 235 | 212825 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/06/37 (Call 08/06/36) | 1730 | 1684847 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/03/35 (Call 05/03/35) | 425 | 422943 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/06/47 (Call 08/06/46)<sup>(b)</sup> | 525 | 505848 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 11/03/45 (Call 05/03/45)<sup>(b)</sup> | 370 | 366933 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/40 | 385 | 384788 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/06/57 (Call 08/06/56)<sup>(b)</sup> | 305 | 295829 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/08/41 | 415 | 451512 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 03/25/26 (Call 02/25/26) | 7430 | 6669391 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/25/28 (Call 01/25/28) | 9210 | 7990780 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/25 (Call 03/01/25) | 8524 | 8066091 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/26 (Call 04/15/26) | 12790 | 11792764 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 04/01/27 (Call 02/01/27) | $7227 | $6605984 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/25/31 (Call 12/25/30) | 9266 | 7759904 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/15/24 (Call 09/15/24) | 4202 | 4043753 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/15/25 (Call 02/15/25) | 7369 | 7024204 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/30 (Call 01/01/30) | 12310 | 10565673 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/27 (Call 08/15/27) | 7052 | 6497642 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/30 (Call 02/15/30) | 1414 | 1239003 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/08/24 (Call 04/08/24)<sup>(b)</sup> | 7429 | 7262665 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/40 (Call 10/01/39) | 10540 | 7921337 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/50 (Call 10/01/49) | 15698 | 10936797 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/25/41 (Call 09/25/40) | 6153 | 4569279 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/37 (Call 05/15/37) | 6813 | 5402368 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/15/36 (Call 01/15/36) | 4322 | 3532760 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/60 (Call 10/01/59) | 11412 | 7701731 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/35 (Call 11/15/34) | 4145 | 3465303 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/25/51 (Call 09/25/50) | 7455 | 5480320 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/46 (Call 01/15/46) | 10024 | 7445426 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (Call 05/15/47) | 6307 | 4695120 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/61 (Call 09/25/60) | 5235 | 3723132 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/45 (Call 11/15/44) | 7489 | 5716279 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/08/34 (Call 01/08/34) | 6029 | 5337956 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/55 (Call 11/15/54) | 4139 | 3147627 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/08/44 (Call 01/08/44) | 2398 | 1959981 |
| &nbsp;&nbsp;&nbsp;5.38%, 07/15/40 | 8314 | 7711318 |
| &nbsp;&nbsp;&nbsp;5.80%, 11/10/25 | 1070 | 1096065 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/08/39 | 3483 | 3492613 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/09/29 | 2140 | 2234331 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/09/32 | 5860 | 6186871 |
| &nbsp;&nbsp;&nbsp;6.50%, 04/15/38 | 5170 | 5396291 |
| &nbsp;&nbsp;&nbsp;6.90%, 11/09/52 | 6100 | 6754957 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 2122 | 1910182 |
| &nbsp;&nbsp;&nbsp;1.40%, 09/15/27 (Call 07/15/27) | 2526 | 2159376 |
| &nbsp;&nbsp;&nbsp;1.75%, 02/15/31 (Call 11/15/30) | 2215 | 1722163 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/30/30 (Call 03/30/30) | 2884 | 2323120 |
| &nbsp;&nbsp;&nbsp;2.35%, 09/15/24 (Call 08/15/24) | 2475 | 2370679 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 3418 | 2990340 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/15/26 (Call 09/15/26) | 2842 | 2740342 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/25 (Call 09/15/25) | 1886 | 1824592 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/28 (Call 06/15/28) | 2364 | 2283482 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 07/15/24 (Call 01/03/23) | 625 | 586588 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/15/28 (Call 05/15/28)<sup>(b)</sup> | 1725 | 1490124 |
| &nbsp;&nbsp;&nbsp;1.95%, 07/15/31 (Call 04/15/31) | 3505 | 2861832 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/15/41 (Call 01/15/41) | 1795 | 1328533 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/15/51 (Call 01/15/51) | 3355 | 2330115 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 07/15/61 (Call 01/15/61)<sup>(b)</sup> | 2075 | 1396268 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/11/28 (Call 01/11/28) | 8686 | 8407701 |
| ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) | 7119 | 5536162 |
| Take-Two Interactive Software Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/28/24 | 2832 | 2758764 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/14/25 | 2585 | 2496412 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/14/27 (Call 03/14/27) | 2230 | 2118054 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/14/32 (Call 01/14/32) | 2193 | 1953700 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 08/15/24 (Call 01/03/23) | 1000 | 929820 |
| &nbsp;&nbsp;&nbsp;1.40%, 08/15/26 (Call 07/15/26) | 2507 | 2205985 |
| &nbsp;&nbsp;&nbsp;1.80%, 08/15/28 (Call 06/15/28) | 509 | 419930 |
| &nbsp;&nbsp;&nbsp;2.20%, 08/15/31 (Call 05/15/31) | 652 | 498826 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/21/27 (Call 05/21/27) | 3454 | 3251250 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/25 (Call 04/15/25) | $2791 | $2764178 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/27 (Call 03/15/27) | 4416 | 4307234 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/30 (Call 02/15/30) | 2590 | 2434652 |
| Workday Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (Call 03/01/27) | 1830 | 1730448 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/29 (Call 02/01/29) | 1988 | 1829735 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/01/32 (Call 01/01/32)<sup>(b)</sup> | 2885 | 2580604 |
|  |  | 536316532 |
| **Telecommunications — 1.1%** |  |  |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 05/07/30 (Call 02/07/30) | 5305 | 4572167 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/22/29 (Call 01/22/29) | 3331 | 3056759 |
| &nbsp;&nbsp;&nbsp;4.38%, 07/16/42 | 5060 | 4309956 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/22/49 (Call 10/22/48)<sup>(b)</sup> | 3876 | 3339329 |
| &nbsp;&nbsp;&nbsp;4.70%, 07/21/32 (Call 04/21/32) | 975 | 946238 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/15/37 | 2790 | 2918759 |
| &nbsp;&nbsp;&nbsp;6.13%, 03/30/40 | 4381 | 4525661 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/35 | 3826 | 4138622 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 03/25/24 (Call 12/12/22) | 2010 | 1907269 |
| &nbsp;&nbsp;&nbsp;1.65%, 02/01/28 (Call 12/01/27) | 10441 | 8961301 |
| &nbsp;&nbsp;&nbsp;1.70%, 03/25/26 (Call 03/25/23) | 3694 | 3312705 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/01/32 (Call 11/01/31) | 8801 | 6975673 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/27 (Call 04/01/27) | 2857 | 2576071 |
| &nbsp;&nbsp;&nbsp;2.55%, 12/01/33 (Call 09/01/33) | 23353 | 18369236 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/31 (Call 03/01/31) | 10456 | 8795587 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 07/15/26 (Call 04/15/26)<sup>(b)</sup> | 2080 | 1954846 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 9970 | 7639313 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/53 (Call 03/15/53) | 29866 | 21088681 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/61 (Call 08/01/60) | 45 | 30739 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/15/55 (Call 03/15/55) | 30063 | 21113846 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/51 (Call 12/01/50) | 7966 | 5842025 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/59 (Call 03/15/59) | 24444 | 16853405 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/27 (Call 11/15/26) | 689 | 665367 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/01/57 (Call 06/01/57) | 21831 | 15872229 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/60 (Call 12/01/59) | 6460 | 4704366 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/26 (Call 10/15/25) | 1739 | 1701716 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/15/28 (Call 11/15/27) | 895 | 864847 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/27 (Call 12/01/26) | 1356 | 1332785 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/30 (Call 11/15/29) | 9787 | 9294518 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/15/42 (Call 06/15/42) | 1538 | 1297411 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28) | 11614 | 11165119 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/45 (Call 12/15/44) | 1020 | 848038 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/35 (Call 11/15/34) | 10766 | 9881573 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/09/48 (Call 09/09/47) | 3290 | 2766364 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/09/49 (Call 09/09/48) | 2454 | 2076869 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/01/44 (Call 12/01/43) | 1804 | 1571627 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/46 (Call 11/15/45) | 1926 | 1682303 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/44 (Call 12/15/43) | 365 | 323923 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/39 (Call 09/01/38) | 11132 | 10220178 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/15/45 (Call 01/15/45)<sup>(b)</sup> | 594 | 519560 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/15/37 (Call 02/14/37) | 4123 | 3853315 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/15/42 | 500 | 464445 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/46 (Call 05/15/46) | 601 | 555829 |
| &nbsp;&nbsp;&nbsp;5.15%, 02/15/50 (Call 08/14/49) | 937 | 864992 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/37 (Call 09/01/36) | 430 | 421366 |
| &nbsp;&nbsp;&nbsp;5.35%, 09/01/40 | 613 | 589136 |
| &nbsp;&nbsp;&nbsp;5.45%, 03/01/47 (Call 09/01/46) | 668 | 647546 |
| &nbsp;&nbsp;&nbsp;5.55%, 08/15/41 | 172 | 169019 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 02/15/47 (Call 08/15/46)<sup>(b)</sup> | 277 | 277474 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 03/01/57 (Call 09/01/56) | $686 | $683139 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/15/40 (Call 05/15/40) | 1544 | 1574015 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 01/15/38<sup>(b)</sup> | 470 | 497970 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 629 | 667765 |
| &nbsp;&nbsp;&nbsp;6.55%, 02/15/39 | 640 | 692742 |
| Bell Canada, Series US-6, 3.20%, 02/15/52 (Call 08/15/51) | 675 | 462166 |
| Bell Telephone Co. of Canada or Bell Canada (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 08/15/52 (Call 02/15/52) | 2025 | 1516563 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/29/49 (Call 01/29/49) | 2450 | 2057804 |
| &nbsp;&nbsp;&nbsp;4.46%, 04/01/48 (Call 10/01/47) | 4226 | 3662125 |
| &nbsp;&nbsp;&nbsp;Series US-3, 0.75%, 03/17/24 | 420 | 397715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series US-4, 3.65%, 03/17/51 (Call 09/17/50)<sup>(b)</sup> | 2094 | 1559632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series US-5, 2.15%, 02/15/32 (Call 11/15/31)<sup>(b)</sup> | 2190 | 1730144 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 12/04/23 (Call 11/04/23) | 2999 | 2976537 |
| &nbsp;&nbsp;&nbsp;5.13%, 12/04/28 (Call 09/04/28) | 3618 | 3552225 |
| &nbsp;&nbsp;&nbsp;9.63%, 12/15/30 | 7296 | 8790221 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/26 (Call 06/20/26) | 2662 | 2523177 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/28/26 | 1485 | 1427412 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/25 | 2388 | 2338162 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/04/24 | 4377 | 4328590 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 6911 | 7275417 |
| &nbsp;&nbsp;&nbsp;5.90%, 02/15/39 | 6920 | 7579891 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/49 (Call 05/15/49) | 1813 | 1343234 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/57 (Call 05/15/57) | 2742 | 2193737 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/15/37 | 1097 | 1006157 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/42 | 1145 | 1036019 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 11/15/48 (Call 05/15/48)<sup>(b)</sup> | 1939 | 1815447 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/79 (Call 05/19/79) | 3038 | 2722716 |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/40 | 2337 | 2374205 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/68 (Call 05/15/68) | 1762 | 1643259 |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 06/15/30 | 9055 | 10792564 |
| &nbsp;&nbsp;&nbsp;9.25%, 06/01/32 | 2722 | 3448529 |
| Juniper Networks Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 12/10/25 (Call 11/10/25) | 365 | 325657 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/10/30 (Call 09/10/30) | 1261 | 961222 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/29 (Call 05/15/29) | 2711 | 2419405 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/41 | 1814 | 1669678 |
| Koninklijke KPN NV, 8.38%, 10/01/30 | 777 | 881545 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/30 (Call 08/15/30) | 1476 | 1166822 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/24/31 (Call 02/24/31) | 3880 | 3132984 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/24 | 395 | 387819 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/23/28 (Call 11/23/27) | 3835 | 3744379 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/23/29 (Call 02/23/29) | 2491 | 2378581 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/44 | 1673 | 1511355 |
| &nbsp;&nbsp;&nbsp;5.60%, 06/01/32 (Call 03/01/32) | 3260 | 3246699 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 01/13/42 | 3253 | 3225122 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/06/44 (Call 08/06/43) | 2319 | 2322896 |
| &nbsp;&nbsp;&nbsp;9.00%, 03/01/31 | 7635 | 9465797 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 11/15/26 (Call 08/15/26) | 3702 | 3401212 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 03/15/23)<sup>(f)</sup> | 3350 | 3164075 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/27 (Call 02/15/27)<sup>(f)</sup> | 2355 | 2198110 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/25 (Call 09/15/25) | 3903 | 3715500 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/49 (Call 05/15/49)<sup>(b)</sup> | $3878 | $2772692 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/32 (Call 12/15/31)<sup>(f)</sup> | 3000 | 2656080 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/48 (Call 08/15/47) | 2947 | 2297069 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/49 (Call 11/01/48) | 3053 | 2389095 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/42 (Call 09/15/41)<sup>(f)</sup> | 3055 | 2590212 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/43 (Call 09/15/42) | 1988 | 1639404 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/15/52 (Call 09/15/51)<sup>(f)</sup> | 4175 | 3397364 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/44 (Call 09/15/43) | 3968 | 3498030 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/01/43 (Call 04/01/43) | 2778 | 2558427 |
| &nbsp;&nbsp;&nbsp;7.50%, 08/15/38 | 1731 | 1958609 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 03/08/27 | 4384 | 4176637 |
| &nbsp;&nbsp;&nbsp;4.67%, 03/06/38 | 2779 | 2247350 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/06/48 | 4506 | 3523286 |
| &nbsp;&nbsp;&nbsp;5.21%, 03/08/47 | 8159 | 6634980 |
| &nbsp;&nbsp;&nbsp;5.52%, 03/01/49 (Call 09/01/48) | 4090 | 3489547 |
| &nbsp;&nbsp;&nbsp;7.05%, 06/20/36 | 8465 | 8845078 |
| Telefonica Europe BV, 8.25%, 09/15/30 | 4480 | 5057562 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 02/16/27 (Call 11/16/26) | 3020 | 2810201 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/13/32 (Call 02/13/32) | 3465 | 3015971 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/27 (Call 06/15/27) | 2193 | 2092451 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/49 (Call 12/15/48)<sup>(b)</sup> | 1597 | 1323258 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/16/48 (Call 05/16/48) | 2482 | 2184334 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/26 (Call 01/15/26) | 1381 | 1238798 |
| &nbsp;&nbsp;&nbsp;2.05%, 02/15/28 (Call 12/15/27) | 7475 | 6457129 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/26 (Call 02/15/23) | 5741 | 5264727 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/31 (Call 08/15/31) | 4504 | 3587526 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/29 (Call 01/15/29) | 491 | 416496 |
| &nbsp;&nbsp;&nbsp;2.55%, 02/15/31 (Call 11/15/30) | 9514 | 7869981 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/15/26 (Call 04/15/23) | 1472 | 1357567 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/29 (Call 02/15/24) | 7865 | 6696182 |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/32 (Call 01/15/29) | 2410 | 1985286 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/15/31 (Call 02/15/26) | 5985 | 4988079 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/15/41 (Call 08/15/40)<sup>(b)</sup> | 8991 | 6500583 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/51 (Call 08/15/50) | 7794 | 5412699 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 04/15/24) | 3590 | 3174457 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/15/52 (Call 04/15/52) | 7615 | 5315042 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 03/15/25) | 9976 | 9662953 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/31 (Call 04/15/26) | 4810 | 4180900 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/60 (Call 05/15/60) | 6415 | 4446878 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (Call 02/15/27) | 11722 | 11106947 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 24507 | 22503553 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/40 (Call 10/15/39) | 7505 | 6518017 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | 10343 | 8736318 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/01/28 (Call 02/01/23) | 5390 | 5243985 |
| &nbsp;&nbsp;&nbsp;5.20%, 01/15/33 (Call 10/15/32) | 25 | 25129 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/27 (Call 12/12/22) | 5585 | 5567854 |
| &nbsp;&nbsp;&nbsp;5.65%, 01/15/53 (Call 07/15/52) | 725 | 727037 |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 250 | 250223 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/22/24 | 2185 | 2077411 |
| &nbsp;&nbsp;&nbsp;0.85%, 11/20/25 (Call 10/20/25) | 6181 | 5547324 |
| &nbsp;&nbsp;&nbsp;1.45%, 03/20/26 (Call 02/20/26) | 4415 | 3995575 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/18/30 (Call 06/18/30) | 1355 | 1063716 |
| &nbsp;&nbsp;&nbsp;1.68%, 10/30/30 (Call 07/30/30) | 1848 | 1452158 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/20/31 (Call 10/20/30) | 7655 | 5999912 |
| &nbsp;&nbsp;&nbsp;2.10%, 03/22/28 (Call 01/22/28) | 10785 | 9442052 |
| &nbsp;&nbsp;&nbsp;2.36%, 03/15/32 (Call 12/15/31) | 19762 | 15898331 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/21/31 (Call 12/21/30) | $12038 | $10027172 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/15/26 | 9154 | 8524022 |
| &nbsp;&nbsp;&nbsp;2.65%, 11/20/40 (Call 05/20/40) | 12448 | 8542316 |
| &nbsp;&nbsp;&nbsp;2.85%, 09/03/41 (Call 03/03/41) | 3672 | 2612481 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/20/50 (Call 05/20/50) | 11421 | 7405719 |
| &nbsp;&nbsp;&nbsp;2.99%, 10/30/56 (Call 04/30/56) | 13284 | 8407975 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/22/27 (Call 01/22/27) | 3507 | 3289601 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/60 (Call 05/20/60) | 6876 | 4284711 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/22/30 (Call 12/22/29) | 7359 | 6554293 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/25 | 6468 | 6317748 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/22/41 (Call 09/22/40) | 8770 | 6761144 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/24 (Call 08/01/24) | 3994 | 3913401 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/22/51 (Call 09/22/50) | 17008 | 12612623 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/22/61 (Call 09/22/60) | 7280 | 5248006 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/01/42 (Call 05/01/42) | 5266 | 4274044 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/08/29 (Call 11/08/28) | 4217 | 3985782 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/01/52 (Call 09/01/51)<sup>(b)</sup> | 5205 | 4071715 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/22/50 (Call 09/22/49) | 4282 | 3455702 |
| &nbsp;&nbsp;&nbsp;4.02%, 12/03/29 (Call 09/03/29) | 10939 | 10322806 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/16/27 | 8823 | 8657922 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/15/46 | 1987 | 1636453 |
| &nbsp;&nbsp;&nbsp;4.27%, 01/15/36 | 8314 | 7446933 |
| &nbsp;&nbsp;&nbsp;4.33%, 09/21/28 | 14951 | 14541193 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/34 (Call 05/01/34) | 5309 | 4907056 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/10/33 | 10016 | 9518706 |
| &nbsp;&nbsp;&nbsp;4.52%, 09/15/48 | 990 | 870675 |
| &nbsp;&nbsp;&nbsp;4.67%, 03/15/55 | 95 | 83800 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/01/41 | 1448 | 1325832 |
| &nbsp;&nbsp;&nbsp;4.81%, 03/15/39 | 5851 | 5498477 |
| &nbsp;&nbsp;&nbsp;4.86%, 08/21/46 | 8404 | 7657557 |
| &nbsp;&nbsp;&nbsp;5.01%, 04/15/49 | 1465 | 1371167 |
| &nbsp;&nbsp;&nbsp;5.01%, 08/21/54 | 60 | 56039 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/16/37 | 4617 | 4641378 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/16/47 | 3752 | 3732527 |
| &nbsp;&nbsp;&nbsp;5.85%, 09/15/35 | 737 | 757444 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/43 | 2388 | 2688745 |
| &nbsp;&nbsp;&nbsp;7.75%, 12/01/30 | 534 | 625869 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/16/24 | 115 | 113783 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/30/25 | 5822 | 5750972 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/17/50 | 5889 | 4658552 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/30/28 | 1821 | 1802462 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/19/43 | 5642 | 4719815 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/19/49 | 2373 | 2037434 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/30/38 | 4207 | 3917264 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/19/59 | 1261 | 1103842 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/30/48 | 10894 | 9831072 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/27/37 | 5530 | 5654812 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/30/32 | 2088 | 2199729 |
| &nbsp;&nbsp;&nbsp;7.88%, 02/15/30 | 2830 | 3205258 |
|  |  | 869340731 |
| **Toys, Games & Hobbies — 0.0%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 11/19/24 (Call 10/19/24) | 2958 | 2843378 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/27 (Call 06/15/27)<sup>(b)</sup> | 2164 | 2014792 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/19/26 (Call 09/19/26) | 2914 | 2745833 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/19/29 (Call 08/19/29) | 2339 | 2109684 |
| &nbsp;&nbsp;&nbsp;5.10%, 05/15/44 (Call 11/15/43) | 1506 | 1279076 |
| &nbsp;&nbsp;&nbsp;6.35%, 03/15/40 | 1844 | 1818295 |
|  |  | 12811058 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation — 0.6%** |  |  |
| BNSF Funding Trust I, 6.61%, 12/15/55 (Call 01/15/26), (3 mo. LIBOR US + 2.350%)<sup>(a)</sup> | $1777 | $1644613 |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/52 (Call 12/15/51)<sup>(b)</sup> | 1919 | 1338042 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 2915 | 2809040 |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/51 (Call 08/15/50) | 2257 | 1614590 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 4888 | 4654940 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/15/51 (Call 03/15/51) | 3420 | 2569959 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/01/24 (Call 06/01/24) | 2968 | 2900003 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/15/50 (Call 08/15/49) | 2504 | 1967518 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/25 (Call 06/01/25) | 1699 | 1656916 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 01/01/24) | 3803 | 3753903 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/01/46 (Call 02/01/46) | 2891 | 2416298 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/15/48 (Call 12/15/47) | 2843 | 2443928 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/47 (Call 12/15/46) | 2360 | 2059312 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/45 (Call 10/01/44) | 3623 | 3171792 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/15/48 (Call 06/15/48) | 1850 | 1613052 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/01/42 (Call 03/01/42) | 1337 | 1211750 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/42 (Call 09/15/41) | 2287 | 2094435 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/43 (Call 09/15/42) | 3050 | 2803712 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/15/53 (Call 07/15/52) | 760 | 695780 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/01/44 (Call 03/01/44) | 2963 | 2756538 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/01/45 (Call 03/01/45) | 2479 | 2319823 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/01/44 (Call 10/01/43) | 2559 | 2485275 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/41 (Call 03/15/41) | 1328 | 1288386 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/01/41 (Call 09/01/40) | 1520 | 1506274 |
| &nbsp;&nbsp;&nbsp;5.15%, 09/01/43 (Call 03/01/43) | 2630 | 2641572 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/01/41 (Call 12/01/40) | 1687 | 1733426 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/01/40 (Call 11/01/39) | 2591 | 2764001 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 1262 | 1401388 |
| &nbsp;&nbsp;&nbsp;6.20%, 08/15/36 | 780 | 859209 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/15/25 | 1559 | 1669034 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 05/01/50 (Call 11/01/49)<sup>(b)</sup> | 2002 | 1285064 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25) | 3078 | 2909418 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/24 (Call 08/21/24) | 2998 | 2890792 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/02/46 (Call 02/02/46) | 2609 | 1940652 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/03/48 (Call 08/03/47) | 2849 | 2326493 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/05/32 (Call 05/05/32) | 2405 | 2271787 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/05/52 (Call 02/05/52) | 1965 | 1793652 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/20/49 (Call 07/20/48) | 2515 | 2280049 |
| &nbsp;&nbsp;&nbsp;6.20%, 06/01/36 | 693 | 763236 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/01/34 | 990 | 1095762 |
| &nbsp;&nbsp;&nbsp;6.38%, 11/15/37 | 1257 | 1391675 |
| &nbsp;&nbsp;&nbsp;6.90%, 07/15/28 | 1670 | 1848256 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 12/02/24 (Call 01/03/23) | 2720 | 2528866 |
| &nbsp;&nbsp;&nbsp;1.75%, 12/02/26 (Call 11/02/26) | 1040 | 930623 |
| &nbsp;&nbsp;&nbsp;2.05%, 03/05/30 (Call 12/05/29) | 2201 | 1821063 |
| &nbsp;&nbsp;&nbsp;2.45%, 12/02/31 (Call 09/02/31) | 2675 | 2233571 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/01/25 (Call 11/01/24) | 5553 | 5320163 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/02/41 (Call 06/02/41) | 1960 | 1496519 |
| &nbsp;&nbsp;&nbsp;3.10%, 12/02/51 (Call 06/02/51) | 2887 | 2028868 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/28 (Call 03/01/28) | 3915 | 3798803 |
| &nbsp;&nbsp;&nbsp;4.80%, 09/15/35 (Call 03/15/35) | 2633 | 2485157 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/01/45 (Call 02/01/45) | 2177 | 2001294 |
| &nbsp;&nbsp;&nbsp;5.95%, 05/15/37 | 1098 | 1141195 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/2115 (Call 03/15/15) | 2449 | 2477947 |
| &nbsp;&nbsp;&nbsp;7.13%, 10/15/31 | 3677 | 4116438 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28) | $2735 | $2599153 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29) | 2003 | 1714548 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/15/51 (Call 11/15/50)<sup>(b)</sup> | 776 | 484969 |
| &nbsp;&nbsp;&nbsp;2.60%, 11/01/26 (Call 08/01/26) | 3628 | 3383037 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/27 (Call 03/01/27) | 4856 | 4581976 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/01/25 (Call 08/01/25) | 4649 | 4482612 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/49 (Call 03/15/49) | 2834 | 2095091 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 08/01/24 (Call 05/01/24)<sup>(b)</sup> | 3424 | 3347611 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/28 (Call 12/01/27) | 2566 | 2468107 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/01/46 (Call 05/01/46) | 1504 | 1205636 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/50 (Call 10/15/49) | 1781 | 1407756 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/50 (Call 11/01/49) | 2681 | 2176168 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 11/15/32 (Call 08/15/32)<sup>(b)</sup> | 2475 | 2353502 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/44 (Call 09/15/43) | 3453 | 2948897 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/29 (Call 12/15/28) | 3835 | 3711245 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/01/66 (Call 05/01/66) | 2068 | 1651008 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/48 (Call 09/01/47) | 1970 | 1715397 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/43 (Call 09/01/42) | 1540 | 1360713 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 1976 | 1750183 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/52 (Call 05/15/52) | 1960 | 1754337 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/01/54 (Call 02/01/54)<sup>(b)</sup> | 1325 | 1155758 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/01/68 (Call 09/01/67) | 2070 | 1788501 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/30/42 (Call 11/30/41) | 2740 | 2553927 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/15/48 (Call 05/15/48)<sup>(b)</sup> | 1821 | 1671660 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/15/41 (Call 10/15/40) | 774 | 797893 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/01/36 | 1392 | 1472485 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 1425 | 1544330 |
| &nbsp;&nbsp;&nbsp;6.22%, 04/30/40 | 2673 | 2944657 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 05/15/31 (Call 02/15/31) | 3620 | 2962029 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/05/29 (Call 05/05/29) | 4284 | 3789798 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 (Call 01/01/26) | 5118 | 4903453 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/41 (Call 11/15/40) | 2050 | 1488956 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/28 (Call 11/15/27) | 3047 | 2837001 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/42 | 1025 | 805107 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/01/35 | 2835 | 2421005 |
| &nbsp;&nbsp;&nbsp;4.05%, 02/15/48 (Call 08/15/47) | 1685 | 1298562 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/43 | 1885 | 1489339 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/45 | 1220 | 956602 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/17/28 (Call 07/17/28) | 704 | 673348 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/15/47 (Call 07/15/46) | 3555 | 2869987 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/01/46 (Call 10/01/45) | 4205 | 3470765 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/45 (Call 05/15/45) | 5142 | 4462279 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/15/34 | 2364 | 2263388 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/17/48 (Call 04/17/48) | 1616 | 1422371 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 3137 | 2835189 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 4141 | 3815890 |
| FedEx Corp. Class AA Pass Through Trust, Series 2020-1, Class AA, 1.88%, 08/20/35 | 2451 | 1995599 |
| JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26) | 4019 | 3910648 |
| Kansas City Southern |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 11/15/29 (Call 08/15/29) | 1904 | 1657127 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/50 (Call 11/01/49) | 1216 | 885771 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/15/69 (Call 05/15/69) | 910 | 690535 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 (Call 11/15/42) | 2016 | 1695718 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/48 (Call 11/01/47) | 1850 | 1641283 |
| &nbsp;&nbsp;&nbsp;4.95%, 08/15/45 (Call 02/15/45) | 2332 | 2134853 |
| Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27) | 2812 | 2559679 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 05/15/31 (Call 02/15/31) | $2040 | $1703706 |
| &nbsp;&nbsp;&nbsp;2.55%, 11/01/29 (Call 08/01/29) | 2309 | 2000725 |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/26 (Call 03/15/26) | 2983 | 2808047 |
| &nbsp;&nbsp;&nbsp;2.90%, 08/25/51 (Call 02/25/51) | 1993 | 1333596 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/32 (Call 12/15/31) | 2645 | 2298452 |
| &nbsp;&nbsp;&nbsp;3.05%, 05/15/50 (Call 11/15/49) | 2982 | 2061367 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/01/27 (Call 03/01/27) | 1774 | 1660801 |
| &nbsp;&nbsp;&nbsp;3.16%, 05/15/55 (Call 11/15/54) | 2995 | 2043548 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/01/49 (Call 05/01/49) | 1814 | 1333834 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/01/25 (Call 06/01/25) | 2065 | 2005962 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/53 (Call 09/15/52) | 1711 | 1319626 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/01/28 (Call 05/01/28)<sup>(b)</sup> | 2241 | 2145847 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/24 (Call 10/15/23) | 2161 | 2135868 |
| &nbsp;&nbsp;&nbsp;3.94%, 11/01/47 (Call 05/01/47) | 2804 | 2299616 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/01/42 (Call 04/01/42) | 1077 | 907911 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/15/52 (Call 02/15/52) | 2254 | 1864441 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/49 (Call 11/15/48) | 1385 | 1151018 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/2121 (Call 11/15/20) | 1880 | 1342076 |
| &nbsp;&nbsp;&nbsp;4.15%, 02/28/48 (Call 08/28/47) | 2610 | 2191539 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/15/45 (Call 12/15/44) | 2032 | 1789278 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/53 (Call 12/01/52) | 2375 | 2118761 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/46 (Call 07/15/45) | 2209 | 2005419 |
| &nbsp;&nbsp;&nbsp;4.84%, 10/01/41 | 2192 | 2055066 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 08/01/2118 (Call 02/01/18)<sup>(b)</sup> | 325 | 271976 |
| &nbsp;&nbsp;&nbsp;7.80%, 05/15/27 | 85 | 94774 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/01/26 (Call 08/01/26) | 2070 | 1833461 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 2329 | 2218745 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/01/27 (Call 02/01/27) | 1326 | 1205798 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/01/26 (Call 10/01/26) | 1837 | 1682949 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/01/25 (Call 08/01/25) | 1590 | 1512917 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/18/24 (Call 02/18/24) | 3202 | 3134502 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/01/23 (Call 11/01/23) | 1369 | 1349916 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/27 (Call 05/15/27) | 1650 | 1575338 |
| &nbsp;&nbsp;&nbsp;4.63%, 06/01/25 (Call 05/01/25) | 1883 | 1851234 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 02/05/27 (Call 12/05/26) | 2054 | 1878547 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/20/31 (Call 02/20/31) | 3245 | 2757925 |
| &nbsp;&nbsp;&nbsp;2.40%, 02/05/30 (Call 11/05/29) | 2752 | 2378499 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25) | 4377 | 4174432 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/14/32 (Call 12/15/31) | 3317 | 2894116 |
| &nbsp;&nbsp;&nbsp;2.89%, 04/06/36 (Call 01/06/36) | 2555 | 2061374 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/10/52 (Call 09/10/51) | 1915 | 1337168 |
| &nbsp;&nbsp;&nbsp;2.97%, 09/16/62 (Call 03/16/62) | 1775 | 1177482 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/15/27 (Call 01/15/27) | 3101 | 2912552 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 03/01/24 (Call 02/01/24)<sup>(b)</sup> | 4613 | 4534579 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/20/41 (Call 11/20/40) | 2123 | 1696256 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/25 (Call 10/15/24) | 2814 | 2743622 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/25 (Call 05/15/25) | 1935 | 1869616 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/05/50 (Call 08/05/49) | 5341 | 3984600 |
| &nbsp;&nbsp;&nbsp;3.35%, 08/15/46 (Call 02/15/46) | 1621 | 1203868 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/01/35 (Call 08/01/34) | 1966 | 1676644 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/14/42 (Call 08/14/41) | 2360 | 1921300 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/14/53 (Call 08/14/52) | 3250 | 2527687 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/39 (Call 02/15/39) | 2640 | 2229110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 05/20/61 (Call 11/20/60)<sup>(b)</sup> | 1744 | 1297013 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/37 (Call 03/15/37) | 3404 | 2955455 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/24 (Call 11/15/23) | 991 | 976730 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/29 (Call 12/01/28) | 3323 | 3174362 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/24 (Call 12/15/23) | $1641 | $1618764 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/25 (Call 05/15/25) | 2225 | 2185640 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/05/70 (Call 08/05/69) | 2205 | 1646981 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/51 (Call 04/01/51) | 2948 | 2429270 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/06/71 (Call 10/06/70) | 1265 | 959578 |
| &nbsp;&nbsp;&nbsp;3.84%, 03/20/60 (Call 09/20/59) | 4146 | 3284586 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 02/14/72 (Call 08/14/71)<sup>(b)</sup> | 1505 | 1145952 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/01/55 (Call 08/01/54) | 1398 | 1141663 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/10/28 (Call 06/10/28) | 4399 | 4268394 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/15/59 (Call 02/15/59)<sup>(b)</sup> | 2280 | 1840051 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/47 (Call 10/15/46) | 2404 | 2012533 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/15/45 (Call 05/15/45) | 2141 | 1820771 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/46 (Call 09/01/45) | 2525 | 2115066 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/67 (Call 03/15/67) | 1566 | 1257811 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/49 (Call 09/01/48) | 2864 | 2496520 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/20/33 (Call 10/20/32) | 5710 | 5631316 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/10/48 (Call 03/10/48) | 2053 | 1847228 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/09/52 (Call 03/09/52) | 25 | 24530 |
| &nbsp;&nbsp;&nbsp;5.15%, 01/20/63 (Call 07/20/62) | 570 | 561262 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 02/01/29<sup>(b)</sup> | 1815 | 1998587 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 09/01/24 (Call 08/01/24) | 2553 | 2451314 |
| &nbsp;&nbsp;&nbsp;2.40%, 11/15/26 (Call 08/15/26) | 2272 | 2122252 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/29 (Call 06/01/29) | 2290 | 2012635 |
| &nbsp;&nbsp;&nbsp;2.80%, 11/15/24 (Call 09/15/24) | 3457 | 3345719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 11/15/27 (Call 08/15/27)<sup>(b)</sup> | 5286 | 5048606 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/29 (Call 12/15/28) | 3479 | 3275618 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/46 (Call 05/15/46) | 1181 | 922302 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/49 (Call 03/01/49)<sup>(b)</sup> | 2986 | 2366345 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/01/42 | 1240 | 1044105 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/47 (Call 05/15/47) | 3337 | 2820533 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/25 (Call 03/01/25) | 3708 | 3660315 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/49 (Call 09/15/48) | 3298 | 2967507 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/30 (Call 01/01/30) | 1202 | 1194584 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/40 (Call 05/15/40) | 1583 | 1565365 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/40 (Call 10/01/39) | 1564 | 1603694 |
| &nbsp;&nbsp;&nbsp;5.30%, 04/01/50 (Call 10/01/49) | 4402 | 4676069 |
| &nbsp;&nbsp;&nbsp;6.20%, 01/15/38 | 5332 | 6038437 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 09/17/26 (Call 08/17/26) | 5310 | 4716714 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/22/28 (Call 07/22/28)<sup>(b)</sup> | 4733 | 4097926 |
| &nbsp;&nbsp;&nbsp;1.80%, 09/22/31 (Call 06/22/31) | 7377 | 6091410 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/09/27 (Call 08/09/27) | 2795 | 2780326 |
|  |  | 461838621 |
| **Trucking & Leasing — 0.0%** |  |  |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 06/01/31 (Call 03/01/31) | 1916 | 1436751 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | 1775 | 1093932 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/30/25 (Call 12/30/24) | 1140 | 1084448 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/26 (Call 06/15/26) | 2011 | 1865866 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/28 (Call 12/15/27) | 2048 | 1863639 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/32 (Call 03/01/32) | 75 | 63157 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/30/27 (Call 12/30/26) | 3018 | 2848298 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/30/30 (Call 03/30/30) | 1954 | 1754829 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/15/24 (Call 01/15/24) | 698 | 689743 |
| &nbsp;&nbsp;&nbsp;4.55%, 11/07/28 (Call 08/07/28) | 3363 | 3222494 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/01/29 (Call 01/01/29) | 1572 | 1509371 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/33 (Call 12/15/32) | 1405 | 1324508 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 09/15/43) | 1624 | 1423777 |
|  |  | 20180813 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Venture Capital — 0.0%** |  |  |
| Hercules Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 09/16/26 (Call 08/16/26) | $1294 | $1093042 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/20/27 (Call 12/20/26) | 1040 | 887078 |
|  |  | 1980120 |
| **Water — 0.1%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/31 (Call 03/01/31) | 2200 | 1815242 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/01/30 (Call 02/01/30) | 2474 | 2155572 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/27 (Call 06/01/27) | 1920 | 1780608 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/51 (Call 12/01/50)<sup>(b)</sup> | 2515 | 1832605 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/25 (Call 12/01/24) | 5055 | 4918970 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/29 (Call 03/01/29) | 3038 | 2790707 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/01/50 (Call 11/01/49) | 2459 | 1831512 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/28 (Call 06/01/28) | 2217 | 2128342 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/47 (Call 03/01/47) | 3302 | 2606104 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/24 (Call 12/01/23) | 1674 | 1648672 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 1490 | 1187322 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/01/49 (Call 12/01/48) | 2501 | 2104016 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 1045 | 887581 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/01/42 (Call 06/01/42) | 1109 | 967070 |
| &nbsp;&nbsp;&nbsp;4.30%, 09/01/45 (Call 03/01/45) | 1801 | 1545186 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 06/01/32 (Call 03/01/32)<sup>(b)</sup> | 2755 | 2660118 |
| &nbsp;&nbsp;&nbsp;6.59%, 10/15/37 | 880 | 977900 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 05/01/31 (Call 02/01/31) | 2814 | 2271686 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 1701 | 1437940 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 2154 | 1487229 |
| &nbsp;&nbsp;&nbsp;3.57%, 05/01/29 (Call 02/01/29) | 2645 | 2390472 |
| &nbsp;&nbsp;&nbsp;4.28%, 05/01/49 (Call 11/01/48) | 2172 | 1763990 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/01/52 (Call 11/01/51) | 1875 | 1792631 |
| United Utilities PLC, 6.88%, 08/15/28<sup>(b)</sup> | 641 | 679255 |
|  |  | 45660730 |
| **Total Corporate Bonds & Notes — 25.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $23,461,571,382)** |  | 20307556157 |
| **Foreign Government Obligations<sup>(g)</sup>** |  |  |
| **Canada — 0.2%** |  |  |
| Canada Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 05/19/26 | 225 | 200869 |
| &nbsp;&nbsp;&nbsp;1.63%, 01/22/25 | 12820 | 12146437 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/28/25 | 10 | 9691 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 02/21/24 | 3290 | 3206598 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/26/25 | 50 | 48896 |
| Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp;Series HH, 8.50%, 12/01/29 | 1000 | 1236440 |
| &nbsp;&nbsp;&nbsp;Series HK, 9.38%, 04/15/30 | 1405 | 1848011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series IO, 8.05%, 07/07/24<sup>(b)</sup> | 2320 | 2437415 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 05/20/25 | 5320 | 4904242 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 07/22/30<sup>(b)</sup> | 5752 | 4667345 |
| &nbsp;&nbsp;&nbsp;1.88%, 11/13/24 | 3634 | 3452227 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/23/24 | 825 | 808847 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/28 | 11036 | 10554941 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 07/20/26<sup>(b)</sup> | 895 | 794706 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 01/29/31<sup>(b)</sup> | 3895 | 3151133 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/02/26<sup>(b)</sup> | 7330 | 6848859 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Canada (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 01/15/26 | $188 | $198314 |
| &nbsp;&nbsp;&nbsp;7.25%, 09/01/36 | 300 | 382269 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/25/28 | 250 | 214440 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/22/26<sup>(b)</sup> | 55 | 50778 |
| &nbsp;&nbsp;&nbsp;3.05%, 05/14/24 | 2035 | 1989375 |
| &nbsp;&nbsp;&nbsp;Series GX, 2.60%, 04/16/24 | 165 | 160479 |
| Province of New Brunswick Canada, 3.63%, 02/24/28 | 1946 | 1889663 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/21/26<sup>(b)</sup> | 3787 | 3372816 |
| &nbsp;&nbsp;&nbsp;1.05%, 04/14/26 | 480 | 430819 |
| &nbsp;&nbsp;&nbsp;1.05%, 05/21/27 | 615 | 536864 |
| &nbsp;&nbsp;&nbsp;1.13%, 10/07/30 | 9347 | 7455354 |
| &nbsp;&nbsp;&nbsp;1.60%, 02/25/31 | 7365 | 6044750 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/14/31 | 250 | 205565 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/02/29<sup>(b)</sup> | 5620 | 4898561 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/21/32<sup>(b)</sup> | 460 | 388309 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/15/26 | 8465 | 7887264 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/27/26 | 12604 | 11849525 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/29/24 | 3940 | 3867583 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/16/24 | 5870 | 5748550 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.60%, 07/23/25 | 906 | 822784 |
| &nbsp;&nbsp;&nbsp;1.35%, 05/28/30 | 5095 | 4175862 |
| &nbsp;&nbsp;&nbsp;1.90%, 04/21/31 | 2350 | 1980839 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/20/26 | 8616 | 8131781 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/12/27<sup>(b)</sup> | 6232 | 5885999 |
| &nbsp;&nbsp;&nbsp;Series NN, 7.13%, 02/09/24 | 2217 | 2275551 |
| &nbsp;&nbsp;&nbsp;Series PD, 7.50%, 09/15/29 | 5122 | 6078021 |
| &nbsp;&nbsp;&nbsp;Series QO, 2.88%, 10/16/24 | 8798 | 8532300 |
| &nbsp;&nbsp;&nbsp;Series QW, 2.50%, 04/09/24 | 225 | 218594 |
| &nbsp;&nbsp;&nbsp;Series QX, 1.50%, 02/11/25 | 7157 | 6732661 |
|  |  | 158722327 |
| **Chile — 0.1%** |  |  |
| Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 01/31/31 (Call 10/31/30)<sup>(b)</sup> | 10234 | 8688666 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 01/27/32 (Call 10/27/31)<sup>(b)</sup> | 8958 | 7552131 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/27/33 (Call 04/27/33) | 6095 | 4898430 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/31/27 (Call 12/31/26) | 625 | 580419 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/07/41 (Call 11/07/40) | 9026 | 6687002 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/22/61 (Call 07/22/60) | 5620 | 3624394 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/27/25<sup>(b)</sup> | 1475 | 1436738 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/21/26 | 7480 | 7138314 |
| &nbsp;&nbsp;&nbsp;3.24%, 02/06/28 (Call 11/06/27) | 9980 | 9398266 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/21/71 (Call 03/21/71) | 2885 | 1840630 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/31/34 (Call 10/31/33) | 4550 | 3972423 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/25/50 (Call 07/25/49) | 10217 | 7598996 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/30/42 | 1280 | 999347 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.86%, 06/21/47<sup>(b)</sup> | 3443 | 2748719 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/31/52 (Call 07/31/51) | 3025 | 2402213 |
| &nbsp;&nbsp;&nbsp;4.34%, 03/07/42 (Call 09/07/41) | 326 | 280484 |
|  |  | 69847172 |
| **Finland — 0.0%** |  |  |
| Finland Government International Bond, 6.95%, 02/15/26<sup>(b)</sup> | 462 | 495500 |
| **Germany — 0.0%** |  |  |
| FMS Wertmanagement, 2.75%, 01/30/24 | 4485 | 4384850 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Hong Kong — 0.0%** |  |  |
| Hong Kong Government International Bond, 1.75%, 11/24/31<sup>(d)</sup> | $2300 | $1900030 |
| **Hungary — 0.0%** |  |  |
| Hungary Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 03/25/24 | 10530 | 10556325 |
| &nbsp;&nbsp;&nbsp;7.63%, 03/29/41 | 3080 | 3362805 |
|  |  | 13919130 |
| **Indonesia — 0.1%** |  |  |
| Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 03/12/31<sup>(b)</sup> | 220 | 178376 |
| &nbsp;&nbsp;&nbsp;2.15%, 07/28/31 (Call 04/28/31) | 550 | 456401 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/14/30 | 5206 | 4690814 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/12/51<sup>(b)</sup> | 600 | 430560 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/23/61 (Call 03/23/61) | 725 | 502498 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/12/71<sup>(b)</sup> | 1105 | 757433 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/18/29<sup>(b)</sup> | 2795 | 2574950 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/11/28 | 2167 | 2061814 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/14/50 | 3806 | 2862455 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/31/32 (Call 12/31/31)<sup>(b)</sup> | 390 | 356706 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/30/49 | 4141 | 3195858 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 10/15/30<sup>(b)</sup> | 10150 | 9578961 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/24/28<sup>(b)</sup> | 4500 | 4405905 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/20/27 (Call 06/20/27) | 4425 | 4346456 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/50 | 6250 | 5233375 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/31/52 (Call 09/30/51) | 290 | 247121 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/11/48 | 6720 | 5775907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 02/11/24<sup>(b)</sup> | 1786 | 1784464 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/70 | 4955 | 4175182 |
| &nbsp;&nbsp;&nbsp;4.65%, 09/20/32 (Call 06/20/32) | 5800 | 5732430 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/11/29<sup>(b)</sup> | 4033 | 4044252 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 02/11/49<sup>(b)</sup> | 4095 | 3953354 |
| &nbsp;&nbsp;&nbsp;5.45%, 09/20/52 (Call 03/20/52) | 1875 | 1861762 |
|  |  | 69207034 |
| **Israel — 0.1%** |  |  |
| Israel Government AID Bond, 5.50%, 12/04/23 | 25000 | 25158500 |
| Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 07/03/30 | 9150 | 8320827 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/16/26 | 2970 | 2822361 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/17/28 | 3920 | 3740817 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/03/50 | 6295 | 5277665 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/17/48 | 2530 | 2214003 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/30/43 | 5180 | 4783264 |
| &nbsp;&nbsp;&nbsp;4.50%, April 03, 2120 | 2865 | 2453930 |
| &nbsp;&nbsp;&nbsp;State of Israel |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/30 | 2905 | 2600323 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/15/50 | 6040 | 4632982 |
|  |  | 62004672 |
| **Italy — 0.0%** |  |  |
| Republic of Italy Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 05/06/24 | 1775 | 1654140 |
| &nbsp;&nbsp;&nbsp;1.25%, 02/17/26 | 10070 | 8759994 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/17/24 | 7334 | 6895647 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/17/29 | 7580 | 6327632 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/06/51 | 7255 | 4968950 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/17/49 | 7425 | 5366196 |
| &nbsp;&nbsp;&nbsp;5.38%, 06/15/33 | 7432 | 7234680 |
|  |  | 41207239 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Japan — 0.1%** |  |  |
| Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 07/15/25 | $1425 | $1287402 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/21/31 | 7800 | 6156150 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/17/24<sup>(b)</sup> | 5695 | 5386103 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 07/21/26<sup>(b)</sup> | 6255 | 5698305 |
| &nbsp;&nbsp;&nbsp;1.88%, 04/15/31 | 12205 | 10076448 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/17/29 | 4772 | 4098575 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/10/25<sup>(b)</sup> | 865 | 820989 |
| &nbsp;&nbsp;&nbsp;2.13%, 02/16/29 | 4350 | 3814298 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/04/26 | 8190 | 7510394 |
| &nbsp;&nbsp;&nbsp;2.38%, 04/20/26 | 5580 | 5200727 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/23/24 | 4240 | 4103090 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/28/25 | 3600 | 3424572 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/21/26<sup>(b)</sup> | 5350 | 5069446 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/16/27 | 6495 | 6014045 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/14/25 | 50 | 48159 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/01/27 | 6825 | 6410859 |
| &nbsp;&nbsp;&nbsp;2.88%, 07/21/27 | 4814 | 4514040 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/29/24 | 5090 | 4954453 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/20/28 | 1810 | 1703391 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/31/28<sup>(b)</sup> | 3525 | 3353897 |
| Japan International Cooperation Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/22/30<sup>(b)</sup> | 926 | 723475 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/20/26 | 649 | 593296 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/27/27<sup>(b)</sup> | 1725 | 1608959 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/25/27 | 1450 | 1380067 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/12/28<sup>(b)</sup> | 940 | 891082 |
|  |  | 94842222 |
| **Mexico — 0.2%** |  |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;2.66%, 05/24/31 (Call 02/24/31) | 3035 | 2530735 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/16/30 (Call 01/16/30)<sup>(b)</sup> | 11860 | 10609244 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/12/34 (Call 11/12/33) | 2355 | 1968474 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/11/28 | 7745 | 7385477 |
| &nbsp;&nbsp;&nbsp;3.77%, 05/24/61 (Call 11/24/60) | 8223 | 5561626 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/27/25 (Call 03/27/25)<sup>(b)</sup> | 925 | 916074 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/21/26 | 8671 | 8481885 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/28/27 | 8270 | 8138342 |
| &nbsp;&nbsp;&nbsp;4.28%, 08/14/41 (Call 02/14/41) | 4384 | 3558098 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/15/47 | 4760 | 3760733 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/12/52 (Call 08/12/51) | 1225 | 947182 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/22/29<sup>(b)</sup> | 11045 | 10770753 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/31/50 (Call 07/31/49)<sup>(b)</sup> | 11810 | 9477761 |
| &nbsp;&nbsp;&nbsp;4.60%, 01/23/46 | 7789 | 6375764 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/10/48 | 10617 | 8623340 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/27/32 (Call 01/27/32)<sup>(b)</sup> | 7527 | 7276953 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/08/44 | 12558 | 10640142 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/19/33 (Call 02/19/33) | 4000 | 3779680 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/27/51 (Call 10/27/50) | 7110 | 6068101 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 01/21/45<sup>(b)</sup> | 10580 | 9918327 |
| &nbsp;&nbsp;&nbsp;5.75%, October 12, 2110 | 9214 | 8020787 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 01/11/40<sup>(b)</sup> | 9868 | 9936188 |
| &nbsp;&nbsp;&nbsp;6.75%, 09/27/34 | 10612 | 11392406 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/08/33 | 4387 | 4932216 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.30%, 08/15/31<sup>(b)</sup> | 4758 | 5580849 |
| &nbsp;&nbsp;&nbsp;&nbsp;11.50%, 05/15/26<sup>(b)</sup> | 700 | 838810 |
|  |  | 167489947 |
| **Panama — 0.1%** |  |  |
| Panama Government International Bond 2.25%, 09/29/32 (Call 06/29/32) | 10175 | 7719467 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Panama (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.16%, 01/23/30 (Call 10/23/29) | $5530 | $4823155 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 01/19/33 (Call 10/19/32)<sup>(b)</sup> | 500 | 415355 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/16/25 (Call 12/16/24) | 6193 | 6040033 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/23/60 (Call 01/23/60)<sup>(b)</sup> | 9700 | 6502977 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/17/28 (Call 12/17/27) | 5469 | 5207801 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/22/24 (Call 06/24/24) | 2415 | 2379620 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 04/29/53<sup>(b)</sup> | 5249 | 3919376 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/47 | 3378 | 2667573 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/16/50 (Call 10/16/49) | 7575 | 5878730 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/56 (Call 10/01/55)<sup>(b)</sup> | 8240 | 6166404 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/19/63 (Call 07/19/62) | 4210 | 3085846 |
| &nbsp;&nbsp;&nbsp;6.70%, 01/26/36 | 5796 | 6189606 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 01/29/26<sup>(b)</sup> | 4407 | 4695262 |
| &nbsp;&nbsp;&nbsp;8.88%, 09/30/27 | 4571 | 5339294 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.38%, 04/01/29<sup>(b)</sup> | 3247 | 3895491 |
|  |  | 74925990 |
| **Peru — 0.1%** |  |  |
| Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;1.86%, 12/01/32 (Call 09/01/32) | 4930 | 3714163 |
| &nbsp;&nbsp;&nbsp;2.39%, 01/23/26 (Call 12/23/25) | 4728 | 4398600 |
| &nbsp;&nbsp;&nbsp;2.78%, 01/23/31 (Call 10/23/30) | 12769 | 10816748 |
| &nbsp;&nbsp;&nbsp;2.78%, 12/01/60 (Call 06/01/60) | 6063 | 3666842 |
| &nbsp;&nbsp;&nbsp;2.84%, 06/20/30 | 3097 | 2672401 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/34 (Call 10/15/33) | 7125 | 5833238 |
| &nbsp;&nbsp;&nbsp;3.23%, July 28, 2121 (Call 01/28/21) | 3148 | 1911592 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/11/41 (Call 09/11/40) | 3286 | 2458552 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/10/51 (Call 09/10/50)<sup>(b)</sup> | 5248 | 3842638 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/72 (Call 07/15/71) | 3270 | 2199206 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/25/27<sup>(b)</sup> | 3603 | 3520059 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/18/50 | 7330 | 7347885 |
| &nbsp;&nbsp;&nbsp;6.55%, 03/14/37 | 4316 | 4643110 |
| &nbsp;&nbsp;&nbsp;7.35%, 07/21/25 | 6454 | 6828719 |
| &nbsp;&nbsp;&nbsp;8.75%, 11/21/33 | 8040 | 9991951 |
|  |  | 73845704 |
| **Philippines — 0.1%** |  |  |
| Bangko Sentral ng Pilipinas Bond, 8.60%, 06/15/27 | 200 | 227954 |
| Philippine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/10/31 | 1303 | 1040641 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/06/32<sup>(b)</sup> | 885 | 718293 |
| &nbsp;&nbsp;&nbsp;2.46%, 05/05/30 | 5620 | 4870404 |
| &nbsp;&nbsp;&nbsp;2.65%, 12/10/45 | 3225 | 2208190 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/05/45 | 5332 | 3875778 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/28 | 9326 | 8655740 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/06/46 | 5450 | 4029676 |
| &nbsp;&nbsp;&nbsp;3.23%, 03/29/27 | 575 | 544059 |
| &nbsp;&nbsp;&nbsp;3.56%, 09/29/32 | 555 | 504645 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/41 | 7896 | 6469272 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/02/42 | 7884 | 6448797 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/14/29 | 6946 | 6636764 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/20/40 | 7790 | 6611607 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/21/24 | 4758 | 4718128 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/13/37 | 5377 | 5263545 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/30/26 | 4161 | 4270060 |
| &nbsp;&nbsp;&nbsp;5.61%, 04/13/33 | 75 | 79822 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/13/47 | 25 | 27145 |
| &nbsp;&nbsp;&nbsp;6.38%, 01/15/32 | 4382 | 4798597 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/23/34 | 7361 | 8104240 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/25/24 | 724 | 738570 |
| &nbsp;&nbsp;&nbsp;7.75%, 01/14/31 | 5753 | 6783362 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.50%, 10/21/24<sup>(b)</sup> | 1024 | 1114542 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Philippines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;9.50%, 02/02/30 | $2665 | $3343029 |
| &nbsp;&nbsp;&nbsp;10.63%, 03/16/25 | 5336 | 6027065 |
|  |  | 98109925 |
| **Poland — 0.0%** |  |  |
| Republic of Poland Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/06/26<sup>(b)</sup> | 3600 | 3453444 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/22/24 | 7763 | 7690804 |
|  |  | 11144248 |
| **South Korea — 0.1%** |  |  |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/09/24<sup>(b)</sup> | 2090 | 1981738 |
| &nbsp;&nbsp;&nbsp;0.63%, 06/29/24 | 2970 | 2776386 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/21/25 | 705 | 626371 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/29/26<sup>(b)</sup> | 1160 | 1010522 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/18/25 | 3435 | 3176688 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/21/30 | 2775 | 2150014 |
| &nbsp;&nbsp;&nbsp;1.38%, 02/09/31 | 1470 | 1133738 |
| &nbsp;&nbsp;&nbsp;1.63%, 01/18/27 | 1730 | 1527434 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/18/32<sup>(b)</sup> | 1285 | 1041955 |
| &nbsp;&nbsp;&nbsp;2.38%, 04/21/27 | 1640 | 1485135 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/29/41<sup>(b)</sup> | 4345 | 3076694 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/26/26 | 3684 | 3453934 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/21/25<sup>(b)</sup> | 5495 | 5259045 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/25 | 5585 | 5312675 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/12/26 | 3885 | 3708388 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/14/24 | 1555 | 1540212 |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 06/19/24 | 2300 | 2147901 |
| &nbsp;&nbsp;&nbsp;0.80%, 04/27/26 | 1700 | 1498839 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/25/27<sup>(b)</sup> | 1635 | 1420063 |
| Korea International Bond |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/16/30 | 1350 | 1077800 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/15/31<sup>(b)</sup> | 2785 | 2320546 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/19/24 | 1310 | 1258740 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/19/29 | 3585 | 3272639 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/19/27 | 2860 | 2702271 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/28 | 1745 | 1680173 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/20/48 | 885 | 794172 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/10/44 | 2436 | 2305723 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/03/25 | 100 | 102002 |
|  |  | 59841798 |
| **Supranational — 0.9%** |  |  |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 03/23/26 | 4205 | 3771885 |
| &nbsp;&nbsp;&nbsp;0.88%, 07/22/26 | 5533 | 4915019 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/03/27 | 525 | 532361 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 06/11/24 | 3860 | 3624772 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/03/25<sup>(b)</sup> | 3090 | 2784615 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/04/26 | 4190 | 3733877 |
| &nbsp;&nbsp;&nbsp;0.63%, 10/08/24 | 11195 | 10436763 |
| &nbsp;&nbsp;&nbsp;0.63%, 04/29/25 | 14060 | 12908345 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/08/30 | 974 | 770093 |
| &nbsp;&nbsp;&nbsp;1.00%, 04/14/26 | 4005 | 3609186 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/09/28 | 50 | 43280 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/18/24<sup>(b)</sup> | 14784 | 14000300 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/20/27<sup>(b)</sup> | 1955 | 1770174 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/04/31<sup>(b)</sup> | 1384 | 1154796 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 03/15/24<sup>(b)</sup> | 375 | 361301 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/14/26 | $2160 | $1983442 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/19/29 | 8700 | 7584399 |
| &nbsp;&nbsp;&nbsp;1.88%, 03/15/29 | 1050 | 931087 |
| &nbsp;&nbsp;&nbsp;1.88%, 01/24/30 | 9286 | 8104728 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/22/25 | 6252 | 5960219 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/24/26<sup>(b)</sup> | 5960 | 5552098 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/19/25 | 570 | 543814 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/10/27 | 1340 | 1248692 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/02/27<sup>(b)</sup> | 6092 | 5688953 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/30/24 | 10656 | 10416879 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/12/27 | 5844 | 5541982 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/19/28 | 7140 | 6735590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/20/27<sup>(b)</sup> | 725 | 698523 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/26/28 | 809 | 774100 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/27/32<sup>(b)</sup> | 480 | 452722 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/28/32 | 210 | 210166 |
| &nbsp;&nbsp;&nbsp;4.13%, 09/27/24 | 250 | 248323 |
| &nbsp;&nbsp;&nbsp;5.82%, 06/16/28 | 6575 | 7136702 |
| &nbsp;&nbsp;&nbsp;6.22%, 08/15/27 | 850 | 917328 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/01/28 | 615 | 686912 |
| Asian Infrastructure Investment Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 10/30/24 | 8000 | 7407840 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/28/25 | 9435 | 8577170 |
| &nbsp;&nbsp;&nbsp;0.50%, 01/27/26 | 915 | 810361 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/16/24 | 7065 | 6824507 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/29/25 | 25 | 24370 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 06/10/24 | 180 | 169159 |
| &nbsp;&nbsp;&nbsp;0.88%, 09/22/26 | 214 | 189328 |
| &nbsp;&nbsp;&nbsp;1.38%, 02/27/25 | 5 | 4696 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/16/25 | 430 | 417380 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 05/19/25 | 2410 | 2200908 |
| &nbsp;&nbsp;&nbsp;0.50%, 11/25/25 | 1005 | 901837 |
| &nbsp;&nbsp;&nbsp;0.50%, 01/28/26 | 635 | 566306 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/13/25 | 2490 | 2347149 |
| &nbsp;&nbsp;&nbsp;1.63%, 09/27/24 | 2135 | 2029339 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 12/15/25 | 3260 | 2912288 |
| &nbsp;&nbsp;&nbsp;0.38%, 03/26/26 | 2675 | 2366011 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/25/25 | 11402 | 10397028 |
| &nbsp;&nbsp;&nbsp;0.63%, 10/21/27 | 697 | 595837 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/26/26 | 7220 | 6361109 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/23/30 | 840 | 668699 |
| &nbsp;&nbsp;&nbsp;0.88%, 05/17/30 | 7105 | 5756968 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/14/31<sup>(b)</sup> | 12864 | 10616273 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/27 | 16880 | 15197064 |
| &nbsp;&nbsp;&nbsp;1.63%, 03/14/25 | 16718 | 15770424 |
| &nbsp;&nbsp;&nbsp;1.63%, 10/09/29 | 4925 | 4280022 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/13/31 | 100 | 84769 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/29 | 6020 | 5310483 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/10/25 | 8833 | 8395237 |
| &nbsp;&nbsp;&nbsp;2.13%, 04/13/26 | 8035 | 7533134 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/24/24 | 310 | 299841 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/24/27 | 5791 | 5429236 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/15/24<sup>(b)</sup> | 6200 | 5989820 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/15/24 | 7202 | 7031529 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/25 | 220 | 212091 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/14/23 | 12940 | 12742794 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/29/24 | 15830 | 15592392 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/36 | $7146 | $7787139 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 09/23/24 | 2270 | 2114323 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/15/25 | 2055 | 1873379 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/16/27 | 1255 | 1072787 |
| &nbsp;&nbsp;&nbsp;0.88%, 04/03/25 | 7650 | 7083517 |
| &nbsp;&nbsp;&nbsp;0.88%, 04/20/26 | 11595 | 10406397 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/20/28<sup>(b)</sup> | 9755 | 8360620 |
| &nbsp;&nbsp;&nbsp;1.13%, 01/13/31 | 3865 | 3130998 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/13/27 | 185 | 167641 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/14/25 | 16054 | 15186281 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/02/26<sup>(b)</sup> | 7798 | 7249567 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/23/26<sup>(b)</sup> | 5308 | 4924869 |
| &nbsp;&nbsp;&nbsp;2.13%, 01/15/25 | 11841 | 11315260 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/18/29 | 9234 | 8343196 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/07/27<sup>(b)</sup> | 4459 | 4161005 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/16/24 | 9724 | 9517754 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/21/24<sup>(b)</sup> | 16323 | 16015638 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/18/28<sup>(b)</sup> | 9680 | 9250111 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 08/07/42<sup>(b)</sup> | 4945 | 4210519 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/01/24 | 25 | 24517 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/28/41 | 6100 | 5746932 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/24/44<sup>(b)</sup> | 3235 | 3262433 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/25 | 90 | 95574 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 07/28/25 | 14575 | 13188334 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/28/25<sup>(b)</sup> | 21126 | 19020794 |
| &nbsp;&nbsp;&nbsp;0.63%, 04/22/25 | 27080 | 24894102 |
| &nbsp;&nbsp;&nbsp;0.65%, 02/10/26 (Call 02/10/23) | 29 | 25585 |
| &nbsp;&nbsp;&nbsp;0.75%, 03/11/25 | 13187 | 12196261 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/24/27 | 4915 | 4208714 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/26/30<sup>(b)</sup> | 4968 | 3936444 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/15/26<sup>(b)</sup> | 8775 | 7825369 |
| &nbsp;&nbsp;&nbsp;0.88%, 05/14/30 | 11130 | 8978237 |
| &nbsp;&nbsp;&nbsp;1.13%, 09/13/28 | 16935 | 14488739 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/10/31<sup>(b)</sup> | 13050 | 10691212 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/20/28<sup>(b)</sup> | 17910 | 15675011 |
| &nbsp;&nbsp;&nbsp;1.50%, 08/28/24 | 2605 | 2475584 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/15/25<sup>(b)</sup> | 11709 | 11078236 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/03/31<sup>(b)</sup> | 21970 | 18313533 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/23/29 | 12687 | 11062557 |
| &nbsp;&nbsp;&nbsp;1.88%, 10/27/26 | 5980 | 5501600 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/03/25 | 5574 | 5324508 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/28/24<sup>(b)</sup> | 136 | 131944 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/19/24 | 13789 | 13424833 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/25/24 | 16704 | 16093970 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/29/25 | 15854 | 15183376 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/22/27 | 12810 | 11970304 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/29/32<sup>(b)</sup> | 910 | 814568 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/20/25 | 2922 | 2836356 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/15/27 | 940 | 908303 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/21/29 | 1385 | 1361220 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/35<sup>(b)</sup> | 672 | 711641 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 07/16/25 | 2102 | 1904643 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/27/30<sup>(b)</sup> | 3625 | 2872740 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/16/24 | 1470 | 1389253 |
| &nbsp;&nbsp;&nbsp;2.13%, 04/07/26 | 1303 | 1219856 |
| Nordic Investment Bank, 2.25%, 05/21/24 | 1475 | 1426074 |
|  |  | 714281183 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Sweden — 0.0%** |  |  |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 03/11/24 | $325 | $307512 |
| &nbsp;&nbsp;&nbsp;0.38%, 07/30/24 | 1685 | 1571684 |
| &nbsp;&nbsp;&nbsp;0.50%, 08/26/25 | 1295 | 1166160 |
| &nbsp;&nbsp;&nbsp;0.63%, 05/14/25 | 5920 | 5405493 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/12/23<sup>(b)</sup> | 5050 | 4892187 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/22/27 | 400 | 370676 |
|  |  | 13713712 |
| **Uruguay — 0.1%** |  |  |
| Uruguay Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/20/45<sup>(b)</sup> | 2062 | 1920765 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/27/27 | 10345 | 10476175 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/23/31 (Call 10/23/30)<sup>(b)</sup> | 9756 | 9755606 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/14/24<sup>(b)</sup> | 3401 | 3399588 |
| &nbsp;&nbsp;&nbsp;4.98%, 04/20/55 | 7791 | 7559218 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/18/50 | 11127 | 11070586 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 03/21/36<sup>(b)</sup> | 4531 | 5762225 |
|  |  | 49944163 |
| **Total Foreign Government Obligations — 2.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,013,784,574)** |  | 1779826846 |
| **Municipal Debt Obligations** |  |  |
| **Alabama — 0.0%** |  |  |
| Alabama Federal Aid Highway Finance Authority, 2.65%, 09/01/37 (Call 09/01/31) | 1150 | 869499 |
| **Arizona — 0.0%** |  |  |
| Salt River Project Agricultural Improvement & Power District RB BAB, 4.84%, 01/01/41 | 1875 | 1845058 |
| **California — 0.2%** |  |  |
| Bay Area Toll Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;2.57%, 04/01/31 | 2930 | 2560697 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/01/55 (Call 04/01/31) | 470 | 319829 |
| Bay Area Toll Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;Series F-2, 6.26%, 04/01/49 | 4735 | 5492051 |
| &nbsp;&nbsp;&nbsp;Series S-1, 7.04%, 04/01/50 | 4100 | 5128731 |
| &nbsp;&nbsp;&nbsp;Series S-3, 6.91%, 10/01/50 | 1300 | 1621393 |
| California Earthquake Authority, 5.60%, 07/01/27 | 1100 | 1105217 |
| California Health Facilities Financing Authority |  |  |
| &nbsp;&nbsp;&nbsp;4.19%, 06/01/37 (Call 06/01/31) | 325 | 285704 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/41 (Call 06/01/31) | 445 | 381893 |
| California State University RB |  |  |
| &nbsp;&nbsp;&nbsp;Class B, 2.72%, 11/01/52 | 910 | 610127 |
| &nbsp;&nbsp;&nbsp;2.94%, 11/01/52 (Call 11/01/31) | 1000 | 672809 |
| &nbsp;&nbsp;&nbsp;Class B, 2.98%, 11/01/51 (Call 05/01/51) | 3315 | 2308543 |
| &nbsp;&nbsp;&nbsp;Series E, 2.90%, 11/01/51 (Call 11/01/30) | 1895 | 1335848 |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue RB, 4.24%, 05/15/48 (Call 05/15/32) (AGM) | 330 | 279021 |
| City of San Francisco CA Public Utilities Commission |  |  |
| &nbsp;&nbsp;&nbsp;Water Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 11/01/39 (Call 11/01/29) | 1670 | 1341918 |
| &nbsp;&nbsp;&nbsp;Series E, 2.83%, 11/01/41 (Call 11/01/30) | 980 | 706165 |
| City of San Francisco CA Public Utilities Commission Water Revenue RB BAB, Series B, 6.00%, 11/01/40 | 2500 | 2645747 |
| East Bay Municipal Utility District Water System Revenue RB BAB, Series B, 5.87%, 06/01/40 | 4480 | 4970497 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **California (continued)** |  |  |
| Foothill-Eastern Transportation Corridor Agency RB 3.92%, 01/15/53 (Call 01/15/30) | $1025 | $753589 |
| &nbsp;&nbsp;&nbsp;Series A, 4.09%, 01/15/49 (Call 01/15/30) | 2040 | 1588866 |
| Golden State Tobacco Securitization Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp;Class B, 2.75%, 06/01/34 (Call 06/01/31) | 1270 | 1005642 |
| &nbsp;&nbsp;&nbsp;Class B, 3.00%, 06/01/46 | 765 | 695344 |
| &nbsp;&nbsp;&nbsp;3.12%, 06/01/38 (Call 06/01/31) (SAP) | 1000 | 774418 |
| &nbsp;&nbsp;&nbsp;Class B, 3.29%, 06/01/42 (Call 06/01/31) | 2790 | 2070944 |
| &nbsp;&nbsp;&nbsp;3.49%, 06/01/36 (Call 12/01/31) | 230 | 182890 |
| &nbsp;&nbsp;&nbsp;3.71%, 06/01/41 (Call 12/01/31) | 830 | 634391 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/50 (Call 12/01/31) | 1320 | 1212260 |
| &nbsp;&nbsp;&nbsp;4.21%, 06/01/50 (Call 12/01/31) | 1535 | 1169269 |
| Los Angeles Community College District/CA GO |  |  |
| &nbsp;&nbsp;&nbsp;1.81%, 08/01/30 | 5000 | 4027280 |
| &nbsp;&nbsp;&nbsp;2.11%, 08/01/32 (Call 08/01/30) | 3000 | 2392809 |
| Los Angeles Community College District/CA GO BAB, |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 08/01/49 | 1100 | 1359468 |
| Los Angeles County Metropolitan Transportation Authority RB BAB, Series A, 5.74%, 06/01/39 | 815 | 866554 |
| Los Angeles County Public Works Financing Authority RB BAB, 7.62%, 08/01/40 | 1150 | 1421239 |
| Los Angeles Department of Water & Power, RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.72%, 07/01/39 | 2100 | 2269268 |
| &nbsp;&nbsp;&nbsp;Series A, 6.60%, 07/01/50 | 385 | 459933 |
| &nbsp;&nbsp;&nbsp;Series D, 6.57%, 07/01/45 | 2470 | 2921783 |
| Los Angeles Unified School District/CA GO BAB |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 07/01/34 | 4760 | 5021476 |
| &nbsp;&nbsp;&nbsp;5.76%, 07/01/29 | 2170 | 2254906 |
| &nbsp;&nbsp;&nbsp;Series RY, 6.76%, 07/01/34 | 3025 | 3406791 |
| Regents of the University of California Medical Center Pooled Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Class A, 3.71%, 05/15/20 (Call 11/15/19) | 2600 | 1645571 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/32 (Call 02/15/32) | 550 | 515972 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 05/15/53<sup>(b)</sup> | 895 | 808525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, Class A, 3.26%, 05/15/60 (Call 11/15/59)<sup>(b)</sup> | 1835 | 1241355 |
| Regents of the University of California Medical Center Pooled Revenue RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;Series H, Class H, 6.55%, 05/15/48 | 2575 | 2999373 |
| &nbsp;&nbsp;&nbsp;Series F, 6.58%, 05/15/49 | 2015 | 2312440 |
| San Diego County Regional Transportation Commission RB, 3.25%, 04/01/48 (Call 04/01/30) | 1025 | 780037 |
| San Diego County Regional Transportation Commission RB BAB, 5.91%, 04/01/48 | 1905 | 2063153 |
| San Diego County Water Authority RB BAB, Series B, 6.14%, 05/01/49 | 2350 | 2641656 |
| San Joaquin Hills Transportation Corridor Agency RB, 3.49%, 01/15/50 (Call 01/15/32) | 1600 | 1134914 |
| Santa Clara Valley Transportation Authority RB BAB, 5.88%, 04/01/32 | 2620 | 2726815 |
| State of California GO |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/29 | 6000 | 5173170 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/25 | 3000 | 2912820 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/28 | 860 | 812279 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/33 (Call 04/01/28) | 2750 | 2659093 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/01/38 (Call 04/01/28) | 1640 | 1577995 |
| &nbsp;&nbsp;&nbsp;Series A, 3.05%, 04/01/29 | 1110 | 991233 |
| State of California GO BAB |  |  |
| &nbsp;&nbsp;&nbsp;7.30%, 10/01/39 | 5220 | 6426645 |
| &nbsp;&nbsp;&nbsp;7.35%, 11/01/39 | 2130 | 2646998 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/01/34 | 8030 | 9855677 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.55%, 04/01/39<sup>(b)</sup> | 12470 | 15969917 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **California (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.60%, 11/01/40<sup>(b)</sup> | $6825 | $8932219 |
| &nbsp;&nbsp;&nbsp;7.63%, 03/01/40 | 3350 | 4285762 |
| University of California RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AD, 4.86%, 05/15/12<sup>(b)</sup> | 3285 | 2818849 |
| &nbsp;&nbsp;&nbsp;Series AJ, 4.60%, 05/15/31 | 1750 | 1715803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AQ, 4.77%, 05/15/15<sup>(b)</sup> | 835 | 704246 |
| &nbsp;&nbsp;&nbsp;Series AX, 3.06%, 07/01/25 (Call 04/01/25) | 2925 | 2798005 |
| &nbsp;&nbsp;&nbsp;Series BD, 3.35%, 07/01/29 | 4670 | 4218411 |
| &nbsp;&nbsp;&nbsp;Series BG, 0.88%, 05/15/25 (Call 04/15/25) | 950 | 857204 |
| &nbsp;&nbsp;&nbsp;Series BG, 1.32%, 05/15/27 (Call 03/15/27) | 775 | 669001 |
| &nbsp;&nbsp;&nbsp;Series BG, 1.61%, 05/15/30 (Call 02/15/30) | 2990 | 2401386 |
| &nbsp;&nbsp;&nbsp;Series BG, 3.07%, 05/15/51 (Call 05/15/31) | 3110 | 2057564 |
| University of California RB BAB, 5.95%, 05/15/45 | 2255 | 2455639 |
|  |  | 170065037 |
| **Colorado — 0.0%** |  |  |
| Regional Transportation District Sales Tax Revenue RB BAB, Series B, 5.84%, 11/01/50 | 700 | 787769 |
| **Connecticut — 0.0%** |  |  |
| State of Connecticut GO, Series A, 5.85%, 03/15/32 | 3740 | 3993714 |
| **District of Columbia — 0.0%** |  |  |
| District of Columbia RB BAB, Series E, 5.59%, 12/01/34 | 700 | 735473 |
| District of Columbia Water & Sewer Authority RB |  |  |
| &nbsp;&nbsp;&nbsp; 3.21%, 10/01/48 (Call 10/01/29) | 1000 | 734899 |
| &nbsp;&nbsp;&nbsp;4.81%, 10/01/14 | 1690 | 1472911 |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue RB BAB, 7.46%, 10/01/46 | 1300 | 1616152 |
|  |  | 4559435 |
| **Florida — 0.0%** |  |  |
| County of Broward FL Airport System Revenue RB, 3.48%, 10/01/43 (Call 10/01/29) | 250 | 189285 |
| County of Miami-Dade FL Aviation Revenue RB, Series C, 4.28%, 10/01/41 (Call 10/01/28) | 985 | 865620 |
| County of Miami-Dade FL Transit System RB, Series B, 2.60%, 07/01/42 (Call 07/01/30) | 1300 | 934422 |
| County of Miami-Dade FL Water & Sewer System Revenue RB, 3.49%, 10/01/42 (Call 10/01/29) | 1265 | 1030521 |
| State Board of Administration Finance Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp;1.26%, 07/01/25 | 4385 | 3945737 |
| &nbsp;&nbsp;&nbsp;1.71%, 07/01/27 | 3000 | 2590284 |
| &nbsp;&nbsp;&nbsp;2.15%, 07/01/30 | 4902 | 3980228 |
|  |  | 13536097 |
| **Georgia — 0.0%** |  |  |
| City of Atlanta GA Water & Wastewater Revenue RB, 2.26%, 11/01/35 (Call 11/01/30) | 1330 | 1021100 |
| Municipal Electric Authority of Georgia RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;Project J, Series 2010-A, 6.64%, 04/01/57 | 3835 | 4101417 |
| &nbsp;&nbsp;&nbsp;Project M, Series 2010-A, 6.66%, 04/01/57 | 3357 | 3567964 |
| &nbsp;&nbsp;&nbsp;Project P, Series 2010-A, 7.06%, 04/01/57 | 317 | 318533 |
|  |  | 9009014 |
| **Idaho — 0.0%** |  |  |
| Idaho Energy Resources Authority RB, 2.86%, 09/01/46 | 580 | 396923 |
| **Illinois — 0.1%** |  |  |
| Chicago O'Hare International Airport RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 4.47%, 01/01/49<sup>(b)</sup> | 1050 | 930456 |
| &nbsp;&nbsp;&nbsp;Series C, 4.57%, 01/01/54 | 2450 | 2190058 |
| Chicago O'Hare International Airport RB BAB, Series B, 6.40%, 01/01/40 | 500 | 568482 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Illinois (continued)** |  |  |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 6.90%, 12/01/40 | $2400 | $2712290 |
| &nbsp;&nbsp;&nbsp;Series B, 6.90%, 12/01/40 | 3850 | 4352671 |
| Illinois State Toll Highway Authority RB BAB, Series A, 6.18%, 01/01/34 | 1820 | 1972163 |
| Sales Tax Securitization Corp. RB, 3.24%, 01/01/42 | 5125 | 3967770 |
| State of Illinois GO |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/23 | 14 | 13611 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/01/33 | 27923 | 26924418 |
| State of Illinois GO BAB, Series 5, 7.35%, 07/01/35 | 3621 | 3811365 |
|  |  | 47443284 |
| **Indiana — 0.0%** |  |  |
| Indiana Finance Authority RB, 3.05%, 01/01/51 | 645 | 474551 |
| **Kansas — 0.0%** |  |  |
| Kansas Development Finance Authority RB, 2.77%, 05/01/51<sup>(b)</sup> | 605 | 412681 |
| State of Kansas Department of Transportation RB BAB, 4.60%, 09/01/35 | 500 | 484264 |
|  |  | 896945 |
| **Louisiana — 0.0%** |  |  |
| Louisiana Local Government Environmental Facilities & Community Development Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;3.62%, 02/01/29 | 1750 | 1695989 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 02/01/33<sup>(b)</sup> | 2280 | 2188726 |
| &nbsp;&nbsp;&nbsp;4.28%, 02/01/36 | 1560 | 1463454 |
| &nbsp;&nbsp;&nbsp;4.48%, 08/01/39 | 1710 | 1602055 |
| State of Louisiana Gasoline & Fuels Tax Revenue RB, 2.95%, 05/01/41 | 1185 | 888383 |
|  |  | 7838607 |
| **Maryland — 0.0%** |  |  |
| Maryland Health & Higher Educational Facilities |  |  |
| &nbsp;&nbsp;&nbsp;Authority, Class D, 3.05%, 07/01/40 (Call 01/01/40) | 2500 | 1789287 |
| Maryland State Transportation Authority RB BAB, 5.89%, 07/01/43 | 1500 | 1626312 |
|  |  | 3415599 |
| **Massachusetts — 0.0%** |  |  |
| Commonwealth of Massachusetts GO, 4.91%, 05/01/29 | 1950 | 1952941 |
| Commonwealth of Massachusetts GOL |  |  |
| &nbsp;&nbsp;&nbsp;2.51%, 07/01/41 (Call 07/01/30) | 540 | 384170 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/01/49 | 2675 | 1855054 |
| &nbsp;&nbsp;&nbsp;Series D, 2.66%, 09/01/39 | 1964 | 1556885 |
| Commonwealth of Massachusetts GOL BAB, Series E, 5.46%, 12/01/39<sup>(b)</sup> | 3700 | 3859629 |
| Commonwealth of Massachusetts RB, 3.77%, 07/15/29 | 2900 | 2754675 |
| Commonwealth of Massachusetts Transportation Fund Revenue RB BAB, Series A, 5.73%, 06/01/40 | 1435 | 1510848 |
| Massachusetts School Building Authority RB |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/40 (Call 10/15/29) | 1755 | 1418660 |
| &nbsp;&nbsp;&nbsp;Series B, 1.75%, 08/15/30 | 2050 | 1661908 |
| Massachusetts School Building Authority RB BAB, Series B, 5.72%, 08/15/39 | 1060 | 1118887 |
| Massachusetts Water Resources Authority RB, 2.82%, 08/01/41 (Call 08/01/31) | 925 | 677627 |
|  |  | 18751284 |
| **Michigan — 0.0%** |  |  |
| Great Lakes Water Authority Sewage Disposal System Revenue RB, 3.06%, 07/01/39 | 1685 | 1305675 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Michigan (continued)** |  |  |
| Great Lakes Water Authority Water Supply System Revenue RB, 3.47%, 07/01/41 (Call 07/01/30) | $575 | $464931 |
| Michigan Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;3.08%, 12/01/34 | 2110 | 1768284 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/01/40 | 845 | 666703 |
| Michigan State Building Authority RB, 2.71%, 10/15/40 (Call 10/15/30) | 1250 | 921430 |
| Michigan State University RB, 4.17%, 08/15/22 (Call 02/15/22) | 1675 | 1232202 |
| Michigan Strategic Fund RB, 3.23%, 09/01/47 (Call 09/01/31) | 460 | 332609 |
| University of Michigan RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/52 (Call 10/01/51)<sup>(b)</sup> | 614 | 487347 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/52 (Call 10/01/51) | 475 | 375795 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 04/01/22 (Call 10/01/21)<sup>(b)</sup> | 1580 | 1282029 |
| &nbsp;&nbsp;&nbsp;Series B, 2.44%, 04/01/40 (Call 10/01/39) | 2862 | 2054327 |
|  |  | 10891332 |
| **Minnesota — 0.0%** |  |  |
| University of Minnesota RB, 4.05%, 04/01/52 (Call 10/01/51) | 924 | 800074 |
| **Mississippi — 0.0%** |  |  |
| State of Mississippi GO BAB, Series F, 5.25%, 11/01/34 | 1000 | 1032683 |
| **Missouri — 0.0%** |  |  |
| Health & Educational Facilities Authority of the State of Missouri RB, Series A, 3.65%, 08/15/57 (Call 02/15/57)<sup>(b)</sup> | 4730 | 3741879 |
| **Nebraska — 0.0%** |  |  |
| University of Nebraska Facilities Corp. RB, Series A, Class A, 3.04%, 10/01/49 | 1000 | 717873 |
| **Nevada — 0.0%** |  |  |
| County of Clark Department of Aviation RB BAB, Series C, 6.82%, 07/01/45 | 850 | 1015023 |
| **New Jersey — 0.1%** |  |  |
| New Jersey Economic Development Authority RB, Series A, 7.43%, 02/15/29 (NPFGC) | 5560 | 6004717 |
| New Jersey State Turnpike Authority RB BAB, Series F, 7.41%, 01/01/40 | 6979 | 8773454 |
| New Jersey Transportation Trust Fund Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;4.08%, 06/15/39 | 1200 | 987364 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/42 | 345 | 275483 |
| New Jersey Transportation Trust Fund Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 6.56%, 12/15/40 | 2650 | 2825109 |
| &nbsp;&nbsp;&nbsp;Series C, 5.75%, 12/15/28 | 2475 | 2507771 |
| New Jersey Turnpike Authority RB BAB, Series A, 7.10%, 01/01/41 | 4230 | 5179170 |
| Rutgers The State University of New Jersey RB |  |  |
| &nbsp;&nbsp;&nbsp;3.27%, 05/01/43 | 1000 | 782828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series P, 3.92%, 05/01/19 (Call 11/01/18)<sup>(b)</sup> | 1475 | 1008506 |
| Rutgers The State University of New Jersey RB BAB, Class H, 5.67%, 05/01/40 | 900 | 948296 |
|  |  | 29292698 |
| **New York — 0.1%** |  |  |
| City of New York NY, 5.26%, 10/01/52 | 500 | 515585 |
| City of New York NY GO BAB |  |  |
| &nbsp;&nbsp;&nbsp;Series C-1, 5.52%, 10/01/37 | 3000 | 3097356 |
| &nbsp;&nbsp;&nbsp;Series F1, 6.27%, 12/01/37 | 1255 | 1401902 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **New York (continued)** |  |  |
| Metropolitan Transportation Authority RB, Series C2, 5.18%, 11/15/49 | $3880 | $3558197 |
| Metropolitan Transportation Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;7.34%, 11/15/39 | 3265 | 3996011 |
| &nbsp;&nbsp;&nbsp;Series 2010-A, 6.67%, 11/15/39 | 50 | 53998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 5.87%, 11/15/39<sup>(b)</sup> | 100 | 98851 |
| &nbsp;&nbsp;&nbsp;Series B, 6.65%, 11/15/39 | 220 | 231331 |
| &nbsp;&nbsp;&nbsp;Series E, 6.81%, 11/15/40 | 1230 | 1325300 |
| New York City Municipal Water Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.44%, 06/15/43 | 1385 | 1474618 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.72%, 06/15/42<sup>(b)</sup> | 3145 | 3441498 |
| &nbsp;&nbsp;&nbsp;5.88%, 06/15/44 | 3200 | 3559194 |
| &nbsp;&nbsp;&nbsp;6.01%, 06/15/42 | 1860 | 2085672 |
| New York City Transitional Finance Authority Future Tax |  |  |
| &nbsp;&nbsp;&nbsp;Secured Revenue RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;5.51%, 08/01/37 | 2235 | 2308918 |
| &nbsp;&nbsp;&nbsp;5.57%, 11/01/38 | 2100 | 2183607 |
| &nbsp;&nbsp;&nbsp;Series C-2, 5.77%, 08/01/36 | 1910 | 1980494 |
| New York State Dormitory Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.19%, 02/15/43<sup>(b)</sup> | 450 | 334154 |
| &nbsp;&nbsp;&nbsp;Series B, 3.14%, 07/01/43 | 275 | 214471 |
| &nbsp;&nbsp;&nbsp;Series F, 3.11%, 02/15/39 | 2350 | 1781070 |
| New York State Dormitory Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;Series D, 5.60%, 03/15/40 | 2325 | 2418983 |
| &nbsp;&nbsp;&nbsp;Series F, 5.63%, 03/15/39 | 2165 | 2247300 |
| New York State Thruway Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Class M, 2.90%, 01/01/35 | 2000 | 1641270 |
| &nbsp;&nbsp;&nbsp;Series M, 3.50%, 01/01/42 (Call 01/01/30) | 1005 | 794523 |
| New York State Urban Development Corp. RB, |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 3.90%, 03/15/33 (Call 09/15/28) | 290 | 265284 |
| New York State Urban Development Corp. RB BAB, |  |  |
| &nbsp;&nbsp;&nbsp;5.77%, 03/15/39 | 1260 | 1312329 |
| Port Authority of New York & New Jersey RB |  |  |
| &nbsp;&nbsp;&nbsp;3.14%, 02/15/51 (Call 08/15/31) | 1145 | 808898 |
| &nbsp;&nbsp;&nbsp;3.29%, 08/01/69 | 1300 | 867845 |
| &nbsp;&nbsp;&nbsp;4.03%, 09/01/48 | 1440 | 1212216 |
| &nbsp;&nbsp;&nbsp;Series 164, 5.65%, 11/01/40 | 2255 | 2398418 |
| &nbsp;&nbsp;&nbsp;Series 165, 5.65%, 11/01/40 | 1795 | 1912413 |
| &nbsp;&nbsp;&nbsp;Series 168, 4.93%, 10/01/51 | 2500 | 2419033 |
| &nbsp;&nbsp;&nbsp;Series 174, 4.46%, 10/01/62 | 6585 | 5816023 |
| &nbsp;&nbsp;&nbsp;Series 181, 4.96%, 08/01/46 | 2000 | 1960518 |
| &nbsp;&nbsp;&nbsp;Series 182, 5.31%, 08/01/46 (Call 08/01/24) | 1000 | 1002415 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 192, 4.81%, 10/15/65<sup>(b)</sup> | 4235 | 3994651 |
| &nbsp;&nbsp;&nbsp;Series 225, 3.18%, 07/15/60 (Call 07/15/31) | 675 | 450004 |
| &nbsp;&nbsp;&nbsp;Series AAA, 1.09%, 07/01/23 | 2255 | 2204179 |
|  |  | 67368529 |
| **North Carolina — 0.0%** |  |  |
| Charlotte-Mecklenburg Hospital Authority (The) RB, 3.20%, 01/15/51 (Call 01/15/50) | 750 | 524011 |
| **Ohio — 0.0%** |  |  |
| American Municipal Power Inc. RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;5.94%, 02/15/47 | 1300 | 1343211 |
| &nbsp;&nbsp;&nbsp;Series B, 8.08%, 02/15/50 | 4075 | 5208592 |
| JobsOhio Beverage System RB |  |  |
| &nbsp;&nbsp;&nbsp;2.83%, 01/01/38 | 1950 | 1521273 |
| &nbsp;&nbsp;&nbsp;Series B, 4.53%, 01/01/35 | 2400 | 2334067 |
| Ohio State University (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 3.80%, 12/01/46 | 3750 | 3187331 |
| &nbsp;&nbsp;&nbsp;Series A, 4.05%, 12/01/56 | 500 | 425747 |
| &nbsp;&nbsp;&nbsp;Series A, 4.80%, 06/01/11 | 350 | 298197 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Ohio (continued)** |  |  |
| Ohio State University (The) RB BAB, Series C, 4.91%, 06/01/40<sup>(b)</sup> | $1795 | $1804745 |
| Ohio Turnpike & Infrastructure Commission RB, Series A, Class A, 3.22%, 02/15/48 (Call 02/15/30)<sup>(b)</sup> | 1775 | 1282065 |
| Ohio Water Development Authority Water Pollution Control Loan Fund RB, Series B-2, 4.88%, 12/01/34 | 1115 | 1106586 |
|  |  | 18511814 |
| **Oklahoma — 0.0%** |  |  |
| Oklahoma Development Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 05/01/37 | 250 | 239758 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/01/45 | 715 | 663341 |
| &nbsp;&nbsp;&nbsp;4.62%, 06/01/44 | 1655 | 1566533 |
| &nbsp;&nbsp;&nbsp;4.71%, 05/01/52 | 520 | 482251 |
| &nbsp;&nbsp;&nbsp;5.09%, 02/01/52 | 680 | 659247 |
|  |  | 3611130 |
| **Oregon — 0.0%** |  |  |
| Oregon School Boards Association RB |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 5.55%, 06/30/28 (NPFGC) | 50 | 50860 |
| &nbsp;&nbsp;&nbsp;Series B, 5.68%, 06/30/28 (NPFGC) | 1000 | 1022742 |
| Oregon State University RB, 3.42%, 03/01/60 (Call 03/01/30) (BAM) | 1100 | 762285 |
| State of Oregon Department of Transportation RB BAB, Series 2010-A, 5.83%, 11/15/34 | 2085 | 2224426 |
| State of Oregon GO, 5.89%, 06/01/27 | 8020 | 8334881 |
|  |  | 12395194 |
| **Pennsylvania — 0.0%** |  |  |
| City of Philadelphia PA Water & Wastewater Revenue RB, 2.93%, 07/01/45 (Call 07/01/31) | 1030 | 739005 |
| Commonwealth Financing Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Class A, 2.99%, 06/01/42<sup>(b)</sup> | 1130 | 805841 |
| &nbsp;&nbsp;&nbsp;Series A, 4.14%, 06/01/38 | 50 | 44692 |
| Pennsylvania State University (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;2.79%, 09/01/43 | 1250 | 899745 |
| &nbsp;&nbsp;&nbsp;2.84%, 09/01/50 | 975 | 656192 |
| Pennsylvania Turnpike Commission RB BAB, Series B, 5.51%, 12/01/45 | 1000 | 1017382 |
| University of Pittsburgh-of the Commonwealth System of Higher Education RB, 3.56%, 09/15/19 (Call 03/15/19) | 2000 | 1260868 |
|  |  | 5423725 |
| **South Carolina — 0.0%** |  |  |
| South Carolina Public Service Authority, Series C, 6.45%, 01/01/50 | 1000 | 1030579 |
| **Tennessee — 0.0%** |  |  |
| Metropolitan Government Nashville & Davidson County Health & Educational Facility Building RB, Series 2016B, 4.05%, 07/01/26 (Call 04/01/26) | 1000 | 965493 |
| **Texas — 0.1%** |  |  |
| City of San Antonio Texas Electric & Gas Systems |  |  |
| &nbsp;&nbsp;&nbsp;Revenue RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;2.91%, 02/01/48 (Call 02/01/31) | 480 | 349600 |
| &nbsp;&nbsp;&nbsp;5.81%, 02/01/41 | 1875 | 2008104 |
| &nbsp;&nbsp;&nbsp;Series C, 5.99%, 02/01/39 | 1000 | 1096866 |
| Dallas Area Rapid Transit RB, 2.61%, 12/01/48 (Call 12/01/31)<sup>(b)</sup> | 870 | 560853 |
| Dallas Area Rapid Transit RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 12/01/48<sup>(b)</sup> | 3250 | 3207552 |
| &nbsp;&nbsp;&nbsp;Series B, 6.00%, 12/01/44 | 400 | 446853 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Texas (continued)** |  |  |
| Dallas Convention Center Hotel Development Corp. RB BAB, 7.09%, 01/01/42 | $700 | $772220 |
| Dallas County Hospital District GOL BAB, Series C, 5.62%, 08/15/44 | 1250 | 1315640 |
| Dallas Fort Worth International Airport RB |  |  |
| &nbsp;&nbsp;&nbsp;2.84%, 11/01/46 (Call 11/01/31) | 220 | 157362 |
| &nbsp;&nbsp;&nbsp;Class A, 2.99%, 11/01/38 | 1200 | 972935 |
| &nbsp;&nbsp;&nbsp;4.51%, 11/01/51 (Call 11/01/32) | 1330 | 1198274 |
| &nbsp;&nbsp;&nbsp;Series A, Class A, 3.14%, 11/01/45 | 1405 | 1053177 |
| &nbsp;&nbsp;&nbsp;Series C, Class C, 2.92%, 11/01/50 | 2670 | 1872028 |
| &nbsp;&nbsp;&nbsp;Series C, Class C, 3.09%, 11/01/40 (Call 11/01/30) | 340 | 261194 |
| Dallas Independent School District GO BAB, Series C, 6.45%, 02/15/35 (Call 01/03/23) (PSF) | 400 | 405945 |
| Grand Parkway Transportation Corp. RB, 3.24%, 10/01/52 (Call 04/01/30) | 4805 | 3402617 |
| North Texas Tollway Authority RB BAB, Series B, 6.72%, 01/01/49 | 4120 | 4933383 |
| Permanent University Fund - Texas A&M University System RB, Series B, 3.66%, 07/01/47 (Call 07/01/27) | 2000 | 1634884 |
| Permanent University Fund - University of Texas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;System RB, Series A, 3.38%, 07/01/47 (Call 01/01/47)<sup>(b)</sup> | 1625 | 1303143 |
| State of Texas GO BAB |  |  |
| &nbsp;&nbsp;&nbsp;5.52%, 04/01/39 | 2300 | 2445767 |
| &nbsp;&nbsp;&nbsp;Series A, 4.63%, 04/01/33 | 1255 | 1246143 |
| &nbsp;&nbsp;&nbsp;Series A, 4.68%, 04/01/40 | 2250 | 2180986 |
| Texas Private Activity Bond Surface Transportation Corp. RB, Series B, 3.92%, 12/31/49 | 3350 | 2548673 |
| Texas Transportation Commission GO, 2.47%, 10/01/44 (Call 10/01/30) | 2395 | 1650033 |
| Texas Transportation Commission State Highway Fund RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/33 | 2725 | 2471150 |
| &nbsp;&nbsp;&nbsp;First Class, 5.18%, 04/01/30 | 5115 | 5250379 |
| University of Texas System (The) RB, Series B, 2.44%, 08/15/49 (Call 02/15/49)<sup>(b)</sup> | 765 | 492293 |
| University of Texas System (The) RB BAB, Series C, 4.79%, 08/15/46 | 2400 | 2378717 |
|  |  | 47616771 |
| **Virginia — 0.0%** |  |  |
| University of Virginia RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 09/01/50 (Call 03/01/50)<sup>(b)</sup> | 2790 | 1686092 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.58%, 11/01/51 (Call 05/01/51)<sup>(b)</sup> | 1000 | 654462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.23%, 09/01/19 (Call 03/01/19)<sup>(b)</sup> | 790 | 461008 |
| &nbsp;&nbsp;&nbsp;Series C, 4.18%, 09/01/17 (Call 03/01/17) | 840 | 640433 |
|  |  | 3441995 |
| **Washington — 0.0%** |  |  |
| Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Revenue RB BAB, 5.49%, 11/01/39 | 1200 | 1265026 |
| State of Washington GO BAB, Series F, 5.14%, 08/01/40 | 2165 | 2188618 |
|  |  | 3453644 |
| **Wisconsin — 0.0%** |  |  |
| State of Wisconsin RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.70%, 05/01/26 | 220 | 223156 |
| &nbsp;&nbsp;&nbsp;Series C, 3.15%, 05/01/27 | 2580 | 2449883 |
|  |  | 2673039 |
| **Total Municipal Debt Obligations — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $582,176,221)** |  | 498390302 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **U.S. Government & Agency Obligations** |  |  |
| **Mortgage-Backed Securities — 28.3%** |  |  |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/52 | $1134 | $934011 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.03%, 11/01/40, (12 mo. LIBOR US + 1.775%)<sup>(a)</sup> | 13 | 13259 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/27 | 106 | 101962 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/28 | 1389 | 1333626 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/30 | 10736 | 10218680 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/31 | 100 | 93937 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/31 | 3517 | 3314646 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/31 | 7352 | 6928425 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/31 | 43 | 40400 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/31 | 10889 | 10261643 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/32 | 13553 | 12772602 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/32 | 157 | 147858 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/33 | 12009 | 11305246 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/33 | 31 | 28826 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/33 | 1366 | 1277987 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/52 | 6000 | 5141888 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 12/01/38, (12 mo. LIBOR US + 1.760%)<sup>(a)</sup> | 511 | 506028 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 05/01/42, (12 mo. LIBOR US + 1.804%)<sup>(a)</sup> | 337 | 335037 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/26 | 241 | 232991 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/27 | 112 | 108327 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/27 | 277 | 266941 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/27 | 172 | 166866 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/27 | 1566 | 1520116 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/27 | 1489 | 1445918 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/27 | 57 | 55119 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/27 | 179 | 174673 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/27 | 873 | 847250 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/27 | 342 | 332270 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/27 | 183 | 178186 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/28 | 50 | 48626 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/28 | 169 | 164227 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/29 | 197 | 191025 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/29 | 602 | 578413 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/29 | 26356 | 25546439 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/30 | 4082 | 3911604 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/30 | 2473 | 2377164 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/30 | 4924 | 4718439 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/30 | 11507 | 11026795 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/31 | 3466 | 3307098 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/31 | 7316 | 6980956 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/31 | 5306 | 5062658 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/31 | 45 | 42500 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/31 | 30 | 28699 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/32 | 106 | 101020 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/32 | 8303 | 7913628 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/32 | 10 | 9665 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/33 | 21 | 19530 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/33 | 1831 | 1739888 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/42 | 485 | 443518 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/42 | 193 | 176343 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/43 | 505 | 461367 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/43 | 13728 | 12551848 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/44 | 36 | 32754 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/45 | 290 | 262571 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/45 | 193 | 174481 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/45 | 15 | 13382 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/46 | 1070 | 968586 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/46 | 127 | 115178 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/46 | $2517 | $2277100 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/46 | 44355 | 40123632 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/46 | 17730 | 16135490 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/46 | 34772 | 31462892 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/46 | 25765 | 23307910 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/46 | 59239 | 53618986 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/47 | 13869 | 12546296 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/47 | 29748 | 26912046 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/47 | 149 | 134391 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/47 | 385 | 347945 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/47 | 23796 | 21687618 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/47 | 23148 | 20940188 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/47 | 3088 | 2793793 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/47 | 676 | 612169 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/47 | 7620 | 6893299 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/47 | 14 | 12446 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/48 | 15 | 13369 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/48 | 1151 | 1030847 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/49 | 187 | 166913 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/49 | 229 | 206598 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/49 | 182 | 162476 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 01/01/42, (12 mo. LIBOR US + 1.900%)<sup>(a)</sup> | 70 | 69382 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/25 | 744 | 726742 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/26 | 768 | 749107 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/26 | 180 | 175022 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/32 | 730 | 706706 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/32 | 2155 | 2096767 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/32 | 1799 | 1738506 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/33 | 127 | 122102 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/33 | 6574 | 6388420 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/33 | 18 | 17766 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/34 | 5619 | 5448438 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/38 | 3713 | 3573762 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/38 | 997 | 959667 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/38 | 645 | 621500 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/42 | 55 | 52259 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/42 | 6 | 5781 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/42 | 9 | 8173 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/42 | 7657 | 7227636 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/42 | 584 | 550950 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/43 | 11 | 10539 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/43 | 4225 | 3986235 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/43 | 830 | 784998 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/43 | 1357 | 1280785 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/43 | 4904 | 4626902 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/43 | 1053 | 995817 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/44 | 12731 | 12021273 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/44 | 6827 | 6455426 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/44 | 5330 | 5025390 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/44 | 7526 | 7064344 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/44 | 87 | 82059 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/45 | 9559 | 8931237 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/46 | 358 | 334145 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/46 | 27277 | 25637900 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/46 | 3579 | 3359637 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/46 | 103 | 96508 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/46 | 4726 | 4427695 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/46 | 3264 | 3051424 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/46 | 5286 | 4957459 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/46 | 1262 | 1177454 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/46 | $685 | $639032 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/46 | 4003 | 3737715 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/47 | 2148 | 2004336 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/47 | 5282 | 4933379 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/47 | 3470 | 3238577 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/47 | 7802 | 7282447 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/47 | 1680 | 1577482 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/47 | 6960 | 6492842 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/47 | 19415 | 18255298 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/47 | 24891 | 23241341 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/47 | 4398 | 4102579 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/48 | 20089 | 18959143 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/48 | 21235 | 19787077 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/48 | 8660 | 8073592 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/48 | 1995 | 1882996 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/48 | 9884 | 9205129 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/49 | 1361 | 1272494 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/49 | 4107 | 3816197 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/49 | 1770 | 1655020 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 08/01/41, (12 mo. LIBOR US + 1.732%)<sup>(a)</sup> | 203 | 201783 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.83%, 11/01/40, (12 mo. LIBOR US + 1.910%)<sup>(a)</sup> | 372 | 369872 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/25 | 78 | 77125 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/25 | 457 | 448382 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/26 | 313 | 306648 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/26 | 534 | 523616 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/32 | 1270 | 1255929 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/33 | 2273 | 2246338 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/41 | 3022 | 2939300 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/42 | 2403 | 2337102 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/42 | 517 | 501821 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/42 | 3416 | 3321442 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/42 | 1478 | 1435963 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/44 | 4076 | 3956724 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/45 | 1041 | 1009467 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/45 | 1431 | 1397716 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/45 | 2082 | 2014780 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/45 | 3755 | 3633094 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/45 | 6214 | 6012562 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/46 | 1674 | 1619926 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/46 | 151 | 145033 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/46 | 347 | 333681 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/46 | 3682 | 3546446 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/46 | 96 | 91056 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/46 | 3080 | 2988113 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/46 | 90 | 87037 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/46 | 2930 | 2834731 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/46 | 8605 | 8285882 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/47 | 3572 | 3439786 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/47 | 256 | 246220 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/47 | 777 | 747470 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/47 | 1459 | 1403986 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/48 | 5823 | 5604632 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 | 8620 | 8317605 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 | 172 | 165390 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/48 | 15680 | 15179113 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/48 | 14558 | 14008573 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/48 | 1885 | 1814354 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/48 | 3742 | 3600642 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/48 | 1943 | 1873772 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/48 | 9969 | 9610598 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/49 | $1597 | $1536658 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 11/01/41, (12 mo. LIBOR US + 1.892%)<sup>(a)</sup> | 299 | 297869 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 09/01/41, (12 mo. LIBOR US + 1.880%)<sup>(a)</sup> | 218 | 214773 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 11/01/40, (12 mo. LIBOR US + 1.900%)<sup>(a)</sup> | 200 | 196245 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/24 | 66 | 65188 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/24 | 18 | 17375 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/24 | 57 | 56511 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/24 | 50 | 49172 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/30 | 1231 | 1228936 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/39 | 1034 | 1034463 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/39 | 1235 | 1235498 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/39 | 738 | 738806 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/40 | 222 | 222546 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/41 | 1491 | 1491792 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/41 | 50 | 49595 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/41 | 3932 | 3934598 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/42 | 3885 | 3887219 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/45 | 2762 | 2756418 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/45 | 173 | 171710 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/45 | 144 | 143792 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/46 | 4246 | 4237488 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/46 | 200 | 200074 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 | 605 | 599933 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/46 | 460 | 456703 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/46 | 109 | 108113 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/46 | 307 | 304645 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/46 | 2653 | 2647756 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/47 | 2254 | 2232880 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/47 | 1272 | 1260262 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/47 | 159 | 156560 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/48 | 7535 | 7453548 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/48 | 5905 | 5844784 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/48 | 4360 | 4315566 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/48 | 201 | 198428 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/48 | 7912 | 7865792 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 | 36 | 35638 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/48 | 7397 | 7316875 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/49 | 1631 | 1612971 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/49 | 15 | 14440 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/52 | 14822 | 14478669 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/24 | 0 <sup>(h)</sup> | 4 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/25 | 422 | 418278 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/33 | 3021 | 3063946 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/33 | 365 | 370357 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/33 | 723 | 733209 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/35 | 1314 | 1334395 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/01/36 | 603 | 612646 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/01/37 | 74 | 74937 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/37 | 73 | 74107 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/38 | 388 | 394043 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/38 | 2578 | 2630506 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/38 | 326 | 332435 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/40 | 90 | 92524 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/40 | 372 | 380870 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/40 | 1588 | 1623876 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/41 | 434 | 443597 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/47 | 628 | 633639 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/48 | 268 | 270248 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/48 | 4855 | 4900782 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/48 | 1555 | 1569496 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/48 | $1014 | $1023106 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/48 | 653 | 659296 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/48 | 1205 | 1219202 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/49 | 461 | 465552 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/49 | 879 | 887228 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/52 | 10942 | 10902130 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/52 | 12703 | 12656714 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/52 | 10716 | 10671900 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/01/34 | 1195 | 1232114 |
| &nbsp;&nbsp;&nbsp;5.50%, 05/01/35 | 1014 | 1052644 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/35 | 550 | 571011 |
| &nbsp;&nbsp;&nbsp;5.50%, 05/01/36 | 681 | 708454 |
| &nbsp;&nbsp;&nbsp;5.50%, 07/01/36 | 1207 | 1255897 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/38 | 1098 | 1141967 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/01/38 | 239 | 248672 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/01/39 | 591 | 609815 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/01/39 | 587 | 610592 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/01/36 | 672 | 707468 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/01/37 | 531 | 560466 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/01/37 | 1865 | 1969538 |
| &nbsp;&nbsp;&nbsp;6.00%, 09/01/38 | 28 | 29775 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/15/37<sup>(i)</sup> | 151413 | 132696506 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/37 | 12103 | 10883759 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/15/37<sup>(i)</sup> | 212 | 190753 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.24%, 02/01/42, (12 mo. LIBOR US + 1.805%)<sup>(a)</sup> | 102 | 101006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.41%, 04/01/44, (12 mo. LIBOR US + 1.590%)<sup>(a)</sup> | 284 | 280081 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/16/35<sup>(i)</sup> | 119486 | 110393199 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/52 | 14725 | 12619976 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/47 | 10249 | 9356326 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/47 | 7530 | 6734864 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/52 | 19966 | 17710773 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/52 | 49919 | 44481040 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/51 | 6208 | 5841802 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/37<sup>(i)</sup> | 40265 | 39359037 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/41, (12 mo. LIBOR US + 1.750%)<sup>(a)</sup> | 221 | 221659 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/47 | 10496 | 10184775 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/52 | 63202 | 59800492 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/57 | 6896 | 6683341 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/57 | 7787 | 7546823 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.07%, 10/01/41, (12 mo. LIBOR US + 1.815%)<sup>(a)</sup> | 373 | 373181 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/37<sup>(i)</sup> | 4200 | 4183173 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/52 | 10882 | 10760509 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/52 | 54091 | 53163022 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/52 | 2048 | 1993122 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/15/37<sup>(i)</sup> | 975 | 985893 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/52 | 20760 | 20801901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-M10, Class A2, 3.09%, 04/25/27<sup>(a)</sup> | 3195 | 3041464 |
| &nbsp;&nbsp;&nbsp;Series 2016-M11, Class A1, 2.08%, 07/25/26 | 561 | 544058 |
| &nbsp;&nbsp;&nbsp;Series 2016-M6, Class A2, 2.49%, 05/25/26 | 8826 | 8276117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017, Class A2, 3.06%, 09/25/27<sup>(a)</sup> | 1774 | 1677657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-M4, Class A2, 2.64%, 12/25/26<sup>(a)</sup> | 21669 | 20213317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-M7, Class A2, 2.96%, 02/25/27<sup>(a)</sup> | 15720 | 14879983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-M8, Class A2, 3.06%, 05/25/27<sup>(a)</sup> | 9501 | 9017870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-M10, Class A2, 3.47%, 07/25/28<sup>(a)</sup> | 3000 | 2867159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-M12, Class A2, 3.76%, 08/25/30<sup>(a)</sup> | 12300 | 11639840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-M13, Class A2, 3.87%, 09/25/30<sup>(a)</sup> | 8136 | 7755251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-M2, Class A2, 3.00%, 01/25/28<sup>(a)</sup> | 8925 | 8398587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-M2, Class A2, 3.75%, 11/25/28<sup>(a)</sup> | 5258 | 5076945 |
| &nbsp;&nbsp;&nbsp;Series 2019-M22, Class A2, 2.52%, 08/25/29 | 23977 | 21485781 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M13, Class A2, 1.61%, 04/25/31<sup>(a)</sup> | $17050 | $13707639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M17, Class A2, 1.71%, 07/25/31<sup>(a)</sup> | 20500 | 16560944 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-M1, Class A2, 1.72%, 10/25/31<sup>(a)</sup> | 29670 | 23684173 |
| Freddie Mac Multifamily Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K036, Class A2, 3.53%, 10/25/23 <br> (Call 11/25/23)<sup>(a)</sup> | 8685 | 8590452 |
| &nbsp;&nbsp;&nbsp;Series K046, Class A2, 3.21%, 03/25/25 <br> (Call 04/25/25) | 5000 | 4823644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K048, Class A2, 3.28%, 06/25/25<sup>(a)</sup> | 14000 | 13514754 |
| &nbsp;&nbsp;&nbsp;Series K052, Class A2, 3.15%, 11/25/25 <br> (Call 01/25/26) | 19250 | 18493254 |
| &nbsp;&nbsp;&nbsp;Series K053, Class A2, 3.00%, 12/25/25 <br> (Call 01/25/26) | 15000 | 14352254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K059, Class A2, 3.12%, 09/25/26 <br> (Call 10/25/26)<sup>(a)</sup> | 14300 | 13639303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K063, Class A2, 3.43%, 01/25/27 <br> (Call 02/25/27)<sup>(a)</sup> | 20000 | 19249401 |
| &nbsp;&nbsp;&nbsp;Series K066, Class A2, 3.12%, 06/25/27 <br> (Call 07/25/27) | 18250 | 17324920 |
| &nbsp;&nbsp;&nbsp;Series K067, Class A1, 2.90%, 03/25/27 | 9953 | 9603454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K069, Class A2, 3.19%, 09/25/27 <br> (Call 10/25/27)<sup>(a)</sup> | 3150 | 2995262 |
| &nbsp;&nbsp;&nbsp;Series K072, Class A2, 3.44%, 12/25/27 | 10000 | 9614999 |
| &nbsp;&nbsp;&nbsp;Series K074, Class A2, 3.60%, 01/25/28 <br> (Call 07/25/28) | 10000 | 9676955 |
| &nbsp;&nbsp;&nbsp;Series K076, Class A2, 3.90%, 04/25/28 <br> (Call 05/25/28) | 8000 | 7842480 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K081, Class A2, 3.90%, 08/25/28 <br> (Call 12/25/28)<sup>(a)</sup> | 19091 | 18657280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K085, Class A2, 4.06%, 10/25/28 <br> (Call 11/25/28)<sup>(a)</sup> | 20000 | 19612794 |
| &nbsp;&nbsp;&nbsp;Series K089, Class A2, 3.56%, 01/25/29 <br> (Call 04/25/29) | 10000 | 9567594 |
| &nbsp;&nbsp;&nbsp;Series K100, Class A2, 2.67%, 09/25/29 <br> (Call 10/25/29) | 10000 | 9013815 |
| &nbsp;&nbsp;&nbsp;Series K101, Class A2, 2.52%, 10/25/29 <br> (Call 01/25/30) | 31000 | 27637526 |
| &nbsp;&nbsp;&nbsp;Series K105, Class A2, 1.87%, 01/25/30 | 4775 | 4052770 |
| &nbsp;&nbsp;&nbsp;Series K108, Class A2, 1.52%, 03/25/30 <br> (Call 03/25/30) | 2000 | 1651248 |
| &nbsp;&nbsp;&nbsp;Series K110, Class A2, 1.48%, 04/25/30 | 13200 | 10828724 |
| &nbsp;&nbsp;&nbsp;Series K111, Class A2, 1.35%, 05/25/30 | 5000 | 4046036 |
| &nbsp;&nbsp;&nbsp;Series K117, Class A2, 1.41%, 08/25/30 | 15000 | 12085992 |
| &nbsp;&nbsp;&nbsp;Series K126, Class A2, 2.07%, 01/25/31 <br> (Call 05/25/31) | 17440 | 14683312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K135, CLASS A2, 2.15%, 10/25/31 <br> (Call 11/25/31)<sup>(a)</sup> | 4670 | 3907867 |
| &nbsp;&nbsp;&nbsp;Series K1510, Class A3, 3.79%, 01/25/34 | 20000 | 18878939 |
| &nbsp;&nbsp;&nbsp;Series K-1512, Class A2, 2.99%, 05/25/31 | 10960 | 9907646 |
| &nbsp;&nbsp;&nbsp;Series K-1512, Class A3, 3.06%, 04/25/34 | 16190 | 14114270 |
| &nbsp;&nbsp;&nbsp;Series K-1514, Class A2, 2.86%, 10/25/34 | 15500 | 13036564 |
| &nbsp;&nbsp;&nbsp;Series K722, Class A2, 2.41%, 03/25/23 | 6511 | 6469058 |
| &nbsp;&nbsp;&nbsp;Series K729, Class A1, 2.95%, 02/25/24 | 1699 | 1699048 |
| &nbsp;&nbsp;&nbsp;Series K733, Class A2, 3.75%, 08/25/25 | 15000 | 14620364 |
| &nbsp;&nbsp;&nbsp;Series K734, Class A2, 3.21%, 02/25/26 <br> (Call 07/25/26) | 5700 | 5476022 |
| &nbsp;&nbsp;&nbsp;Series K739, Class A2, 1.34%, 09/25/27 | 25490 | 22280975 |
| Government National Mortgage Association 1.50%, 10/20/51 | 4694 | 3795175 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 07/20/50 | $5781 | $4941047 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/20/50 | 76536 | 65415927 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/20/50 | 2197 | 1877562 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/20/50 | 8380 | 7162729 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/20/50 | 45873 | 39207566 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/20/50 | 83126 | 71048299 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/20/51 | 166515 | 142128876 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/20/51 | 7562 | 6445438 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/20/51 | 136339 | 116119452 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/20/51 | 95460 | 81244004 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/20/51 | 69272 | 58934367 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/20/51 | 247571 | 210549020 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/20/52 | 86621 | 73640969 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/52 | 71256 | 60518879 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/20/52 | 41366 | 35088560 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/20/52 | 7792 | 6609567 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/20/52<sup>(i)</sup> | 110993 | 94448106 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/28 | 80 | 77282 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/20/31 | 84 | 78626 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/20/45 | 3282 | 2929502 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/20/46 | 469 | 418530 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/20/46 | 14445 | 12894980 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/20/47 | 6615 | 5905791 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/20/50 | 17099 | 15072385 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/20/50 | 18678 | 16463516 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/50 | 40126 | 35369834 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/20/51 | 88147 | 77697733 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/20/51 | 70524 | 62133927 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/20/51 | 285705 | 251450912 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/20/51 | 9328 | 8206377 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/20/51 | 250005 | 219877150 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/20/51 | 124667 | 109605006 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/20/51 | 4533 | 3982687 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/20/51 | 37131 | 32610226 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/20/51 | 105393 | 92561989 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/20/52 | 92822 | 81315665 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/20/52 | 42937 | 37601512 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/20/52 | 29344 | 25697456 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/20/52 | 9766 | 8570221 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/20/52 | 19608 | 17225530 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/20/52<sup>(i)</sup> | 43497 | 38223429 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/42 | 5185 | 4775701 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/42 | 10 | 8865 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/42 | 33 | 30195 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/43 | 185 | 170155 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/43 | 31 | 28135 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/43 | 70 | 64557 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/43 | 160 | 147229 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/43 | 5950 | 5480443 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/43 | 528 | 484962 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/44 | 4946 | 4542020 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/44 | 15649 | 14414258 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/44 | 687 | 629588 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/44 | 116 | 107073 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/20/45 | 4995 | 4584816 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/45 | 20606 | 18914137 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/45 | 6718 | 6166276 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/45 | 13500 | 12391603 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/20/45 | 4596 | 4218392 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/45 | 2911 | 2672163 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/45 | $5332 | $4893773 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/46 | 16019 | 14703856 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/20/46 | 7343 | 6737507 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/46 | 12172 | 11168936 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/46 | 14502 | 13306408 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/46 | 20280 | 18607957 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/46 | 35465 | 32541662 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/46 | 26723 | 24520684 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/46 | 7208 | 6613946 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/46 | 8281 | 7567369 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/46 | 41537 | 38113308 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/20/47 | 2187 | 2006693 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/47 | 12298 | 11236218 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/47 | 13246 | 12154407 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/20/47 | 12265 | 11254227 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/20/47 | 267 | 244753 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/47 | 5905 | 5418971 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/47 | 348 | 319434 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/20/47 | 7138 | 6551047 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/47 | 130 | 119229 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/48 | 5537 | 5038474 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/20/48 | 20 | 18690 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/49 | 8407 | 7681771 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/49 | 29837 | 27230751 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/49 | 10907 | 9899124 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/20/49 | 15790 | 14406344 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/49 | 175 | 159972 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/49 | 93260 | 85120230 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/20/50 | 49635 | 45244541 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/50 | 62714 | 57148942 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/50 | 1964 | 1787404 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/50 | 29171 | 26537166 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/50 | 1175 | 1068977 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/51 | 747 | 676644 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/51 | 81217 | 73545549 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/51 | 27006 | 24447498 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/20/51 | 31090 | 28135847 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/51 | 52705 | 47683070 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/51 | 47228 | 42714910 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/52 | 24102 | 21785482 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/52 | 9910 | 8928954 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/52 | 29513 | 26633289 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/52 | 14766 | 13325402 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/52<sup>(i)</sup> | 42407 | 38296696 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/40 | 65 | 61803 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/40 | 47 | 44911 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/20/41 | 97 | 92011 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/41 | 168 | 160029 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/41 | 241 | 228767 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/41 | 1773 | 1684700 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/42 | 110 | 104874 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/42 | 9141 | 8691673 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/42 | 397 | 377022 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/42 | 11023 | 10481391 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/42 | 323 | 307271 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/42 | 29377 | 27933562 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/42 | 456 | 433133 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/42 | 25672 | 24411336 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/42 | 666 | 633223 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/42 | 9062 | 8617270 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/43 | $351 | $333935 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/20/43 | 174 | 165799 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/43 | 469 | 446468 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/43 | 777 | 739228 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/43 | 25 | 23321 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/20/43 | 196 | 186247 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/43 | 729 | 693946 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/43 | 10495 | 9975894 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/43 | 142 | 134956 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/43 | 70 | 66120 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/43 | 191 | 181184 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/44 | 152 | 144378 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/44 | 5892 | 5599786 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/20/44 | 1915 | 1820009 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/44 | 180 | 170939 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/20/44 | 32 | 30818 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/44 | 27 | 25931 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/44 | 6273 | 5955810 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/44 | 75 | 71707 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/44 | 11261 | 10692161 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/44 | 149 | 141682 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/44 | 1691 | 1605604 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/44 | 14 | 13219 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/44 | 1052 | 998675 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/45 | 62 | 59122 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/45 | 156 | 147996 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/45 | 122 | 115333 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/20/45 | 10749 | 10192165 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/20/45 | 4065 | 3855220 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/45 | 43 | 40421 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/20/45 | 17 | 16066 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/20/45 | 237 | 225079 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/45 | 518 | 490667 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/45 | 15683 | 14870903 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/45 | 1540 | 1460281 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/45 | 11155 | 10577592 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/45 | 6231 | 5908788 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/46 | 22976 | 21786471 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/20/46 | 10127 | 9580183 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/20/46 | 44595 | 42188697 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/20/46 | 318 | 300707 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 | 48 | 45104 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/46 | 457 | 432219 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/46 | 12937 | 12239026 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/47 | 51 | 48237 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/47 | 3047 | 2882222 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/20/47 | 52250 | 49430634 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/47 | 19402 | 18328003 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/20/47 | 17076 | 16130790 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/20/47 | 3849 | 3636123 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/20/47 | 484 | 457506 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/47 | 25492 | 24090317 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/47 | 58 | 54424 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/47 | 8002 | 7558609 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/47 | 14785 | 13998207 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/47 | 21 | 19978 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/47 | 21974 | 20757653 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/47 | 34850 | 32739192 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/47 | 10210 | 9659209 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/48 | 9549 | 9020211 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 02/20/48 | $3601 | $3402227 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/20/48 | 35137 | 33149065 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/48 | 373 | 350379 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/48 | 4712 | 4439032 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/48 | 3745 | 3528055 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/49 | 2299 | 2171705 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/20/49 | 761 | 715683 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/49 | 6079 | 5713585 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/49 | 7783 | 7316086 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/50 | 30811 | 28952964 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/50 | 8733 | 8206130 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/50 | 7135 | 6686876 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/51 | 2762 | 2574051 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/52 | 10875 | 10136349 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/52 | 10000 | 9263719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/52<sup>(i)</sup> | 121876 | 113135529 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/39 | 7 | 6438 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/40 | 2396 | 2358732 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/41 | 2 | 1683 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/20/41 | 779 | 767010 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/41 | 1870 | 1833626 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/20/41 | 15 | 14957 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/41 | 860 | 843190 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/41 | 21 | 20100 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/41 | 1037 | 1020479 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/41 | 345 | 338266 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/41 | 206 | 202318 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/41 | 846 | 828705 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/20/41 | 3452 | 3396280 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/42 | 72 | 70837 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/20/42 | 1501 | 1477136 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/42 | 355 | 348550 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/42 | 1881 | 1838871 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/42 | 522 | 510521 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/42 | 756 | 742682 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/43 | 15 | 14336 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/20/43 | 3727 | 3644690 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/44 | 128 | 124226 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/44 | 31 | 29817 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/44 | 173 | 167807 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/44 | 9 | 9241 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/20/44 | 265 | 258418 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/44 | 3 | 3213 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/44 | 10 | 9966 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/20/44 | 4995 | 4871992 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/20/44 | 328 | 319970 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/20/45 | 7843 | 7649146 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/20/45 | 4358 | 4244552 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/45 | 5084 | 4951172 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/20/45 | 604 | 588253 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/20/46 | 2319 | 2258897 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/20/46 | 11448 | 11149092 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/20/46 | 2437 | 2369652 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/20/46 | 33 | 31774 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/46 | 560 | 544248 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/46 | 2924 | 2842918 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/46 | 4673 | 4544468 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/20/47 | 18505 | 17969203 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/47 | 7558 | 7339191 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/20/47 | 33016 | 32060053 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 08/20/47 | $1567 | $1521853 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/47 | 19929 | 19352318 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/20/47 | 47 | 45739 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/20/48 | 159 | 154150 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/48 | 42 | 40190 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/20/48 | 23146 | 22476010 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/20/48 | 12355 | 11978662 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/48 | 2003 | 1940463 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/20/48 | 13267 | 12862386 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/20/48 | 20512 | 19885912 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/48 | 7406 | 7180137 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/20/48 | 627 | 607613 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/48 | 17307 | 16778931 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/20/49 | 7788 | 7550432 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/20/49 | 316 | 306135 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/20/49 | 744 | 717451 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/49 | 748 | 717404 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/49 | 1881 | 1810212 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/49 | 1969 | 1911558 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/20/50 | 121 | 117030 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/20/50 | 179 | 173931 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/20/52 | 9552 | 9119507 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/52 | 59948 | 57165574 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/20/52<sup>(i)</sup> | 122875 | 117283227 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/39 | 321 | 322241 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/39 | 1585 | 1591045 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/20/39 | 814 | 820405 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/20/40 | 221 | 222208 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/40 | 1503 | 1507812 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/40 | 727 | 729486 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/40 | 1110 | 1113614 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/40 | 1357 | 1367661 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/40 | 1330 | 1334793 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/40 | 3307 | 3333542 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/41 | 2898 | 2920647 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/20/41 | 15000 | 15119677 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/20/41 | 1993 | 2009107 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/20/41 | 403 | 405960 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/20/45 | 3362 | 3367586 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/46 | 4 | 4064 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/46 | 4231 | 4242506 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/20/46 | 691 | 696383 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/46 | 3008 | 3016517 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/20/46 | 1189 | 1192270 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/20/46 | 496 | 497334 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/20/47 | 499 | 499526 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/20/47 | 602 | 597774 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/47 | 566 | 561523 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/47 | 1292 | 1282793 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/20/47 | 2972 | 2950369 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/47 | 936 | 929414 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/20/48 | 2247 | 2228044 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/48 | 5700 | 5651043 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/48 | 6197 | 6141262 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/20/48 | 8107 | 8034709 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/48 | 13033 | 12916547 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/20/48 | 652 | 646391 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/48 | 672 | 665917 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/20/48 | 186 | 184058 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/20/48 | 6630 | 6570819 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 01/20/49 | $145 | $143682 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/20/49 | 1456 | 1432710 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/20/49 | 2828 | 2802720 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/49 | 734 | 724397 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/49 | 8938 | 8858105 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/20/49 | 6637 | 6577217 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/49 | 2672 | 2647717 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/52 | 111316 | 108887594 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/20/52<sup>(i)</sup> | 90036 | 88215825 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/15/36 | 464 | 474608 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/39 | 1353 | 1392946 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/39 | 2439 | 2513570 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/40 | 877 | 904237 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/20/40 | 4551 | 4676782 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/20/40 | 1680 | 1726238 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/47 | 1059 | 1079559 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/47 | 161 | 163308 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/47 | 114 | 116004 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/47 | 362 | 368075 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/15/47 | 263 | 268274 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/48 | 346 | 351419 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/48 | 606 | 617938 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/20/48 | 1254 | 1268097 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/20/48 | 4330 | 4377430 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/48 | 4678 | 4729093 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/20/48 | 92 | 93416 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/20/48 | 1692 | 1710499 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/20/48 | 3073 | 3106508 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/20/49 | 5118 | 5173282 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/20/49 | 12084 | 12214199 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/49 | 1433 | 1448066 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/20/49 | 11527 | 11651302 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/20/52 | 6625 | 6615074 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/20/52<sup>(i)</sup> | 88677 | 88593865 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/36 | 700 | 729509 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/20/38 | 735 | 764936 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/20/39 | 1135 | 1182074 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/15/39 | 266 | 279154 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 2562 | 2691432 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/20/48 | 268 | 278100 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/20/52<sup>(i)</sup> | 11175 | 11307535 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/15/37 | 2163 | 2290335 |
| &nbsp;&nbsp;&nbsp;6.00%, 09/20/38 | 828 | 879384 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/39 | 368 | 392254 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/20/38 | 1229 | 1330163 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/01/36 | 19523 | 17082043 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/01/36 | 343 | 300507 |
| &nbsp;&nbsp;&nbsp;1.50%, 07/01/36 | 3523 | 3082821 |
| &nbsp;&nbsp;&nbsp;1.50%, 10/01/36 | 13966 | 12219555 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/01/37 | 168054 | 147042704 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/01/37 | 172831 | 151098932 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/01/37 | 26620 | 23273603 |
| &nbsp;&nbsp;&nbsp;1.50%, 08/01/37 | 13805 | 12078948 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/01/50 | 93898 | 73008742 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/01/51 | 26133 | 20319268 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/01/51 | 9510 | 7401951 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/01/51 | 106414 | 82814676 |
| &nbsp;&nbsp;&nbsp;1.50%, 07/01/51 | 144864 | 112730799 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/01/51 | 93502 | 72709524 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/13/52<sup>(i)</sup> | $77625 | $60465630 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/35 | 34775 | 31289301 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/35 | 16631 | 14973698 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/35 | 75509 | 67937876 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/36 | 388935 | 349926465 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/36 | 76604 | 68872161 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/36 | 593 | 532561 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/01/36 | 61146 | 54963434 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/36 | 35524 | 31912228 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/01/36 | 28625 | 25715531 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/36 | 23425 | 21043314 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/36 | 7513 | 6749194 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/36 | 50350 | 45244578 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/36 | 95535 | 85841863 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/37 | 140121 | 125920941 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/37 | 38898 | 34944549 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/37 | 141803 | 127253263 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/01/37 | 69267 | 62159728 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/37 | 100489 | 90180733 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/01/50 | 62632 | 51791545 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/50 | 54739 | 45259308 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/50 | 169691 | 140248682 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/50 | 2669 | 2204578 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/50 | 198049 | 163849974 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/51 | 108164 | 89503923 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/51 | 473578 | 390820863 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/51 | 501361 | 413740845 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/51 | 518428 | 427494338 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/01/51 | 116507 | 96174508 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/51 | 273553 | 225382314 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/01/51 | 201303 | 166021058 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/01/51 | 86064 | 70864650 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/51 | 38153 | 31439476 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/51 | 725958 | 598356340 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/51 | 406405 | 334839559 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/51 | 423549 | 348954513 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/52 | 242290 | 199528413 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/52 | 378466 | 311348908 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/52 | 146695 | 120547100 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/52 | 15329 | 12623012 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/13/52<sup>(i)</sup> | 9256 | 7623468 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/27 | 1204 | 1155745 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/27 | 1262 | 1210646 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/28 | 145 | 139224 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/28 | 222 | 212813 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/28 | 38 | 36311 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/28 | 108 | 103263 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/28 | 44 | 41797 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/29 | 76 | 72219 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 | 1977 | 1897404 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/30 | 1260 | 1195608 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/30 | 4094 | 3879854 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/30 | 241 | 228613 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/30 | 652 | 617457 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/30 | 1334 | 1263924 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/30 | 3550 | 3362791 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/30 | 1315 | 1246002 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/30 | 2638 | 2499148 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/31 | 1692 | 1603597 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/31 | 1008 | 949125 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/31 | $25 | $23967 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/31 | 5025 | 4731152 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/31 | 47671 | 45127227 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/31 | 8718 | 8207090 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/32 | 16864 | 15877578 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/32 | 20009 | 18838557 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/32 | 7737 | 7284491 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/32 | 47513 | 44733702 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/32 | 30397 | 28617885 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/32 | 857 | 806824 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/32 | 13647 | 12849009 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/32 | 5109 | 4810054 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/32 | 997 | 937926 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/32 | 737 | 692965 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/32 | 8908 | 8377731 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/33 | 27584 | 26155940 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/33 | 125 | 116694 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/33 | 121 | 112686 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/34 | 693 | 656394 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/34 | 293 | 271672 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/34 | 25743 | 23868886 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/35 | 14139 | 13085980 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/35 | 26763 | 24770010 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/35 | 85899 | 79503115 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/36 | 25306 | 23394813 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/36 | 1601 | 1480557 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/36 | 21576 | 19946331 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/36 | 36726 | 33952646 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/36 | 10581 | 9781587 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/36 | 1554 | 1436804 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/37 | 3504 | 3235411 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/37 | 8849 | 8164963 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/37 | 1762 | 1625413 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/43 | 228 | 201618 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/47 | 783 | 684478 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/47 | 9956 | 8703283 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/47 | 192 | 167675 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/50 | 47481 | 41248654 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/50 | 51279 | 44254478 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/50 | 153780 | 132759031 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/50 | 196690 | 169282926 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/50 | 226022 | 194332669 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/50 | 66201 | 56787882 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/51 | 146104 | 125185805 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/51 | 20469 | 17564568 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/51 | 66246 | 56655301 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/51 | 40018 | 34282920 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/51 | 21667 | 18596059 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/51 | 259319 | 222460786 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/51 | 296613 | 254622451 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/51 | 123316 | 105661662 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/51 | 72118 | 61767119 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/51 | 105004 | 90017521 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/51 | 413044 | 353779386 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/52 | 463854 | 397321620 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/52 | 113965 | 97566213 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/52 | 264098 | 225663220 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/52 | 185008 | 158123088 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/52 | 20128 | 17206231 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/52 | 40423 | 34518850 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/52 | $11780 | $10056902 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/13/52<sup>(i)</sup> | 539576 | 461548682 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/25 | 101 | 98470 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/26 | 68 | 65839 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/27 | 1751 | 1688482 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/27 | 19 | 18239 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/27 | 2236 | 2168749 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/27 | 1501 | 1455750 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/27 | 100 | 97240 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/29 | 152 | 146251 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/29 | 235 | 225647 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/29 | 118 | 113052 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/29 | 33 | 31971 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/30 | 90 | 86792 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/30 | 47167 | 45403238 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/30 | 3762 | 3601409 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/30 | 831 | 804460 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/30 | 2905 | 2780867 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/30 | 10919 | 10452880 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/30 | 15068 | 14424931 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/30 | 6736 | 6449212 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/30 | 1499 | 1434802 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/30 | 4351 | 4165379 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/31 | 15436 | 14777702 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/31 | 11088 | 10613682 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/31 | 7280 | 6939004 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/31 | 1054 | 991432 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/31 | 372 | 354182 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/31 | 6329 | 6033048 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/31 | 1617 | 1540995 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/31 | 5863 | 5600848 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/31 | 1440 | 1372562 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/31 | 12199 | 11825530 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/32 | 10656 | 10157018 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/32 | 19824 | 18896295 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/32 | 2792 | 2658724 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/32 | 203 | 194322 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/32 | 3646 | 3472081 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/32 | 6304 | 6035022 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/32 | 3930 | 3742079 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/32 | 1112 | 1060250 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/32 | 6365 | 6060259 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/32 | 12412 | 11818997 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/33 | 7027 | 6691324 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/33 | 551 | 522772 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/33 | 515 | 489296 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/33 | 5801 | 5515930 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/34 | 4642 | 4394345 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/34 | 400 | 378810 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/34 | 6604 | 6252046 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/34 | 4357 | 4124167 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/34 | 15096 | 14285383 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/35 | 4248 | 4020682 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/35 | 25309 | 23946270 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/35 | 822 | 777588 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/35 | 3491 | 3304835 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/35 | 9758 | 9232152 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/35 | 6982 | 6624738 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/37 | 16418 | 15439634 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/15/37<sup>(i)</sup> | 61320 | 57705289 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/42 | $234 | $213908 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/42 | 88 | 80691 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/42 | 3693 | 3372949 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/42 | 2765 | 2525776 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/42 | 14723 | 13454890 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/43 | 8252 | 7545863 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/43 | 251 | 229158 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/43 | 10626 | 9703411 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/43 | 11722 | 10700782 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/43 | 4891 | 4471083 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/43 | 2405 | 2194826 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/43 | 1714 | 1569357 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/43 | 2903 | 2649742 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/43 | 6735 | 6148966 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/44 | 9510 | 8682152 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/44 | 30122 | 27500139 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/44 | 11 | 10021 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/45 | 3039 | 2774936 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/45 | 268 | 244772 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/45 | 12983 | 11852932 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/45 | 109 | 99426 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/45 | 12458 | 11348970 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/45 | 60 | 54233 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/45 | 137 | 123901 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/45 | 972 | 879298 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/45 | 2062 | 1865334 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/45 | 387 | 349904 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/46 | 606 | 547087 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/46 | 3319 | 3001723 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/46 | 64 | 57482 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/46 | 78196 | 70719991 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/46 | 13993 | 12674165 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/46 | 4343 | 3942868 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/46 | 53413 | 48297905 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/46 | 117823 | 106554959 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/47 | 44090 | 40003568 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/47 | 71718 | 64811088 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/47 | 39013 | 35256067 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/47 | 1485 | 1341054 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/47 | 17981 | 16250208 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/47 | 5595 | 5055854 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/47 | 29053 | 26312229 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/48 | 4461 | 4029033 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/48 | 171 | 152812 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/48 | 442 | 399653 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/48 | 50270 | 45411720 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/49 | 23304 | 21075404 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/49 | 10811 | 9739057 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/49 | 17090 | 15275053 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/49 | 32482 | 29021681 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/50 | 8806 | 7864589 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 | 21039 | 18787042 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/50 | 34347 | 30624254 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/50 | 9543 | 8507171 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/50 | 27960 | 24929960 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/50 | 25415 | 22551143 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/50 | 64390 | 57739733 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/50 | 212 | 188053 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/50 | 122116 | 108790426 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/50 | 1751 | 1559222 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/50 | $614 | $546498 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/51 | 21428 | 19081489 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/51 | 58946 | 52952248 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/51 | 4046 | 3587270 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/51 | 66657 | 59333592 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/51 | 20604 | 18282466 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/52 | 46757 | 41460131 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/52 | 47634 | 42142621 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/52 | 146127 | 129356025 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/52 | 61047 | 54010297 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/13/52<sup>(i)</sup> | 330102 | 292123977 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/25 | 188 | 183434 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/27 | 229 | 222722 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/28 | 120 | 117107 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/29 | 249 | 243968 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/29 | 115 | 110576 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/29 | 974 | 951839 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/30 | 6206 | 6068492 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/30 | 1649 | 1612694 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/30 | 335 | 327374 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/31 | 2374 | 2307817 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/31 | 7701 | 7526997 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/32 | 8879 | 8641511 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/32 | 1111 | 1073881 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/32 | 4411 | 4288294 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/32 | 4056 | 3943114 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/32 | 1463 | 1422427 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/32 | 1042 | 1001227 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/32 | 2566 | 2508488 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/32 | 976 | 938474 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/32 | 1161 | 1121201 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/32 | 134 | 130314 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/33 | 562 | 545594 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/33 | 5089 | 4947411 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/33 | 6506 | 6254032 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/33 | 4533 | 4401306 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/33 | 5370 | 5213287 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/33 | 722 | 701042 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/34 | 1893 | 1843992 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/34 | 26016 | 25257614 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/34 | 564 | 546220 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/34 | 1789 | 1753614 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/34 | 2139 | 2071393 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/34 | 8478 | 8455812 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/34 | 6232 | 6036815 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/35 | 4331 | 4195393 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/35 | 371 | 360842 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/15/37<sup>(i)</sup> | 44640 | 42886268 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/38 | 987 | 949894 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/38 | 1737 | 1670830 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/40 | 256 | 243450 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/41 | 293 | 276708 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/42 | 8286 | 7812017 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/42 | 59 | 55337 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/42 | 25 | 23992 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/42 | 2989 | 2821494 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/42 | 491 | 463663 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/42 | 9921 | 9354792 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/42 | 3688 | 3470809 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/43 | 88 | 82963 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/43 | $574 | $547462 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/43 | 102 | 96451 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/43 | 135 | 126929 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/43 | 3823 | 3603644 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/43 | 122 | 115014 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/43 | 4069 | 3837087 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/44 | 232 | 219193 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/44 | 4846 | 4568121 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/45 | 125 | 117489 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/45 | 5863 | 5526186 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/45 | 22735 | 21371992 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/45 | 25015 | 23528796 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/45 | 96 | 89155 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/45 | 10149 | 9543598 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/45 | 4063 | 3821554 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/45 | 2059 | 1941032 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/45 | 289 | 269875 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/45 | 38821 | 36327110 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/46 | 17197 | 16242552 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/46 | 17429 | 16269332 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/46 | 21559 | 20188375 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/46 | 3050 | 2841914 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/46 | 18088 | 16978215 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/46 | 3427 | 3192449 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/46 | 28572 | 26834794 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/46 | 8948 | 8348973 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/46 | 7360 | 6859686 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/46 | 10151 | 9499891 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/46 | 14366 | 13439165 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/46 | 63537 | 59710936 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/47 | 33102 | 31114447 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/47 | 13925 | 12995992 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/47 | 12879 | 12087975 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/47 | 15112 | 14183823 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/47 | 10420 | 9764444 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/47 | 66321 | 61977262 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/47 | 16062 | 15024010 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/47 | 17179 | 16009852 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/47 | 13396 | 12586325 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/47 | 18593 | 17460997 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/47 | 17829 | 16619662 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/48 | 19071 | 17870447 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/48 | 82370 | 76967471 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/48 | 2660 | 2477544 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/48 | 12282 | 11494421 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/48 | 2464 | 2334173 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/48 | 3506 | 3262060 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/48 | 2770 | 2582307 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/48 | 41386 | 38509874 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/49 | 128 | 118070 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/49 | 1636 | 1519317 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/49 | 2574 | 2400255 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/49 | 1919 | 1775140 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/49 | 89649 | 83601880 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/49 | 14673 | 13574041 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/49 | 19865 | 18377247 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/50 | 50265 | 46873660 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/50 | 15711 | 14466951 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/51 | 31693 | 29313442 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/51 | 920 | 855010 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/51 | $4604 | $4228850 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/52 | 49368 | 45193068 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/52 | 62837 | 57602817 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/52 | 26372 | 24255487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/13/52<sup>(i)</sup> | 237686 | 217556967 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/25 | 805 | 790422 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/25 | 50 | 49305 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/26 | 324 | 317857 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/26 | 432 | 423643 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/26 | 159 | 155442 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/30 | 1205 | 1184963 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/31 | 440 | 432877 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/31 | 317 | 312076 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/31 | 1352 | 1328257 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/32 | 1713 | 1683770 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/32 | 4925 | 4825342 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/33 | 5483 | 5414762 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/33 | 917 | 905736 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/33 | 1625 | 1604559 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/33 | 11260 | 11047456 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/38 | 3089 | 3024768 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/40 | 23 | 22667 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/41 | 1166 | 1132342 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/42 | 2751 | 2669782 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/42 | 1965 | 1908867 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/42 | 70 | 68376 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/43 | 123 | 119778 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/43 | 90 | 86911 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/44 | 44 | 42678 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/44 | 2833 | 2765446 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/44 | 4688 | 4554316 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/44 | 1372 | 1330350 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/44 | 9923 | 9635652 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/45 | 12808 | 12423707 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/45 | 40615 | 39536349 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/45 | 6316 | 6138339 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/45 | 11637 | 11344552 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/45 | 6439 | 6244170 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/45 | 427 | 412717 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/45 | 365 | 352528 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/45 | 898 | 872778 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/45 | 149 | 144473 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/45 | 950 | 921473 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/46 | 810 | 783434 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/46 | 1330 | 1282024 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/46 | 1731 | 1666528 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/46 | 2634 | 2533916 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/46 | 7848 | 7610881 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/46 | 20722 | 20223020 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/46 | 23805 | 23007554 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/46 | 4137 | 3986927 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/46 | 191 | 183656 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/46 | 4299 | 4159474 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/46 | 1538 | 1499707 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/47 | 3120 | 3016034 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/47 | 2284 | 2170110 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/47 | 7019 | 6769674 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/47 | 6278 | 6065010 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/47 | 12292 | 11881423 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/47 | 19365 | 18660676 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/47 | $16349 | $15746021 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/47 | 17738 | 17095364 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/47 | 15047 | 14603931 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/47 | 7022 | 6753119 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/47 | 11141 | 10719428 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/48 | 2204 | 2119642 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 | 23547 | 22642351 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 | 25548 | 24559963 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/48 | 2027 | 1948448 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/48 | 3334 | 3204540 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/48 | 12507 | 12023452 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/48 | 8917 | 8586914 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/48 | 6214 | 5973356 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/49 | 3451 | 3323711 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/49 | 3558 | 3417594 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/49 | 41928 | 40300921 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/49 | 12466 | 12019485 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/49 | 9606 | 9261912 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/49 | 36295 | 34940994 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/49 | 64490 | 62042790 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/49 | 984 | 949679 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/49 | 1830 | 1762634 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/49 | 2982 | 2873400 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/49 | 4152 | 3985004 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/50 | 668 | 641421 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/51 | 8978 | 8616507 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/52 | 38702 | 36601096 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/52 | 50500 | 47776293 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/52 | 36742 | 34747414 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/52 | 129365 | 122361515 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/52 | 45242 | 42784099 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/13/52<sup>(i)</sup> | 194810 | 184209595 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/24 | 125 | 123911 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/25 | 59 | 58235 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 | 82 | 80652 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/25 | 413 | 407030 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/31 | 1175 | 1172158 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/34 | 334 | 334127 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 | 2891 | 2889749 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/40 | 1690 | 1689650 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/41 | 3416 | 3415133 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/41 | 2296 | 2294864 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/41 | 13647 | 13609155 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/41 | 4549 | 4547325 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/41 | 1552 | 1551381 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/42 | 1548 | 1547701 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/42 | 1409 | 1408460 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/43 | 2333 | 2330564 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/43 | 77 | 77804 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/44 | 14 | 14402 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/44 | 4122 | 4109671 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/44 | 820 | 820249 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/44 | 285 | 285074 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 | 1682 | 1677711 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/45 | 2283 | 2276843 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/45 | 423 | 425489 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/45 | 191 | 189192 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/45 | 776 | 769892 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/46 | 75 | 74013 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/46 | 8470 | 8466975 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/46 | $1457 | $1456027 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 | 277 | 277990 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/46 | 160 | 158802 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/46 | 5 | 4564 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/46 | 28 | 27346 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/46 | 2034 | 2022960 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/46 | 777 | 781357 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/46 | 1027 | 1021664 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/47 | 417 | 413928 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/47 | 150 | 149129 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/47 | 1918 | 1899305 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/47 | 5670 | 5616130 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/47 | 3236 | 3203181 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/47 | 25 | 24744 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/47 | 284 | 281165 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/47 | 7258 | 7219009 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/48 | 10872 | 10758866 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/48 | 1080 | 1072149 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/48 | 6070 | 6015154 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/48 | 2894 | 2860049 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/48 | 6051 | 5991312 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/48 | 3867 | 3841526 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/48 | 2272 | 2244747 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/48 | 10760 | 10642230 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/48 | 318 | 310173 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/48 | 13741 | 13581497 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 | 5217 | 5155626 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/48 | 19714 | 19490878 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/49 | 6114 | 6041841 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/49 | 7717 | 7627458 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/49 | 831 | 827409 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/49 | 13827 | 13675310 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/49 | 12008 | 11857103 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/49 | 811 | 800797 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/49 | 177 | 174756 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/52 | 449 | 436968 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 | 49354 | 47984047 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/52 | 2681 | 2609091 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/52 | 6093 | 5931722 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/52 | 16909 | 16438954 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/13/52<sup>(i)</sup> | 333328 | 324421892 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 33 | 32841 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 1 | 916 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/33 | 101 | 102090 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/33 | 2891 | 2929246 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/35 | 141 | 142547 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/35 | 47 | 48035 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/36 | 41 | 41726 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/39 | 32 | 32166 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/39 | 586 | 593834 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/39 | 85 | 86846 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/01/40 | 2 | 2075 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/40 | 1519 | 1552039 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/40 | 246 | 251415 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/40 | 15 | 15116 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/40 | 128 | 130483 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/40 | 884 | 903164 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/40 | 1290 | 1315441 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/40 | 10 | 10056 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/40 | 35 | 35777 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/41 | $637 | $649863 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/41 | 2431 | 2484094 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/41 | 624 | 637398 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/41 | 1172 | 1197043 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/41 | 2927 | 2991003 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/01/42 | 15017 | 15342055 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/42 | 5595 | 5716051 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/47 | 479 | 482855 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/48 | 1940 | 1956429 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/48 | 1582 | 1595296 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/48 | 2523 | 2543685 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/48 | 2166 | 2184100 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/48 | 2678 | 2699983 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/48 | 1890 | 1905618 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/01/49 | 144 | 145277 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/49 | 7310 | 7370757 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/49 | 33 | 32960 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/49 | 290 | 292365 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/49 | 66 | 67012 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/49 | 181 | 182952 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/52 | 5171 | 5207300 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/13/52<sup>(i)</sup> | 341123 | 339417508 |
| &nbsp;&nbsp;&nbsp;5.50%, 05/01/33 | 1080 | 1111908 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/01/33 | 2193 | 2258189 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/34 | 3227 | 3328666 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/36 | 246 | 253391 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/38 | 189 | 196473 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/38 | 5261 | 5467468 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/01/38 | 472 | 491078 |
| &nbsp;&nbsp;&nbsp;5.50%, 07/01/40 | 1360 | 1412870 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/41 | 34130 | 35158614 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/01/47 | 2662 | 2760948 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/48 | 254 | 260762 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/13/52<sup>(i)</sup> | 120160 | 121524077 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/34 | 1802 | 1895459 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/01/34 | 150 | 158066 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/01/34 | 299 | 314193 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/01/34 | 96 | 101505 |
| &nbsp;&nbsp;&nbsp;6.00%, 09/01/36 | 403 | 424567 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/01/37 | 992 | 1046597 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/38 | 320 | 337092 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/01/38 | 160 | 168492 |
| &nbsp;&nbsp;&nbsp;6.00%, 09/01/38 | 131 | 138529 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/39 | 2556 | 2691642 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/01/39 | 165 | 174103 |
| &nbsp;&nbsp;&nbsp;6.00%, 07/01/41 | 1421 | 1498490 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/01/49 | 6867 | 7241092 |
| &nbsp;&nbsp;&nbsp;6.50%, 08/01/36 | 22 | 23082 |
| &nbsp;&nbsp;&nbsp;6.50%, 09/01/36 | 192 | 205664 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/01/36 | 25 | 26895 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/01/36 | 35 | 37087 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/01/37 | 47 | 49972 |
| &nbsp;&nbsp;&nbsp;6.50%, 08/01/37 | 2003 | 2145634 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/01/37 | 81 | 87314 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/01/37 | 19 | 20051 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/01/37 | 617 | 660098 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/01/38 | 16 | 17003 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/01/39 | 557 | 596122 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/01/40 | 18 | 19753 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 04/01/37 | $727 | $795969 |
|  |  | 22807937508 |
| **U.S. Government Agency Obligations — 0.6%** |  |  |
| Federal Home Loan Banks |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 04/14/25 | 7000 | 6410600 |
| &nbsp;&nbsp;&nbsp;1.50%, 08/15/24 | 1000 | 951200 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/10/23 | 290 | 288028 |
| &nbsp;&nbsp;&nbsp;2.13%, 12/14/29 | 70 | 61300 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/08/23 | 1000 | 977350 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/13/24 | 250 | 241622 |
| &nbsp;&nbsp;&nbsp;2.88%, 09/13/24 | 1000 | 971420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/09/22<sup>(b)</sup> | 30510 | 30498711 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/13/25 | 980 | 951217 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/16/28 | 25470 | 24622104 |
| &nbsp;&nbsp;&nbsp;5.50%, 07/15/36 | 7900 | 8769237 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 06/19/23 | 6935 | 6857813 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/15/32 | 73453 | 85978940 |
| &nbsp;&nbsp;&nbsp;6.75%, 03/15/31 | 21820 | 25890303 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 07/10/23 | 121600 | 118360576 |
| &nbsp;&nbsp;&nbsp;0.38%, 08/25/25 | 24991 | 22572371 |
| &nbsp;&nbsp;&nbsp;0.63%, 04/22/25 | 5000 | 4578500 |
| &nbsp;&nbsp;&nbsp;0.88%, 08/05/30 | 17530 | 13955458 |
| &nbsp;&nbsp;&nbsp;1.63%, 01/07/25 | 11645 | 10994394 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/02/24 | 1550 | 1485008 |
| &nbsp;&nbsp;&nbsp;1.88%, 09/24/26 | 1285 | 1187032 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/19/23 | 1065 | 1061869 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/05/24 | 200 | 195226 |
| &nbsp;&nbsp;&nbsp;2.63%, 09/06/24 | 39730 | 38528167 |
| &nbsp;&nbsp;&nbsp;2.88%, 09/12/23 | 5000 | 4925250 |
| &nbsp;&nbsp;&nbsp;5.63%, 07/15/37 | 795 | 891656 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/29 | 580 | 654002 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/15/30 | 8180 | 9626306 |
| &nbsp;&nbsp;&nbsp;7.13%, 01/15/30 | 10000 | 11901500 |
| &nbsp;&nbsp;&nbsp;7.25%, 05/15/30 | 16826 | 20306795 |
| Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 09/15/31 | 1000 | 797340 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/42 | 525 | 437325 |
| &nbsp;&nbsp;&nbsp;4.63%, 09/15/60 | 1000 | 958300 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/15/48 | 8035 | 8069470 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/15/39 | 347 | 368476 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/38 | 10000 | 11092300 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/01/36 | 95 | 106618 |
| &nbsp;&nbsp;&nbsp;6.15%, 01/15/38 | 3553 | 4098030 |
| &nbsp;&nbsp;&nbsp;7.13%, 05/01/30 | 3556 | 4218803 |
| &nbsp;&nbsp;&nbsp;Series B, 4.70%, 07/15/33 | 1500 | 1526445 |
| &nbsp;&nbsp;&nbsp;Series E, 6.75%, 11/01/25 | 7000 | 7475160 |
|  |  | 493842222 |
| **U.S. Government Obligations — 40.7%** |  |  |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 12/15/23 | 109700 | 104600665 |
| &nbsp;&nbsp;&nbsp;0.13%, 01/15/24 | 96000 | 91256250 |
| &nbsp;&nbsp;&nbsp;0.13%, 02/15/24 | 75500 | 71480215 |
| &nbsp;&nbsp;&nbsp;0.25%, 03/15/24 | 378400 | 357706250 |
| &nbsp;&nbsp;&nbsp;0.25%, 05/15/24 | 141870 | 133186004 |
| &nbsp;&nbsp;&nbsp;0.25%, 06/15/24 | 439076 | 410913393 |
| &nbsp;&nbsp;&nbsp;0.25%, 05/31/25 | 44110 | 40019487 |
| &nbsp;&nbsp;&nbsp;0.25%, 06/30/25 | 4100 | 3717227 |
| &nbsp;&nbsp;&nbsp;0.25%, 07/31/25 | 184800 | 166883063 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate 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;0.25%, 08/31/25 | $340050 | $305991867 |
| &nbsp;&nbsp;&nbsp;0.25%, 09/30/25 | 116300 | 104633656 |
| &nbsp;&nbsp;&nbsp;0.25%, 10/31/25 | 164300 | 147266712 |
| &nbsp;&nbsp;&nbsp;0.38%, 04/15/24 | 67910 | 64090063 |
| &nbsp;&nbsp;&nbsp;0.38%, 07/15/24 | 38455 | 35983966 |
| &nbsp;&nbsp;&nbsp;0.38%, 08/15/24 | 87250 | 81384483 |
| &nbsp;&nbsp;&nbsp;0.38%, 09/15/24 | 5000 | 4653125 |
| &nbsp;&nbsp;&nbsp;0.38%, 04/30/25 | 44000 | 40163750 |
| &nbsp;&nbsp;&nbsp;0.38%, 11/30/25 | 467800 | 419302299 |
| &nbsp;&nbsp;&nbsp;0.38%, 12/31/25 | 360900 | 323146478 |
| &nbsp;&nbsp;&nbsp;0.38%, 01/31/26 | 672200 | 599518375 |
| &nbsp;&nbsp;&nbsp;0.38%, 07/31/27 | 119700 | 102100359 |
| &nbsp;&nbsp;&nbsp;0.38%, 09/30/27 | 155000 | 131483594 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/28/26 | 184700 | 164902469 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/30/27 | 93800 | 81115016 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/31/27 | 98400 | 84785438 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/30/27 | 136900 | 117691219 |
| &nbsp;&nbsp;&nbsp;0.50%, 08/31/27 | 145023 | 124039557 |
| &nbsp;&nbsp;&nbsp;0.50%, 10/31/27 | 208200 | 177246517 |
| &nbsp;&nbsp;&nbsp;0.63%, 10/15/24 | 12820 | 11957655 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/31/26 | 60000 | 53170313 |
| &nbsp;&nbsp;&nbsp;0.63%, 03/31/27 | 45600 | 39696938 |
| &nbsp;&nbsp;&nbsp;0.63%, 11/30/27 | 232600 | 198818486 |
| &nbsp;&nbsp;&nbsp;0.63%, 12/31/27 | 187400 | 159831704 |
| &nbsp;&nbsp;&nbsp;0.63%, 05/15/30 | 260800 | 209618000 |
| &nbsp;&nbsp;&nbsp;0.63%, 08/15/30 | 396000 | 316428750 |
| &nbsp;&nbsp;&nbsp;0.75%, 12/31/23 | 192950 | 184855145 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/15/24 | 93750 | 87410888 |
| &nbsp;&nbsp;&nbsp;0.75%, 03/31/26 | 20500 | 18438789 |
| &nbsp;&nbsp;&nbsp;0.75%, 05/31/26 | 42800 | 38269219 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/31/26 | 227900 | 202439297 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/31/28 | 496300 | 425111969 |
| &nbsp;&nbsp;&nbsp;0.88%, 01/31/24 | 20400 | 19523438 |
| &nbsp;&nbsp;&nbsp;0.88%, 06/30/26 | 170000 | 152402345 |
| &nbsp;&nbsp;&nbsp;0.88%, 09/30/26 | 190610 | 169791814 |
| &nbsp;&nbsp;&nbsp;0.88%, 11/15/30 | 163800 | 133138687 |
| &nbsp;&nbsp;&nbsp;1.00%, 12/15/24 | 165200 | 154487812 |
| &nbsp;&nbsp;&nbsp;1.00%, 07/31/28 | 200000 | 171500000 |
| &nbsp;&nbsp;&nbsp;1.13%, 01/15/25 | 153300 | 143419337 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/28/25 | 44600 | 41617375 |
| &nbsp;&nbsp;&nbsp;1.13%, 10/31/26 | 171100 | 153669187 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/28/27 | 40300 | 35967750 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/29/28 | 122340 | 106779881 |
| &nbsp;&nbsp;&nbsp;1.13%, 08/31/28 | 273600 | 235980000 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/15/31 | 257200 | 213154500 |
| &nbsp;&nbsp;&nbsp;1.13%, 05/15/40 | 156500 | 100135547 |
| &nbsp;&nbsp;&nbsp;1.13%, 08/15/40 | 58000 | 36839063 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/31/24 | 141550 | 133880865 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/30/26 | 144900 | 130602446 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/31/26 | 133400 | 119987048 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/31/28 | 170000 | 149068750 |
| &nbsp;&nbsp;&nbsp;1.25%, 04/30/28 | 129100 | 113002844 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/31/28 | 120000 | 104812500 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/30/28 | 232175 | 202391301 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/30/28 | 317000 | 274873673 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/15/31 | 318900 | 262693875 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/15/50 | 205900 | 114853594 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/31/26 | 22500 | 20475000 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/31/28 | 185000 | 161311329 |
| &nbsp;&nbsp;&nbsp;1.38%, 12/31/28 | 95430 | 83121022 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 11/15/31 | $400250 | $331269414 |
| &nbsp;&nbsp;&nbsp;1.38%, 11/15/40 | 284800 | 188858000 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/15/50 | 16000 | 9225000 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/29/24 | 82650 | 79511883 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/30/24 | 103300 | 97993769 |
| &nbsp;&nbsp;&nbsp;1.50%, 10/31/24 | 105100 | 99598672 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/30/24 | 290100 | 274280484 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/25 | 152720 | 143711907 |
| &nbsp;&nbsp;&nbsp;1.50%, 08/15/26 | 382000 | 349470312 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/31/27 | 245280 | 222610764 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/30/28 | 284200 | 249274486 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/30 | 35485 | 30655713 |
| &nbsp;&nbsp;&nbsp;1.63%, 02/15/26 | 207890 | 192753009 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/15/26 | 250000 | 230761720 |
| &nbsp;&nbsp;&nbsp;1.63%, 09/30/26 | 24500 | 22492149 |
| &nbsp;&nbsp;&nbsp;1.63%, 10/31/26 | 76300 | 69909875 |
| &nbsp;&nbsp;&nbsp;1.63%, 11/30/26 | 21200 | 19396344 |
| &nbsp;&nbsp;&nbsp;1.63%, 08/15/29 | 74000 | 65004375 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/15/31 | 294910 | 252286289 |
| &nbsp;&nbsp;&nbsp;1.63%, 11/15/50 | 229500 | 141716250 |
| &nbsp;&nbsp;&nbsp;1.75%, 06/30/24 | 151540 | 145152825 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/31/24 | 69380 | 66298553 |
| &nbsp;&nbsp;&nbsp;1.75%, 12/31/24 | 140400 | 133292250 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/25 | 49300 | 46623164 |
| &nbsp;&nbsp;&nbsp;1.75%, 12/31/26 | 25200 | 23158406 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/31/29 | 170700 | 151629609 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/15/41 | 271420 | 189315450 |
| &nbsp;&nbsp;&nbsp;1.88%, 08/31/24 | 91100 | 87075230 |
| &nbsp;&nbsp;&nbsp;1.88%, 06/30/26 | 5000 | 4651563 |
| &nbsp;&nbsp;&nbsp;1.88%, 07/31/26 | 24900 | 23121984 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/28/27 | 118100 | 108790399 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/28/29 | 159200 | 142521313 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/32 | 422760 | 364300219 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/41 | 120200 | 86863281 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/51 | 575700 | 379512234 |
| &nbsp;&nbsp;&nbsp;1.88%, 11/15/51 | 233450 | 153529852 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/30/24 | 290500 | 280071503 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/31/24 | 213750 | 205684278 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/30/24 | 132494 | 127354682 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/25 | 180068 | 171345956 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/25 | 326715 | 308771201 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/26 | 141000 | 130953750 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/41 | 68760 | 50087363 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/50 | 102000 | 69662813 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/51 | 466600 | 317142187 |
| &nbsp;&nbsp;&nbsp;2.13%, 02/29/24 | 89950 | 87177713 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/31/24 | 224000 | 216746251 |
| &nbsp;&nbsp;&nbsp;2.13%, 07/31/24 | 215509 | 207191700 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/30/24 | 100000 | 96000000 |
| &nbsp;&nbsp;&nbsp;2.13%, 11/30/24 | 76050 | 72838670 |
| &nbsp;&nbsp;&nbsp;2.13%, 05/15/25 | 265800 | 252904548 |
| &nbsp;&nbsp;&nbsp;2.13%, 05/31/26 | 28500 | 26758828 |
| &nbsp;&nbsp;&nbsp;2.25%, 12/31/23 | 165330 | 160977172 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/31/24 | 153700 | 149527285 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/31/24 | 88170 | 85445685 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/30/24 | 185395 | 179340695 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/24 | 234966 | 225613251 |
| &nbsp;&nbsp;&nbsp;2.25%, 12/31/24 | 75300 | 72205641 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/25 | 159829 | 151725171 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/31/26 | 19000 | 17966875 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate 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;2.25%, 02/15/27 | $129206 | $120878177 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/27 | 146750 | 136660937 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/27 | 193750 | 179839356 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/15/41 | 276900 | 212866875 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/46 | 118960 | 86338937 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/49 | 106500 | 77362266 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/52 | 252900 | 182759766 |
| &nbsp;&nbsp;&nbsp;2.38%, 02/29/24 | 129500 | 125969102 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 259717 | 250576180 |
| &nbsp;&nbsp;&nbsp;2.38%, 04/30/26 | 17500 | 16588086 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/27 | 190870 | 179059919 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/31/29 | 244200 | 224778469 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/29 | 191600 | 176346845 |
| &nbsp;&nbsp;&nbsp;2.38%, 02/15/42 | 91000 | 70837813 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/15/49 | 229400 | 171404812 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/51 | 123000 | 91481250 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/31/24 | 17600 | 17160687 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/30/24 | 175500 | 170426953 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/24 | 17850 | 17320078 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/31/24 | 232640 | 225606276 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/31/25 | 35340 | 34020272 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/28/26 | 42350 | 40364844 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/31/27 | 49200 | 46474782 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/45 | 50824 | 39190069 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/46 | 152800 | 117035250 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/46 | 123517 | 94432606 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/31/23 | 100000 | 97792969 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/31/25 | 5000 | 4826953 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/31/25 | 46500 | 44589141 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/31/26 | 42300 | 40528688 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/31/27 | 120000 | 113925000 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/29 | 211491 | 197793654 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/31/29 | 145500 | 135815156 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/24 | 151765 | 148308789 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/28/25 | 90500 | 87558750 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/25 | 150000 | 144914062 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/30/25 | 141900 | 137144134 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/31/25 | 173108 | 166913979 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/27 | 169300 | 161562462 |
| &nbsp;&nbsp;&nbsp;2.75%, 07/31/27 | 119500 | 113889102 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/28 | 253702 | 240561030 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/31/29 | 285900 | 268947025 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/32 | 345750 | 320413008 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/42 | 106523 | 87715033 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/42 | 128580 | 105596325 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/47 | 219000 | 175644844 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/47 | 89500 | 71795781 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/30/25 | 48000 | 46507500 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/31/25 | 146800 | 142189562 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/25 | 277400 | 268839611 |
| &nbsp;&nbsp;&nbsp;2.88%, 07/31/25 | 183900 | 178081290 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/30/25 | 80400 | 77705344 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/28 | 252994 | 240996551 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/28 | 219930 | 209208412 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/30/29 | 176320 | 167159626 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/32 | 469500 | 440302969 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/43 | 90184 | 75388188 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/45 | 153125 | 126041016 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/15/46 | 54000 | 44372813 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/49 | 42000 | 34800938 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/52 | $189000 | $157224375 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/30/24 | 249620 | 243691525 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/31/24 | 294400 | 287385001 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/25 | 73880 | 71755950 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/30/25 | 173100 | 168028712 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/31/25 | 127600 | 123781969 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/42 | 43150 | 37210133 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/44 | 99727 | 84269315 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/45 | 121400 | 102260531 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/45 | 65100 | 54785719 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/47 | 96190 | 80739481 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/47 | 152118 | 127826657 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/48 | 110550 | 93103828 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/48 | 91800 | 77556656 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/49 | 19300 | 16371828 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/52 | 131000 | 112250625 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/25 | 159300 | 155180602 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/31/27 | 9200 | 8921844 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/28 | 187515 | 180556436 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/31/29 | 208900 | 201066250 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/41 | 53900 | 47676234 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/42 | 71800 | 63442031 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/43 | 58700 | 51243266 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/44 | 60519 | 52282742 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/48 | 49280 | 42573300 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/31/24 | 104180 | 102088261 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/29 | 175480 | 170051087 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/42 | 144100 | 129464844 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/44 | 84200 | 75911563 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/48 | 45550 | 41301039 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/25 | 126370 | 124355978 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/39 | 24000 | 23088750 |
| &nbsp;&nbsp;&nbsp;3.63%, 08/15/43 | 89600 | 84434000 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/15/44 | 83950 | 78926117 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/41 | 52000 | 50586250 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/43 | 36600 | 35113125 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/30/27 | 80000 | 80325000 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/30/29 | 136000 | 137020000 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/30/29 | 51700 | 52160453 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/40 | 80516 | 80276968 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/31/29 | 158150 | 160645805 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/42 | 100000 | 100468750 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/52 | 50000 | 52015625 |
| &nbsp;&nbsp;&nbsp;4.13%, 09/30/27 | 150000 | 151886719 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/31/27 | 30000 | 30393750 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/32 | 200000 | 207906250 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/30/24 | 200000 | 199406250 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/25 | 123850 | 124333789 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/39 | 6040 | 6362763 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/15/40 | 28889 | 30216088 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/31/24 | 106900 | 106895824 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/15/38 | 32000 | 34340000 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/39 | 50933 | 54347103 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/40 | 32403 | 34509195 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/41 | 15949 | 16928368 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/36 | 27685 | 30142044 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/38 | 7000 | 7611406 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/39 | 50207 | 54458905 |
| &nbsp;&nbsp;&nbsp;4.63%, 02/15/40 | 45950 | 50530641 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/37 | 21977 | 24538694 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/*<br> *Shares*<br> *(000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/41 | $91158 | $101498736 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/37 | 53658 | 61237193 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/28 | 29377 | 31483882 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/29 | 60090 | 64577972 |
| &nbsp;&nbsp;&nbsp;5.50%, 08/15/28 | 77000 | 83280312 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/15/26 | 9468 | 9995397 |
| &nbsp;&nbsp;&nbsp;6.13%, 08/15/29 | 14600 | 16559594 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/30 | 5000 | 5796094 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/26 | 26950 | 29362867 |
| &nbsp;&nbsp;&nbsp;6.63%, 02/15/27 | 28800 | 31677750 |
| &nbsp;&nbsp;&nbsp;6.75%, 08/15/26 | 14400 | 15720750 |
| &nbsp;&nbsp;&nbsp;6.88%, 08/15/25 | 6265 | 6677120 |
|  |  | 32880603991 |
| **Total U.S. Government & Agency Obligations — 69.6%** | **Total U.S. Government & Agency Obligations — 69.6%** |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $62,663,753,818)** |  | 56182383721 |
| **Total Long-Term Investments — 98.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $89,929,103,557)** |  | 79853934400 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 4.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(j)(k)</sup> | 3265794 | 3266120966 |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(j)(k)(l)</sup> | 467485 | 467484982 |
| **Total Short-Term Securities — 4.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $3,732,835,368)** |  | 3733605948 |
| **Total Investments Before TBA Sales Commitments — 103.5%** | **Total Investments Before TBA Sales Commitments — 103.5%** |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $93,661,938,925)** |  | 83587540348 |
| **TBA Sales Commitments<sup>(i)</sup>** |  |  |
| **Mortgage-Backed Securities — (0.2)%** |  |  |
| Government National Mortgage Association, 3.00%, 12/20/52 | $(3500) | (3160762) |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 12/13/52 | (95075) | $(81326264) |
| &nbsp;&nbsp;&nbsp;5.00%, 12/13/52 | (45062) | (44836690) |
| **Total TBA Sales Commitments — (0.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Proceeds: $(127549400))** |  | (129323716) |
| **Total Investments, Net of TBA Sales Commitments — 103.3%** | **Total Investments, Net of TBA Sales Commitments — 103.3%** |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $93,534,389,525)** |  | 83458216632 |
| **Liabilities in Excess of Other Assets — (3.3)%** |  | (2735218429) |
| **Net Assets — 100.0%** |  | $80722998203 |

---

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

<sup>(c)</sup> Zero-coupon bond.

<sup>(d)</sup> This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933.

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

<sup>(h)</sup> Rounds to less than 1,000.

<sup>(i)</sup> Represents or includes a TBA transaction.

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

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

<sup>(l)</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: Institutional, SL Agency Shares | $6479130793 | $— | $(3212064783)<sup>(a)</sup> | $(1712597) | $767553 | $3266120966 | 3265794 | $49321879 | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 1145114050 |  | (677629068)<sup>(a)</sup> |  |  | 467484982 | 467485 | 2252311 <sup>(b)</sup> |  |
|  |  |  |  | $(1712597) | $767553 | $3733605948 |  | $51574190 | $— |

---

<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.

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core U.S. Aggregate Bond ETF** |
| November 30, 2022 |  |

---

**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.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | $— | $260882916 | $— | $260882916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collaterized Mortgage Obligations |  | 824894458 |  | 824894458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes |  | 20307556157 |  | 20307556157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 1779826846 |  | 1779826846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Debt Obligations |  | 498390302 |  | 498390302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government & Agency Obligations |  | 56182383721 |  | 56182383721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 3733605948 |  |  | 3733605948 |
|  | 3733605948 | 79853934400 |  | 83587540348 |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA Sales Commitments |  | (129323716) |  | (129323716) |
|  | $3733605948 | $79724610684 | $— | $83458216632 |

---

**Portfolio Abbreviation**

---

| | | | |
|:---|:---|:---|:---|
| AGM | Assured Guaranty Municipal Corp. | PSF | Permanent School Fund |
| BAB | Build America Bond | RB | Revenue Bond |
| BAM | Build America Mutual Assurance Co. | SAP | Subject to Appropriations |
| CMT | Constant Maturity Treasury | SCA | Svenska Celluosa Aktiebolaget |
| GO | General Obligation | SOFR | Secured Overnight Financing Rate |
| GOL | General Obligation Limited | TBA | To-Be-Announced |
| LIBOR | London Interbank Offered Rate |  |  |
| NPFGC | National Public Finance Guarantee Corp. |  |  |

---

## 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 Core U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000004362

- **c. LEI of Series:** 549300F7VSXTKBGHJE47

**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:** $84404287910.68

**Total Liabilities:** $3867826749.39

**Net Assets:** $80536461161.29

**Delayed Delivery Securities:** $13359414.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 57762.52000000 | **1-Year:** 780271.48000000 | **5-Year:** 9629125.36000000 | **10-Year:** 12922262.84000000 | **30-Year:** 8107839.77000000

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

- **3-Month:** 0.00000000 | **1-Year:** 399.60000000 | **5-Year:** 0.00000000 | **10-Year:** 1033.13000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012092 | -4.31%               | -1.30%               | 3.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-238230346.21           | $-3474313106.59                            |
| Month 2  | $-281719069.55           | $-886683603.76                             |
| Month 3  | $-51170828.56            | $2707668332.30                             |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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        |    1860000 | PA      | $1553546.40    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                       | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     199000 | PA      | $169259.45     | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                            | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2563656.55    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3759000 | PA      | $3579582.93    | 0.00%             | 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        |    2321000 | PA      | $1993437.27    | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11260968 | PA      | $10692161.03   | 0.01%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   82719424 | PA      | $74444631.30   | 0.09%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17502306 | PA      | $14978189.87   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4816000 | PA      | $4620470.40    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                        | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    2260000 | PA      | $2133146.20    | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2516000 | PA      | $2284804.76    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1416000 | PA      | $1232642.16    | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22500000 | PA      | $20475000.00   | 0.03%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5873000 | PA      | $5346250.63    | 0.01%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GXPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11922320 | PA      | $11110827.25   | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2817000 | PA      | $2349490.68    | 0.00%             | 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        |    2474000 | PA      | $2155571.46    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XXHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4343913 | PA      | $4045739.37    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     736000 | PA      | $683059.52     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | Southwest Gas Corp                                                               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $920081.40     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16420000 | PA      | $15446621.91   | 0.02%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10055649 | PA      | $10075991.26   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    3911000 | PA      | $3847446.25    | 0.00%             | 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        |    1645000 | PA      | $1271568.55    | 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        |    4130000 | PA      | $3998376.90    | 0.00%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $2864284.50    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2368000 | PA      | $2694878.72    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $1832605.05    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1415631.14    | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31294T7M2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1145499 | PA      | $1112047.22    | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                   | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2117000 | PA      | $1338748.46    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $70687.50      | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                    | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1297835.55    | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10942000 | PA      | $10902130.23   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2477000 | PA      | $2259890.95    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1222503.75    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                   | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              |  | US        |    1628000 | PA      | $1252664.60    | 0.00%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                    | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $890954.90     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15106622 | PA      | $13583806.75   | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $2208958.22    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13073000 | PA      | $9699120.16    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3712698.00    | 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        |    5105000 | PA      | $4455899.25    | 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        |    7227000 | PA      | $6605983.89    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2283408.60    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWPU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1425782 | PA      | $1330317.82    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $1947384.80    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307PVG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1973886 | PA      | $1891460.67    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3578000 | PA      | $3397132.10    | 0.00%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    1075000 | PA      | $863063.75     | 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        |    3473000 | PA      | $2689004.98    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2635000 | PA      | $2296718.70    | 0.00%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2496613.20    | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31407HHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47316 | PA      | $48034.89      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47228460 | PA      | $42714910.29   | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2398000 | PA      | $1959981.32    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $1720029.20    | 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        |    3980000 | PA      | $3899285.60    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3886000 | PA      | $3687775.14    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59349920 | PA      | $51883077.92   | 0.06%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004250.00    | 0.00%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1091982.85    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2795724.30    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5997000 | PA      | $5779608.75    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3039388.50    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1875000 | PA      | $1551393.75    | 0.00%             | 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        |    1471000 | PA      | $1202160.04    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     470000 | PA      | $469327.90     | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2752000 | PA      | $2378498.56    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3479512.65    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY AUTH                                                         | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1641270.00    | 0.00%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     528000 | PA      | $511484.16     | 0.00%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7036000 | PA      | $4861031.68    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3420000 | PA      | $2569959.00    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16579351 | PA      | $13673056.26   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  145022500 | PA      | $124039557.03  | 0.15%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2237000 | PA      | $2183535.70    | 0.00%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180HHT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8213 | PA      | $7810.99       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $1779450.05    | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    1440000 | PA      | $1210161.60    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                    | CUSIP: 472319AE2<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    1538000 | PA      | $1599919.88    | 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        |    2770000 | PA      | $2851410.30    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45550000 | PA      | $41301039.06   | 0.05%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $230761720.00  | 0.29%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132J66Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     256468 | PA      | $234369.70     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1174983.70    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1964440 | PA      | $1787403.51    | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4951000 | PA      | $4368217.79    | 0.01%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3604000 | PA      | $3214047.20    | 0.00%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6804000 | PA      | $6601104.72    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29603286 | PA      | $25389587.80   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                           | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1609230.80    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17428744 | PA      | $16269331.71   | 0.02%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AYT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   23202110 | PA      | $20996643.11   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                     | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1450613.58    | 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        |     375000 | PA      | $361301.25     | 0.00%             | 2024-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    2166000 | PA      | $2046891.66    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                               | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    2529000 | PA      | $2717081.73    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $951015.00     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                         | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    4173000 | PA      | $4076854.08    | 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        |    2823000 | PA      | $2760160.02    | 0.00%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                               | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    2515000 | PA      | $2240814.70    | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28016927 | PA      | $24031531.88   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2720000 | PA      | $2719809.60    | 0.00%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12699597 | PA      | $11816013.59   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                            | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1199891.61    | 0.00%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    5840000 | PA      | $3727788.80    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $2814528.00    | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                         | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     895000 | PA      | $554935.80     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27340967 | PA      | $24599980.46   | 0.03%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7088000 | PA      | $6881172.16    | 0.01%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                      | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2060043.30    | 0.00%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4190404.55    | 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        |    4377000 | PA      | $4328590.38    | 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        |    1697000 | PA      | $1363539.50    | 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        |    3517000 | PA      | $3264479.40    | 0.00%             | 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        |    5580000 | PA      | $5200727.40    | 0.01%             | 2026-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5824 | PA      | $5781.13       | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16088293 | PA      | $15008170.51   | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                     | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3529000 | PA      | $3425600.30    | 0.00%             | 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        |    2560000 | PA      | $1905536.00    | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7384629 | PA      | $7297471.39    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $1921299.60    | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                           | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    3931000 | PA      | $3766487.65    | 0.00%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     780000 | PA      | $535236.00     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2875000 | PA      | $1858687.50    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    2546000 | PA      | $2313142.84    | 0.00%             | 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        |    1315000 | PA      | $1256009.10    | 0.00%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2388000 | PA      | $2688744.72    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  129205900 | PA      | $120878176.62  | 0.15%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3445000 | PA      | $3420643.85    | 0.00%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1354430.00    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4455000 | PA      | $4155356.70    | 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        |    1235000 | PA      | $945651.85     | 0.00%             | 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        |    3313000 | PA      | $3140359.57    | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2483000 | PA      | $1782024.27    | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13181135 | PA      | $12809659.26   | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     900000 | PA      | $849672.00     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4504000 | PA      | $3584418.32    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS TX INDEP SCH DIST                                                         | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     400000 | PA      | $405945.20     | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1619806.80    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | Ares Capital Corp                                                                | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2087000 | PA      | $1982566.52    | 0.00%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                       | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1384576.20    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1326606.60    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XDVR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67413 | PA      | $67247.19      | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2959000 | PA      | $2746099.95    | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4594399.50    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202EW62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1229262 | PA      | $1330163.14    | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  121876348 | PA      | $113135528.67  | 0.14%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1918876.09    | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2671676 | PA      | $2647717.12    | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2419032.50    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1241355.50    | 0.00%             | 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        |    4725000 | PA      | $4542284.25    | 0.01%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6690000 | PA      | $6295624.50    | 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        |    2320000 | PA      | $2238800.00    | 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        |    3860000 | PA      | $3569342.00    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4649000 | PA      | $4482612.29    | 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        |   10939000 | PA      | $10322806.13   | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  205900000 | PA      | $114853593.75  | 0.14%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     723000 | PA      | $603003.69     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4105105 | PA      | $3825691.15    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                        | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    4598000 | PA      | $4249149.74    | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     940000 | PA      | $981726.60     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                  | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     446000 | PA      | $387284.10     | 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        |    9798000 | PA      | $9121644.06    | 0.01%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176W2M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     396914 | PA      | $389041.36     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31552 | PA      | $30330.71      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1419662.90    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     879000 | PA      | $867511.47     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1715000 | PA      | $1366031.80    | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0124C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  151413187 | PA      | $132696506.32  | 0.16%             | 2037-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4861000 | PA      | $4551694.57    | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                          | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    2650000 | PA      | $2825109.35    | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YGWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109075 | PA      | $99425.83      | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4400292 | PA      | $3973933.23    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                        | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    7635000 | PA      | $9465796.65    | 0.01%             | 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        |    1149000 | PA      | $1082725.68    | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $4461679.00    | 0.01%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  133400000 | PA      | $119987047.54  | 0.15%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     805000 | PA      | $714807.80     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospitals Group Inc                                                  | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    1626000 | PA      | $1090558.20    | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QA7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1265688 | PA      | $1226040.14    | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8135000 | PA      | $7754363.35    | 0.01%             | 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        |     145000 | PA      | $119978.80     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4549000 | PA      | $3535664.76    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    2209000 | PA      | $1844691.72    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $1405161.80    | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3158000 | PA      | $2933624.10    | 0.00%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | Carmax Auto Owner Trust 2021-1                                                   | CUSIP: 14316NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5893823 | PA      | $5679030.46    | 0.01%             | 2025-12-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42428130 | PA      | $37727424.16   | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7138305 | PA      | $6551047.40    | 0.01%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                          | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    4567000 | PA      | $4183189.32    | 0.01%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F8KT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     207917 | PA      | $200011.63     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3635000 | PA      | $3458593.45    | 0.00%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    2110000 | PA      | $1768283.39    | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    6665000 | PA      | $5996300.55    | 0.01%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153125000 | PA      | $126041015.63  | 0.16%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1715000 | PA      | $1806769.65    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     746765 | PA      | $676644.44     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5258000 | PA      | $4579823.16    | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1219243 | PA      | $1045697.41    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WEPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9949127 | PA      | $9357691.88    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                   | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2200000 | PA      | $1893496.00    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                      | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     460000 | PA      | $332608.98     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2671000 | PA      | $2558604.32    | 0.00%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     906000 | PA      | $685316.52     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                              | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     796000 | PA      | $601346.16     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131Y2TX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76047 | PA      | $75149.81      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6678000 | PA      | $6354584.46    | 0.01%             | 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        |    1880000 | PA      | $1481797.20    | 0.00%             | 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        |    2073000 | PA      | $1948682.19    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3728000 | PA      | $3737469.12    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                    | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    2266000 | PA      | $1800201.04    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $1942770.90    | 0.00%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2185000 | PA      | $1554780.45    | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $5014557.90    | 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        |     875000 | PA      | $850430.00     | 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        |    4131000 | PA      | $3941882.82    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2064782.40    | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | 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        |    1180000 | PA      | $1041184.80    | 0.00%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                            | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2299046.40    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp                                                                    | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6601000 | PA      | $6524296.38    | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $791856.57     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland Government International Bond                                 | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    7763000 | PA      | $7690804.10    | 0.01%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241LH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     877241 | PA      | $904236.85     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2786000 | PA      | $2587803.96    | 0.00%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 312933J47<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1195340 | PA      | $1232113.67    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     676000 | PA      | $638407.64     | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2628000 | PA      | $2654463.96    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4123000 | PA      | $3853314.57    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                      | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     395000 | PA      | $377774.05     | 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        |  211491000 | PA      | $197793654.26  | 0.25%             | 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        |    1272000 | PA      | $1204456.80    | 0.00%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4246000 | PA      | $4108005.00    | 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        |     480000 | PA      | $452721.60     | 0.00%             | 2032-04-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  219000000 | PA      | $175644843.75  | 0.22%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7125000 | PA      | $6785066.25    | 0.01%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                   | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    1738000 | PA      | $1347575.68    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8584000 | PA      | $7999772.96    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                       | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2526000 | PA      | $2480734.08    | 0.00%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $1096014.22    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617G1GR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33190 | PA      | $31352.54      | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4245947 | PA      | $4237488.02    | 0.01%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1640000 | PA      | $1485134.80    | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1005722 | PA      | $968398.15     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     555000 | PA      | $504644.85     | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3703000 | PA      | $4092037.18    | 0.01%             | 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        |    1698000 | PA      | $1818795.72    | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $5111709.75    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5286891 | PA      | $4977533.18    | 0.01%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                              | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $1740362.70    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4207000 | PA      | $3917263.91    | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3243000 | PA      | $3188906.76    | 0.00%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                   | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $2090234.28    | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5385000 | PA      | $4468042.20    | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     840583 | PA      | $796533.75     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3479000 | PA      | $2539356.89    | 0.00%             | 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        |    3603000 | PA      | $3520058.94    | 0.00%             | 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        |    1855000 | PA      | $1615871.95    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                            | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    3080000 | PA      | $3362805.60    | 0.00%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8065112 | PA      | $7802863.21    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12958000 | PA      | $12101864.94   | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34338 | PA      | $32560.07      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4582820.75    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9891000 | PA      | $9399911.85    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1688000 | PA      | $1246773.68    | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138MRD40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     922130 | PA      | $862076.80     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6782000 | PA      | $7486514.16    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7HB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     387714 | PA      | $394042.83     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2324000 | PA      | $1883973.84    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3454000 | PA      | $3252079.16    | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE Capital Trust II                                                             | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $722358.00     | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2781000 | PA      | $2328225.39    | 0.00%             | 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        |     809000 | PA      | $774099.74     | 0.00%             | 2028-09-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7480000 | PA      | $6355456.80    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306XUA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     268232 | PA      | $260399.04     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410KW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41102 | PA      | $41726.44      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                              | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    9980000 | PA      | $9398265.80    | 0.01%             | 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        |    3966000 | PA      | $3874306.08    | 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        |    5829000 | PA      | $7236878.37    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1134075.00    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2621110.80    | 0.00%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3758000 | PA      | $3899601.44    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2678000 | PA      | $2401951.76    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                 | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     486000 | PA      | $550681.74     | 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        |    1055000 | PA      | $802981.60     | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                        | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    1734000 | PA      | $1396615.62    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    4212000 | PA      | $4199785.20    | 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        |    1645000 | PA      | $1361303.30    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     120000 | PA      | $110450.40     | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2508457.30    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WEWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2517219 | PA      | $2277099.56    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2141000 | PA      | $1566655.34    | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6000000 | PA      | $5173170.00    | 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        |    1724000 | PA      | $1628869.68    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     671943 | PA      | $665916.90     | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8716698 | PA      | $8118369.19    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617GFX93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     373374 | PA      | $350379.40     | 0.00%             | 2048-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2202435.20    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMZY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     284925 | PA      | $243231.22     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1589840.76    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2005000 | PA      | $1861943.25    | 0.00%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3025000 | PA      | $2402213.00    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98450 | PA      | $92662.23      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     130000 | PA      | $113575.80     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1057939.40    | 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        |     585000 | PA      | $495378.00     | 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        |    2276000 | PA      | $2222559.52    | 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        |    5891000 | PA      | $5799630.59    | 0.01%             | 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        |    2581000 | PA      | $2161148.73    | 0.00%             | 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        |    1600000 | PA      | $1323248.00    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1548524.85    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    5328000 | PA      | $4707554.40    | 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        |    1373000 | PA      | $1385878.74    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2483000 | PA      | $2420527.72    | 0.00%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7881000 | PA      | $6543279.06    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                            | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2966000 | PA      | $2939009.40    | 0.00%             | 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        |    4653000 | PA      | $4550075.64    | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1046360.98    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1810000 | PA      | $1661218.00    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     625000 | PA      | $538162.50     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    6365000 | PA      | $5968778.75    | 0.01%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1188191.79    | 0.00%             | 2035-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5261205 | PA      | $5467468.37    | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     465000 | PA      | $450096.75     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2790000 | PA      | $2070944.46    | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1136 | PA      | $1160.53       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2814000 | PA      | $2271685.92    | 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        |     876000 | PA      | $705293.88     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132M4N92<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2709073 | PA      | $2561604.71    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10597000 | PA      | $9944542.71    | 0.01%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FTMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243964 | PA      | $227397.96     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    4031000 | PA      | $3776442.35    | 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        |   10845000 | PA      | $10259478.45   | 0.01%             | 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        |    3684000 | PA      | $3453934.20    | 0.00%             | 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        |    5038000 | PA      | $4763126.72    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     365000 | PA      | $382198.80     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                    | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1645782.00    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2282000 | PA      | $1929910.22    | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | Kinross Gold Corp                                                                | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    2219000 | PA      | $2115638.98    | 0.00%             | 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        |     150000 | PA      | $148963.50     | 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        |    4765000 | PA      | $4834616.65    | 0.01%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  100479851 | PA      | $87850158.32   | 0.11%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3738719.50    | 0.00%             | 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        |     350000 | PA      | $280007.00     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7744000 | PA      | $7442061.44    | 0.01%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27881739 | PA      | $25048249.20   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19059331 | PA      | $17147999.63   | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                                | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     109000 | PA      | $103854.11     | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5338407 | PA      | $5138280.54    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4990000 | PA      | $4326779.10    | 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        |    2209000 | PA      | $2116067.37    | 0.00%             | 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        |    1290000 | PA      | $1207169.10    | 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        |    3585000 | PA      | $3272638.95    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27075700 | PA      | $22315717.42   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                          | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |    2315000 | PA      | $2065743.95    | 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        |   12038000 | PA      | $10027172.48   | 0.01%             | 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        |    2244000 | PA      | $1881392.04    | 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        |    4402000 | PA      | $4321619.48    | 0.01%             | 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        |    2236000 | PA      | $2123104.36    | 0.00%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      10000 | PA      | $9591.10       | 0.00%             | 2024-05-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1568439.15    | 0.00%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAB8<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    3076000 | PA      | $2509093.20    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                                | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1539505.52    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3269000 | PA      | $3135690.18    | 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        |    3712000 | PA      | $3432226.56    | 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        |    2049000 | PA      | $2010786.15    | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FPCG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5545112 | PA      | $5167683.28    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F2GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11181 | PA      | $11139.82      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36181FRK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     160324 | PA      | $147228.57     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2073000 | PA      | $1841300.79    | 0.00%             | 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        |    3795000 | PA      | $3734963.10    | 0.00%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1600973.60    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1331852.00    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3574000 | PA      | $3260810.38    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                            | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     795000 | PA      | $891656.10     | 0.00%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FSH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2392617 | PA      | $2230151.46    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12403325 | PA      | $10249939.24   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C56                                   | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6480000 | PA      | $5380965.37    | 0.01%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4000000 | PA      | $3779680.00    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    2186000 | PA      | $1916356.90    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4711767 | PA      | $4439031.54    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1372746.44    | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  175480000 | PA      | $170051087.50  | 0.21%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QVXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     150623 | PA      | $145033.46     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5835000 | PA      | $5537648.40    | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3286000 | PA      | $2458552.34    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8605000 | PA      | $7494782.90    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17184270 | PA      | $16246339.83   | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    9998000 | PA      | $10862327.10   | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3697000 | PA      | $3121709.83    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4533191 | PA      | $3982687.46    | 0.00%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169794.00     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $998698.14     | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     752000 | PA      | $645426.56     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                     | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    4306000 | PA      | $4059266.20    | 0.01%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $2609616.96    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    1702000 | PA      | $1493351.82    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                       | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $51295.80      | 0.00%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                                | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    3511000 | PA      | $3455455.98    | 0.00%             | 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        |    2760000 | PA      | $2733531.60    | 0.00%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     777596 | PA      | $744420.21     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7867980 | PA      | $6492571.39    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1200666.24    | 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        |    1875000 | PA      | $1606800.00    | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5MT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3646448 | PA      | $3472080.86    | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1829735.32    | 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        |   21126000 | PA      | $19020794.10   | 0.02%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17653000 | PA      | $15165162.71   | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3457000 | PA      | $3364490.68    | 0.00%             | 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        |    1685000 | PA      | $1533130.95    | 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        |    3871000 | PA      | $3808367.22    | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19402189 | PA      | $18328002.54   | 0.02%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306YZZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      70392 | PA      | $68335.94      | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                         | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     984000 | PA      | $994184.40     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E9UD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243116 | PA      | $230375.76     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35394226 | PA      | $30454997.64   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                            | American Homes 4 Rent LP                                                         | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1466000 | PA      | $1394840.36    | 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        |    1556000 | PA      | $1333507.56    | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1038706.13    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $942499.95     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust 2022-1                                                   | CUSIP: 05601XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16740000 | PA      | $16109265.76   | 0.02%             | 2025-03-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2377000 | PA      | $1888051.10    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $913511.72     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | 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    | 0.01%             | 2025-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1619000 | PA      | $1373608.17    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7478521 | PA      | $7074987.96    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3997000 | PA      | $3751464.29    | 0.00%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1859000 | PA      | $1774341.14    | 0.00%             | 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        |    1850000 | PA      | $1704442.00    | 0.00%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                    | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2976000 | PA      | $3019747.20    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    7189000 | PA      | $5724672.59    | 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        |   13624000 | PA      | $12652608.80   | 0.02%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                         | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    1717000 | PA      | $1729190.70    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                              | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    3895000 | PA      | $3151132.90    | 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        |    8262000 | PA      | $7797840.84    | 0.01%             | 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        |    3787000 | PA      | $3714327.47    | 0.00%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9556132 | PA      | $8724221.92    | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                        | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     865000 | PA      | $772868.85     | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                              | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $1694999.85    | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6794000 | PA      | $6024647.44    | 0.01%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3650000 | PA      | $3106697.50    | 0.00%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                      | CUSIP: 69353REF1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    1931000 | PA      | $1876738.90    | 0.00%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                      | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    1964000 | PA      | $1974585.96    | 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        |    2745000 | PA      | $2362511.70    | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GP5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316168 | PA      | $307388.63     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     540000 | PA      | $521974.80     | 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        |    1384000 | PA      | $1154795.76    | 0.00%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3669000 | PA      | $3316702.62    | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC                                                           | Brookfield Finance LLC                                                           | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    2158000 | PA      | $1409540.86    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                  | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     820000 | PA      | $667676.80     | 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        |    4945000 | PA      | $4215167.45    | 0.01%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2017000 | PA      | $1597040.43    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2758764.48    | 0.00%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5856000 | PA      | $4960090.56    | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418MHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125358 | PA      | $123911.33     | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2378000 | PA      | $1830536.84    | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAL9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $4918969.95    | 0.01%             | 2025-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133G6XR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14298 | PA      | $13613.36      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4152354 | PA      | $3985004.23    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2835219.20    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     620000 | PA      | $652556.20     | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| 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      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                    | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1100000 | PA      | $1359468.00    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                 | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    2702000 | PA      | $2366222.46    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31334XV22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     825983 | PA      | $792662.37     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   21831000 | PA      | $15872228.55   | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36171215 | PA      | $29893729.61   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  110993000 | PA      | $94448105.94   | 0.12%             | 2052-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1727303.85    | 0.00%             | 2052-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4743000 | PA      | $4213870.92    | 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        |    1515000 | PA      | $1350107.40    | 0.00%             | 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        |    1430000 | PA      | $1406562.30    | 0.00%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3466388 | PA      | $3425476.17    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58362.21      | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2118761.25    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                            | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    8180000 | PA      | $9626305.80    | 0.01%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                   | CUSIP: 64971MZG0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    1910000 | PA      | $1980494.28    | 0.00%             | 2036-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138X3DP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122018 | PA      | $115013.96     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1976326.00    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                            | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    2579000 | PA      | $2463821.86    | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XF5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19966204 | PA      | $17710773.22   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                     | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15032175.45   | 0.02%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                             | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | NUSS              | AU        |     275000 | PA      | $267720.75     | 0.00%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                         | CUSIP: 50064FAR5<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    1310000 | PA      | $1258739.70    | 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        |    7432000 | PA      | $7234903.36    | 0.01%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4147878.00    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                       | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3687200.00    | 0.00%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                          | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    4119000 | PA      | $4068912.96    | 0.01%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     343449 | PA      | $300506.86     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    1949000 | PA      | $1269344.72    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WD4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96092 | PA      | $91055.79      | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10872091 | PA      | $10758866.34   | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JRWN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     598516 | PA      | $575672.11     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1613052.00    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                              | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $1368125.69    | 0.00%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WMNJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    7161475 | PA      | $6680674.17    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418RGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246083 | PA      | $251414.90     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1394463.70    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9450000 | PA      | $9072661.50    | 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        |    2444000 | PA      | $2405629.20    | 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        |    3618000 | PA      | $3552224.76    | 0.00%             | 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        |      75000 | PA      | $71292.00      | 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        |    3124000 | PA      | $2674144.00    | 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        |     940000 | PA      | $908303.20     | 0.00%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                              | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44452.00      | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1167763.68    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                        | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      75000 | PA      | $63157.50      | 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        |    5460000 | PA      | $5134802.40    | 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        |    2577000 | PA      | $2740227.18    | 0.00%             | 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        |    5245000 | PA      | $5219719.10    | 0.01%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                              | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    1592000 | PA      | $1355635.76    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1804000 | PA      | $1571626.76    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2890000 | PA      | $2648656.10    | 0.00%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     355000 | PA      | $310788.30     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12595310.00   | 0.02%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    2677000 | PA      | $1953433.67    | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177600.60     | 0.00%             | 2025-06-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQ7D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4687837 | PA      | $4554315.70    | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3585529.50    | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2897530 | PA      | $2920646.98    | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2652752 | PA      | $2528575.88    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     210000 | PA      | $207578.70     | 0.00%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E6MN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1623449 | PA      | $1468135.90    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1170902.60    | 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        |    2666000 | PA      | $2656935.60    | 0.00%             | 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        |     355000 | PA      | $394415.65     | 0.00%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     975000 | PA      | $985892.58     | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2775415.50    | 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        |    1660000 | PA      | $1574559.80    | 0.00%             | 2024-12-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    2431000 | PA      | $1923480.13    | 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        |    2368000 | PA      | $2213843.20    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307RD85<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     888705 | PA      | $847947.97     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    8108000 | PA      | $7463089.68    | 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        |    3410000 | PA      | $3025590.70    | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1138909.20    | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1484116 | PA      | $1235541.30    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4116000 | PA      | $3649863.00    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7X28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4652503 | PA      | $4473797.60    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3328000 | PA      | $3099965.44    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3363000 | PA      | $2918512.29    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2346000 | PA      | $1558400.88    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1107440.40    | 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        |    9406000 | PA      | $8596237.46    | 0.01%             | 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        |   10480000 | PA      | $9737806.40    | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3621000 | PA      | $3155484.24    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8113000 | PA      | $7261621.78    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2999000 | PA      | $2726150.98    | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2335000 | PA      | $2057391.85    | 0.00%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EXF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54477 | PA      | $52658.08      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1021499.10    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    9427000 | PA      | $7401231.97    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                                                                 | BGC Partners Inc                                                                 | CUSIP: 05541TAM3<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2697366.50    | 0.00%             | 2024-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1717000 | PA      | $1497327.02    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3481000 | PA      | $3557964.91    | 0.00%             | 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        |    8897000 | PA      | $8572259.50    | 0.01%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3934000 | PA      | $3739345.68    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1117489.28    | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                           | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   10541000 | PA      | $10184608.79   | 0.01%             | 2026-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2442000 | PA      | $2152842.78    | 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        |    2440000 | PA      | $2117554.00    | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $3411486.00    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12265000 | PA      | $9287548.60    | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    2212000 | PA      | $1833571.04    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16670000 | PA      | $13588031.23   | 0.02%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42519922 | PA      | $35217798.82   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    5118000 | PA      | $5015998.26    | 0.01%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2113771.40    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    2024000 | PA      | $2064439.52    | 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        |   11215000 | PA      | $11062363.85   | 0.01%             | 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        |    3716000 | PA      | $3659516.80    | 0.00%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4144417 | PA      | $3920057.45    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                            | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3148000 | PA      | $3095554.32    | 0.00%             | 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        |   60000000 | PA      | $53170312.80   | 0.07%             | 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        |    6172000 | PA      | $5913763.52    | 0.01%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18000847 | PA      | $16278731.48   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bestfoods                                                                        | Bestfoods                                                                        | CUSIP: 126149AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1077000 | PA      | $1187177.10    | 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        |    3010000 | PA      | $2759959.30    | 0.00%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue       | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX                                 | CUSIP: 5447122H4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     815000 | PA      | $866553.64     | 0.00%             | 2039-06-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | Arch Capital Group Ltd                                                           | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     780000 | PA      | $874918.20     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1259219.49    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     500000 | PA      | $528825.00     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                        | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2725000 | PA      | $2628807.50    | 0.00%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                            | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    2110000 | PA      | $1496074.40    | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $7018324.80    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5332000 | PA      | $6038436.68    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $620123.52     | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Corning Inc                                                                      | Corning Inc                                                                      | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1006157.43    | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1370820.40    | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B3J50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5257935 | PA      | $5076945.38    | 0.01%             | 2028-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2081000 | PA      | $2009122.26    | 0.00%             | 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        |    4041000 | PA      | $3899928.69    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    5620000 | PA      | $3624394.20    | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     371000 | PA      | $323155.84     | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     145000 | PA      | $130891.50     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     645000 | PA      | $708571.20     | 0.00%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                       | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    2719000 | PA      | $2021005.51    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JRXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1070199 | PA      | $1036674.39    | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47511650 | PA      | $40704671.97   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                            | Prospect Capital Corp                                                            | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $1654091.60    | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35901 | PA      | $32754.07      | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2148000 | PA      | $1883173.08    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3049000 | PA      | $2883134.40    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417Y5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1175152 | PA      | $1172157.96    | 0.00%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418PGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1519126 | PA      | $1552038.61    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ACHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69207 | PA      | $64495.67      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14766186 | PA      | $13325401.51   | 0.02%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7620197 | PA      | $6893299.26    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $950784.12     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECF6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $1577802.78    | 0.00%             | 2023-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VPK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     461220 | PA      | $465551.62     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4N28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     783012 | PA      | $684477.80     | 0.00%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                     | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    2576000 | PA      | $2325715.84    | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1337000 | PA      | $1211749.84    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140ECR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     861974 | PA      | $803442.99     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  473199349 | PA      | $389876704.23  | 0.48%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5533390 | PA      | $4758881.65    | 0.01%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2464903.00    | 0.00%             | 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        |    2672000 | PA      | $2323811.68    | 0.00%             | 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        |    1300000 | PA      | $1283256.00    | 0.00%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2090574 | PA      | $2001379.44    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                    | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |    4480000 | PA      | $4970497.28    | 0.01%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HNZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294253 | PA      | $286770.28     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                                           | Cleveland Clinic Foundation/The                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1323707.70    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  345750000 | PA      | $320413007.81  | 0.40%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918AW4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    7015000 | PA      | $6954320.25    | 0.01%             | 2023-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XUR23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13689 | PA      | $12446.17      | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9791000 | PA      | $8331357.72    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                        | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1862980.90    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42718790 | PA      | $35302228.17   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4627000 | PA      | $4448444.07    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1812000 | PA      | $1562360.76    | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4050615 | PA      | $3799663.50    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630CL0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     925000 | PA      | $842480.75     | 0.00%             | 2026-09-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    2595000 | PA      | $2421809.70    | 0.00%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200601 | PA      | $198427.94     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3476000 | PA      | $4076583.28    | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                   | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    1831000 | PA      | $1996851.98    | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                         | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    2694000 | PA      | $2290034.70    | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   62713530 | PA      | $57148942.36   | 0.07%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $705761.25     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2782000 | PA      | $2723160.70    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $3470901.25    | 0.00%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5301000 | PA      | $5406224.85    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                     | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2171000 | PA      | $2290187.90    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58946296 | PA      | $52952247.77   | 0.07%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                     | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $1655155.76    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10405000 | PA      | $8991792.90    | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | Hubbell Inc                                                                      | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $2224391.20    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     264951 | PA      | $258417.57     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8270000 | PA      | $8138341.60    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWP29<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     346541 | PA      | $333680.63     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUTH REVENUE                                                   | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     605000 | PA      | $412680.79     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| Appalachian Power Co                                                             | Appalachian Power Co                                                             | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1526543.20    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38737583 | PA      | $36042386.73   | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    3787000 | PA      | $3556182.35    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EUFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74558 | PA      | $74012.75      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                     | KANSAS ST DEPT OF TRANSPRTN HIGHWAY REVENUE                                      | CUSIP: 485424NF8<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     500000 | PA      | $484264.00     | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                          | CUSIP: 76131VAA1<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |      75000 | PA      | $71941.50      | 0.00%             | 2025-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1760000 | PA      | $1673848.00    | 0.00%             | 2024-01-19      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F5RX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     694455 | PA      | $647299.52     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XUJV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1458668 | PA      | $1403985.54    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622A2KY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     528097 | PA      | $484961.74     | 0.00%             | 2043-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  271420000 | PA      | $189315450.00  | 0.24%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30624750 | PA      | $27511624.87   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                   | CUSIP: 559080AK2<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    3504000 | PA      | $3511428.48    | 0.00%             | 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        |    4381000 | PA      | $4275899.81    | 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        |    2563000 | PA      | $2927535.49    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   11997000 | PA      | $11086667.64   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75500000 | PA      | $71480214.66   | 0.09%             | 2024-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8991000 | PA      | $6524498.97    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1259000 | PA      | $1221834.32    | 0.00%             | 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        |    2251000 | PA      | $2056603.64    | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2512000 | PA      | $2177979.36    | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $2700177.82    | 0.00%             | 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        |    2343000 | PA      | $2116994.22    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                         | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $972766.44     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-PC1 Mortgage Trust                                                     | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9650000 | PA      | $9249291.66    | 0.01%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1888582.50    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2720000 | PA      | $2128046.40    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138A46W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     440241 | PA      | $432877.14     | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45950000 | PA      | $50530640.63   | 0.06%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6180000 | PA      | $5979891.60    | 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        |    4442000 | PA      | $3491412.00    | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2118000 | PA      | $1872312.00    | 0.00%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4311488.10    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1077559.20    | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4473678 | PA      | $4015556.24    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                                | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2948000 | PA      | $2989684.72    | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3809809.25    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GJLW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1758284 | PA      | $1709810.37    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                    | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $910311.00     | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WK3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4875233 | PA      | $4596761.08    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     491000 | PA      | $416495.66     | 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        |    2390000 | PA      | $2282258.80    | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5914000 | PA      | $4702694.52    | 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        |    2886000 | PA      | $2886721.50    | 0.00%             | 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        |    2347000 | PA      | $2274782.81    | 0.00%             | 2024-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    1515000 | PA      | $1302703.05    | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    4190000 | PA      | $3733876.60    | 0.00%             | 2026-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    2167000 | PA      | $2061813.82    | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3753036.00    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                              | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2341000 | PA      | $1924863.84    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1869000 | PA      | $1739422.23    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    4780000 | PA      | $4236466.20    | 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        |    2252000 | PA      | $2157888.92    | 0.00%             | 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        |    2072000 | PA      | $1941339.68    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     375000 | PA      | $406950.00     | 0.00%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417CSN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219961 | PA      | $200897.60     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36192SUX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4099 | PA      | $4063.84       | 0.00%             | 2046-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8490000 | PA      | $7256148.30    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4325000 | PA      | $4016627.50    | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                       | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    2251000 | PA      | $2224753.34    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13290000 | PA      | $10946840.10   | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    2968000 | PA      | $2201246.88    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1788543.90    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     355000 | PA      | $310135.10     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3901000 | PA      | $3803084.90    | 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        |   45600000 | PA      | $39696937.73   | 0.05%             | 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        |    2185000 | PA      | $2077410.60    | 0.00%             | 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        |     431000 | PA      | $352312.33     | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1771780.20    | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                                         | Aegon NV                                                                         | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    2770000 | PA      | $2458624.30    | 0.00%             | 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        |  169300000 | PA      | $161562461.78  | 0.20%             | 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        |    7035000 | PA      | $6814382.40    | 0.01%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7575843 | PA      | $6923481.95    | 0.01%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16785791 | PA      | $15860203.70   | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4655000 | PA      | $4567439.45    | 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        |    2225000 | PA      | $1997938.75    | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $8513454.50    | 0.01%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1609944 | PA      | $1534582.14    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3202606.80    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179NQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     190651 | PA      | $181183.68     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GRJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2403360 | PA      | $2337101.55    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2179000 | PA      | $2092668.02    | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     878974 | PA      | $887228.48     | 0.00%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14725062 | PA      | $12619975.75   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OHIO ST TURNPIKE COMMISSION                                                      | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1775000 | PA      | $1282064.75    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5419000 | PA      | $5054138.73    | 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        |    4371000 | PA      | $4340840.10    | 0.01%             | 2024-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317385 | PA      | $312076.17     | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  224000000 | PA      | $216746250.56  | 0.27%             | 2024-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1245039.93    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     439000 | PA      | $409468.47     | 0.00%             | 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        |    1371000 | PA      | $1220930.34    | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1640000 | PA      | $1577994.88    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                  | CUSIP: 680223AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3662000 | PA      | $3514750.98    | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8519384 | PA      | $8064618.72    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    3520000 | PA      | $3437456.00    | 0.00%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                         | CUSIP: 471048CD8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    5695000 | PA      | $5386103.20    | 0.01%             | 2024-10-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                            | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     900000 | PA      | $845838.00     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WF6S3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      89632 | PA      | $87037.33      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AH3<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $2175135.76    | 0.00%             | 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        |    5835000 | PA      | $5861841.00    | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1047562.57    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                   | CUSIP: 26884UAB5<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1000000 | PA      | $941650.00     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Public Storage                                                                   | Public Storage                                                                   | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2176000 | PA      | $2002137.60    | 0.00%             | 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        |    2773000 | PA      | $2598938.79    | 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        |    3312000 | PA      | $3122421.12    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5985000 | PA      | $4988078.55    | 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        |    3499000 | PA      | $3109981.18    | 0.00%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                     | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2764270.90    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   69623133 | PA      | $59640852.85   | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | 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        |    2465000 | PA      | $1962361.85    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2493000 | PA      | $2776902.84    | 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        |   10395000 | PA      | $9771196.05    | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 71270QEB8<br>LEI: N4662XQCE3KKIZ6EZS08 | Long             | DBT              | CORP              | US        |     344000 | PA      | $338447.84     | 0.00%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WERK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14703125 | PA      | $13829084.71   | 0.02%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1166211.30    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                       | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4098000 | PA      | $3563129.04    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                     | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2693897.00    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1712000 | PA      | $1592416.80    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1561320.29    | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2094774.50    | 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        |    3340000 | PA      | $3139399.60    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                                                | L3Harris Technologies Inc                                                        | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1653707.00    | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                            | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    2769000 | PA      | $2540308.29    | 0.00%             | 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        |    5891000 | PA      | $5731471.72    | 0.01%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                         | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    2250000 | PA      | $2180985.75    | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138AHPM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220976 | PA      | $221658.90     | 0.00%             | 2041-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2108358.15    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                    | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    2499000 | PA      | $2437724.52    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10766000 | PA      | $9881573.10    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $1957608.00    | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $1419861.96    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                 | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    1742000 | PA      | $1555118.24    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $1517740.56    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                             | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    3846000 | PA      | $3718966.62    | 0.00%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4707481 | PA      | $4456054.17    | 0.01%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     475000 | PA      | $364743.00     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3323861.60    | 0.00%             | 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        |    3507000 | PA      | $3289601.07    | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1463960.05    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                 | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2235426.60    | 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        |    9312000 | PA      | $8965128.00    | 0.01%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1946064.40    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                               | CUSIP: 127097AE3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2898000 | PA      | $2736146.70    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2726878.35    | 0.00%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14701340 | PA      | $12126997.01   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YLPK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91976 | PA      | $87156.34      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10635000 | PA      | $10671478.05   | 0.01%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38614840 | PA      | $31731650.54   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3110000 | PA      | $2057563.56    | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WH6K6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     418726 | PA      | $390690.38     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2674000 | PA      | $2305736.72    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2123084 | PA      | $1978920.07    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7455000 | PA      | $5480319.60    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1506274.40    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3390000 | PA      | $3000014.40    | 0.00%             | 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        |    1997268 | PA      | $1778786.41    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31407H6Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21547 | PA      | $23082.49      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FUNM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85415 | PA      | $84597.78      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     455000 | PA      | $376817.35     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | Kemper Corp                                                                      | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     575000 | PA      | $563068.75     | 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        |    4117000 | PA      | $4016874.56    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $5539937.41    | 0.01%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1291420.00    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5712000 | PA      | $5273261.28    | 0.01%             | 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        |    1178000 | PA      | $1340045.68    | 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        |    2736000 | PA      | $2553262.56    | 0.00%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  126942430 | PA      | $104570244.41  | 0.13%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1558406.40    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4925723 | PA      | $4867586.93    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1051803 | PA      | $998674.71     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | 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        |    2981000 | PA      | $2762969.66    | 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        |    5024000 | PA      | $4860016.64    | 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        |      50000 | PA      | $43279.50      | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3697997 | PA      | $3601948.10    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     810000 | PA      | $750505.50     | 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        |    3699000 | PA      | $3596352.75    | 0.00%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                          | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     905000 | PA      | $837713.25     | 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        |    1323000 | PA      | $1170497.79    | 0.00%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307STN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   10888826 | PA      | $10261643.15   | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    4042000 | PA      | $3821104.70    | 0.00%             | 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        |    2664000 | PA      | $2117427.12    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3770000 | PA      | $3582291.70    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2606000 | PA      | $2414328.70    | 0.00%             | 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        |     821000 | PA      | $602523.69     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1407000 | PA      | $1169920.50    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1249283.15    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XJT36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70052 | PA      | $68376.48      | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1402174.70    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    5620000 | PA      | $4898560.60    | 0.01%             | 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        |     250000 | PA      | $205565.00     | 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        |    1450000 | PA      | $1323995.00    | 0.00%             | 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        |     502000 | PA      | $472683.20     | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     682000 | PA      | $779587.38     | 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        |    1904000 | PA      | $1657127.36    | 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        |    7334000 | PA      | $6895646.82    | 0.01%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WLBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4211715 | PA      | $3977933.57    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9066857 | PA      | $8680018.80    | 0.01%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1373943.30    | 0.00%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4001000 | PA      | $3706406.37    | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1379584.00    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229336 | PA      | $222722.06     | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   20975000 | PA      | $16244718.00   | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                    | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3752000 | PA      | $3064333.44    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9676954.80    | 0.01%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $3597655.45    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $1528217.10    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    1001000 | PA      | $812591.78     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     488000 | PA      | $547414.00     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5318461 | PA      | $5268082.76    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13444000 | PA      | $12542848.68   | 0.02%             | 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        |    5600000 | PA      | $5214216.00    | 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        |    3175000 | PA      | $3073114.25    | 0.00%             | 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        |    2719000 | PA      | $2366100.99    | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PVLA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     179731 | PA      | $175022.27     | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | Toledo Hospital/The                                                              | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1838891.60    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    4550000 | PA      | $3972423.00    | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     867000 | PA      | $680464.95     | 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        |    2107000 | PA      | $1972299.49    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                       | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1025000 | PA      | $753589.23     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1338041.94    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| GATX CORP                                                                        | GATX Corp                                                                        | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1324507.55    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    3301000 | PA      | $3031176.26    | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1331000 | PA      | $843494.63     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $4848542.60    | 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        |    8005000 | PA      | $7435924.55    | 0.01%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12947561 | PA      | $12086250.34   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                      | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1013267.92    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66246046 | PA      | $56655301.38   | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1661897.00    | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H3JQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132455 | PA      | $125530.38     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7787973 | PA      | $7550432.45    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                            | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $813805.44     | 0.00%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     415000 | PA      | $294952.95     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233JAG3<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    3418000 | PA      | $3318057.68    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YEN60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12346849 | PA      | $11633543.31   | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4728000 | PA      | $4398600.24    | 0.01%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2434651.80    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2005418.56    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617K56X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     457383 | PA      | $449782.05     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2219000 | PA      | $2054727.43    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2096000 | PA      | $1866278.40    | 0.00%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4845000 | PA      | $4496499.15    | 0.01%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WHPV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   10152235 | PA      | $9183803.87    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $773903.10     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $990443.22     | 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        |    3669000 | PA      | $3401163.00    | 0.00%             | 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        |    6825000 | PA      | $6410859.00    | 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        |     943000 | PA      | $923630.78     | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   13230000 | PA      | $8827849.80    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2141000 | PA      | $1820770.63    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10906605 | PA      | $9899124.39    | 0.01%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   12769000 | PA      | $12437006.00   | 0.02%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                    | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     860000 | PA      | $710480.40     | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     884812 | PA      | $851169.90     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1412000 | PA      | $1292488.32    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     939000 | PA      | $791238.96     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     720000 | PA      | $536839.20     | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                         | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    3525000 | PA      | $3353896.50    | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2993000 | PA      | $2861427.72    | 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        |    7652000 | PA      | $6052425.92    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3337000 | PA      | $2820532.51    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2898000 | PA      | $2741623.92    | 0.00%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1121703.87    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5370000 | PA      | $4456938.90    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138M5LN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97688 | PA      | $92117.63      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                            | CUSIP: 69371RQ25<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1688000 | PA      | $1612917.76    | 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        |    1795000 | PA      | $1667806.30    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS Hospital Corp                                                                | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     725000 | PA      | $705120.50     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1737000 | PA      | $1740456.63    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                     | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3198502.85    | 0.00%             | 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        |    4022000 | PA      | $3905723.98    | 0.00%             | 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        |     660000 | PA      | $623884.80     | 0.00%             | 2024-03-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7573000 | PA      | $6937246.65    | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35465023 | PA      | $32541662.02   | 0.04%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                       | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     910000 | PA      | $710118.50     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3128000 | PA      | $1899446.72    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     745000 | PA      | $621032.00     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     925000 | PA      | $788636.50     | 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        |    3204000 | PA      | $3130115.76    | 0.00%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3001553.45    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                 | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2549620.62    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3852000 | PA      | $2897744.04    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3752000 | PA      | $3732527.12    | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y3YP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36028 | PA      | $35637.72      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2091235.00    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $6799038.40    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1356000 | PA      | $1102509.36    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    6846000 | PA      | $7206989.58    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQMJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     228571 | PA      | $206598.19     | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132J86M7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4224806 | PA      | $3986234.77    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                      | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2327000 | PA      | $2364045.84    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4062000 | PA      | $3775507.14    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2149027.29    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1155000 | PA      | $995771.70     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6199000 | PA      | $5803689.77    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     720000 | PA      | $485179.20     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     650000 | PA      | $415025.00     | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    6385000 | PA      | $5504891.60    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132KGBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1270246 | PA      | $1255928.50    | 0.00%             | 2032-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                       | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     405000 | PA      | $388034.55     | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12610000 | PA      | $12431190.20   | 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        |   12894000 | PA      | $10656117.36   | 0.01%             | 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        |     450000 | PA      | $410643.00     | 0.00%             | 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        |    2267000 | PA      | $2202209.14    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                          | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    2362000 | PA      | $2138909.10    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q1A47<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      36307 | PA      | $35246.68      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CPK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85009 | PA      | $80944.00      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                          | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    4386000 | PA      | $3144981.30    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2405063.10    | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1271577.56    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3784515 | PA      | $3760945.72    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2331994.89    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1562219.68    | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1669719.24    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA Inc                                                            | Credit Suisse USA Inc                                                            | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2101563.83    | 0.00%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418TUV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1722 | PA      | $1759.30       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $2859926.40    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WVDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11680 | PA      | $10663.52      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $1831512.38    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WMJ62<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     578402 | PA      | $543102.77     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1890640.50    | 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        |    1984000 | PA      | $1939975.04    | 0.00%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                     | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE                             | CUSIP: 68607DNL5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    2085000 | PA      | $2224426.04    | 0.00%             | 2034-11-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                   | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     495000 | PA      | $305241.75     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1005425.00    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $5684070.40    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20984629 | PA      | $18830937.41   | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    1630000 | PA      | $1544408.70    | 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        |    3500000 | PA      | $2749460.00    | 0.00%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1179023.00    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2982000 | PA      | $2061367.14    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8161000 | PA      | $7928248.28    | 0.01%             | 2025-01-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     795000 | PA      | $746449.35     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                          | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2001602.50    | 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        |    5073000 | PA      | $4839794.19    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5825000 | PA      | $4687028.00    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    4945000 | PA      | $4210519.15    | 0.01%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| HASBRO INC                                                                       | Hasbro Inc                                                                       | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2958000 | PA      | $2843377.50    | 0.00%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2015-C4 Commercial Mortgage Trust                                          | CUSIP: 12635RAX6<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |   17519000 | PA      | $16658294.51   | 0.02%             | 2048-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                    | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    2449000 | PA      | $2331717.39    | 0.00%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FCM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1699048 | PA      | $1699047.74    | 0.00%             | 2024-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1486000 | PA      | $1438358.84    | 0.00%             | 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        |    3088000 | PA      | $2875576.48    | 0.00%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                                | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    1746000 | PA      | $1550692.44    | 0.00%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13737000 | PA      | $11538393.15   | 0.01%             | 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        |    6876000 | PA      | $6479942.40    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2694000 | PA      | $1958187.78    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1300546.00    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3095000 | PA      | $1945857.45    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $4653900.90    | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33042190 | PA      | $28323609.08   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1489338.50    | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC Corp                                                                         | CUSIP: 302491AS4<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    2183000 | PA      | $2152656.30    | 0.00%             | 2024-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7541665 | PA      | $7076438.83    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1972000 | PA      | $1921990.08    | 0.00%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1636514.07    | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $751006.25     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR Financial Corp                                                            | CUSIP: 69371RQ66<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     986000 | PA      | $930793.86     | 0.00%             | 2025-02-06      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5741000 | PA      | $5264726.64    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                        | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     445000 | PA      | $381893.22     | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11722000 | PA      | $11106946.66   | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    7021000 | PA      | $5378086.00    | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      69575 | PA      | $66120.15      | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4550800 | PA      | $4676781.84    | 0.01%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                             | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     952000 | PA      | $937224.96     | 0.00%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3078000 | PA      | $2909417.94    | 0.00%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $3333653.40    | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $796522.80     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21668840 | PA      | $20213316.83   | 0.03%             | 2026-12-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4727943.40    | 0.01%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     724743 | PA      | $717812.30     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    1857000 | PA      | $1714400.97    | 0.00%             | 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        |    2200000 | PA      | $2234716.00    | 0.00%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     193000 | PA      | $203692.20     | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1965000 | PA      | $1793652.00    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                              | CUSIP: 524660AX5<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    2153000 | PA      | $2090347.70    | 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        |    3030000 | PA      | $2915405.40    | 0.00%             | 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        |    2830000 | PA      | $3205258.00    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2119000 | PA      | $1655913.74    | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7008000 | PA      | $6470556.48    | 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        |    6954000 | PA      | $6879731.28    | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                 | Campbell Soup Co                                                                 | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1233362.00    | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5EH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2121034 | PA      | $2050227.44    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                          | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3266995.35    | 0.00%             | 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        |    1065000 | PA      | $1061868.90    | 0.00%             | 2023-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                                            | RenaissanceRe Finance Inc                                                        | CUSIP: 75972YAA9<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     230000 | PA      | $223543.90     | 0.00%             | 2025-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6794000 | PA      | $5925047.40    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FFEY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     190915 | PA      | $183655.94     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    6602000 | PA      | $5307017.70    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417DBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1261710 | PA      | $1210646.41    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1193705.40    | 0.00%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418BYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4805 | PA      | $4345.25       | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tosco Corp                                                                       | Tosco Corp                                                                       | CUSIP: 891490AT1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1794078.15    | 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        |    1424000 | PA      | $1303956.80    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9868000 | PA      | $9936187.88    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    4444000 | PA      | $4169716.32    | 0.01%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8001612 | PA      | $7558609.27    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1236046.05    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    1761000 | PA      | $1435232.61    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33015918 | PA      | $32060052.62   | 0.04%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    1518000 | PA      | $1348712.64    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7783467 | PA      | $7316085.70    | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4885000 | PA      | $4835905.75    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9Y90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19225767 | PA      | $15885954.67   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                    | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1467878.75    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30757318 | PA      | $26311766.64   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    9789000 | PA      | $9486911.46    | 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        |    1098000 | PA      | $981304.56     | 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        |    2483000 | PA      | $2376454.47    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDD74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49561 | PA      | $49594.70      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27099462 | PA      | $24507749.78   | 0.03%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                     | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   11784000 | PA      | $10915401.36   | 0.01%             | 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        |    1731000 | PA      | $1491793.11    | 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        |    3600000 | PA      | $3453444.00    | 0.00%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    2395000 | PA      | $2185653.05    | 0.00%             | 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        |     165000 | PA      | $138796.35     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                     | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1015498.25    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4106000 | PA      | $3911950.44    | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     960000 | PA      | $969638.40     | 0.00%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 64990FRB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2350000 | PA      | $1781069.70    | 0.00%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    2728000 | PA      | $2548852.24    | 0.00%             | 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        |    2460000 | PA      | $2390332.80    | 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        |    4505000 | PA      | $4129283.00    | 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        |   11709000 | PA      | $11078236.17   | 0.01%             | 2025-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     705000 | PA      | $626371.35     | 0.00%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1179187.46    | 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        |    1510000 | PA      | $1350695.00    | 0.00%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3347610.56    | 0.00%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3168000 | PA      | $2345175.36    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3752000 | PA      | $3175054.96    | 0.00%             | 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        |     110000 | PA      | $107077.30     | 0.00%             | 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        |    1100000 | PA      | $1010042.00    | 0.00%             | 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        |    4229000 | PA      | $3690225.40    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $1964243.60    | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                  | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    1524000 | PA      | $1070564.28    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29365PAP7<br>LEI: 8F4SD5Y4YNDDSMHFUP83 | Long             | DBT              | CORP              | US        |     102000 | PA      | $103768.68     | 0.00%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  166514766 | PA      | $142128876.45  | 0.18%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    4367000 | PA      | $3463336.69    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7428000 | PA      | $6547187.76    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1654000 | PA      | $1373266.58    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Life Storage LP                                                                  | Life Storage LP                                                                  | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     796000 | PA      | $740892.92     | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                      | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    2870000 | PA      | $2091971.70    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5183931.50    | 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        |     130000 | PA      | $136437.60     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    1066000 | PA      | $886805.40     | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5442287 | PA      | $4483438.64    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4954000 | PA      | $4470390.52    | 0.01%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13524396 | PA      | $12733290.48   | 0.02%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                     | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1065100.05    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2780346.00    | 0.00%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    4082000 | PA      | $3786218.28    | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2190608 | PA      | $2041504.14    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                            | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    1285000 | PA      | $1187031.60    | 0.00%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2407000 | PA      | $1786571.68    | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $3393972.00    | 0.00%             | 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        |    3769000 | PA      | $3559179.77    | 0.00%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QVC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1069975 | PA      | $968585.86     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     660000 | PA      | $431752.20     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141870000 | PA      | $133186003.94  | 0.17%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3364390 | PA      | $3260652.91    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2562000 | PA      | $2446479.42    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40423105 | PA      | $34518850.14   | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8168000 | PA      | $7892738.40    | 0.01%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36197EFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5358041 | PA      | $5061397.47    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4358000 | PA      | $4287705.46    | 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        |    5342000 | PA      | $5275011.32    | 0.01%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                 | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1334886.00    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167EU3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   14060000 | PA      | $12908345.40   | 0.02%             | 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        |     987000 | PA      | $972866.16     | 0.00%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2429000 | PA      | $1655752.14    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2789000 | PA      | $2679420.19    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                                          | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2605278 | PA      | $2451097.65    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28692146 | PA      | $24590334.38   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10192000 | PA      | $9537469.76    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     264000 | PA      | $252706.08     | 0.00%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335B2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     384636 | PA      | $347945.33     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3288062.75    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7YK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     590650 | PA      | $609814.74     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     876000 | PA      | $736680.96     | 0.00%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $1542663.20    | 0.00%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                           | CUSIP: 87031CAB9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     325000 | PA      | $307511.75     | 0.00%             | 2024-03-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14300000 | PA      | $13639302.96   | 0.02%             | 2026-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2272000 | PA      | $1923975.04    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176PR65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1772630 | PA      | $1684700.03    | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179N5V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     179871 | PA      | $170938.77     | 0.00%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     955000 | PA      | $921899.70     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4282000 | PA      | $3455702.46    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9PC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23024 | PA      | $22132.81      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1395000 | PA      | $1076633.10    | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                    | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      50000 | PA      | $53997.70      | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7RP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188555 | PA      | $181312.85     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      35000 | PA      | $29664.60      | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19024974 | PA      | $17181779.74   | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4171070.00    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   11445000 | PA      | $10271773.05   | 0.01%             | 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        |    4839000 | PA      | $4782480.48    | 0.01%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETEE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163164 | PA      | $163115.30     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | 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        |    1375226 | PA      | $1200682.25    | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5235000 | PA      | $3723132.00    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     860000 | PA      | $835662.00     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $2330114.60    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4341000 | PA      | $3430562.07    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29836791 | PA      | $27230751.41   | 0.03%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                                                         | Fortune Brands Home & Security Inc                                               | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     820000 | PA      | $794957.20     | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2401000 | PA      | $1957511.29    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     760000 | PA      | $637624.80     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                                | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    1006000 | PA      | $1158509.60    | 0.00%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16943 | PA      | $16065.95      | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3522696.80    | 0.00%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3073000 | PA      | $2867877.25    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13377549 | PA      | $11019166.09   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     949949 | PA      | $921472.70     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1257966 | PA      | $1209646.39    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WVDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53414 | PA      | $48764.02      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17099354 | PA      | $15072385.46   | 0.02%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                            | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2593640.00    | 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        |    4513000 | PA      | $4542379.63    | 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        |    8457000 | PA      | $7418734.11    | 0.01%             | 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        |    3785000 | PA      | $3643668.10    | 0.00%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138AKXC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114281 | PA      | $116761.26     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24000000 | PA      | $23088750.00   | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     370000 | PA      | $366932.70     | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Province of Quebec                                                               | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    5122000 | PA      | $6078021.30    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29437712 | PA      | $26629621.51   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1601433.70    | 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        |    1703000 | PA      | $1662400.48    | 0.00%             | 2025-08-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120200000 | PA      | $86863281.25   | 0.11%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                     | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     509000 | PA      | $452226.14     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     807000 | PA      | $743497.17     | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1006639.84    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MARKEL CORP                                                                      | Markel Corp                                                                      | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1095887.50    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5822000 | PA      | $6068561.70    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4387000 | PA      | $4932216.36    | 0.01%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335ANR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2761921 | PA      | $2756418.32    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1042926.50    | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2018-BNK15                                                                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4800581.85    | 0.01%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14860557 | PA      | $13370292.48   | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241LE77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     367987 | PA      | $392254.17     | 0.00%             | 2039-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                      | Markel Corp                                                                      | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1505970.90    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    5117000 | PA      | $3471168.12    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  284200000 | PA      | $249274485.80  | 0.31%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    6858000 | PA      | $7845894.90    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    3059000 | PA      | $2569712.95    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1552399.00    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1460895.00    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                            | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     975000 | PA      | $899827.50     | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FED92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5780150 | PA      | $5387661.25    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                              | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3443000 | PA      | $2748719.05    | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1569560.00    | 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        |    1532000 | PA      | $1477414.84    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2204076.85    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                 | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2820000 | PA      | $2738558.40    | 0.00%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2430716 | PA      | $2450816.26    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | 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        |     635000 | PA      | $610444.55     | 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        |    1572000 | PA      | $1481122.68    | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q1BX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      78379 | PA      | $76090.53      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    2217000 | PA      | $1910677.11    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9140648 | PA      | $8691672.96    | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XQDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2833207 | PA      | $2765446.33    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     610000 | PA      | $528955.40     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                  | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    1179000 | PA      | $1044688.32    | 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        |     952000 | PA      | $748281.52     | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WH5N1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4476290 | PA      | $4049292.99    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $887581.20     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3314000 | PA      | $3172724.18    | 0.00%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $970404.50     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    2804000 | PA      | $2006290.04    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                         | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     680000 | PA      | $659247.28     | 0.00%             | 2052-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4492000 | PA      | $4612475.44    | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128285P1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  170200000 | PA      | $167035343.75  | 0.21%             | 2023-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3064000 | PA      | $3117160.40    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1926000 | PA      | $1682303.22    | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   32959000 | PA      | $22748631.39   | 0.03%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    5665000 | PA      | $5699953.05    | 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        |    1476000 | PA      | $1166822.28    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2247325 | PA      | $2228044.22    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp                                           | UNIV OF NEBRASKA NE FACS CORP                                                    | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $717873.00     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                  | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2905000 | PA      | $2600323.60    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36178LZ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     278695 | PA      | $264929.69     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2225000 | PA      | $2262068.50    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4971000 | PA      | $4734181.56    | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $2121044.80    | 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        |    3381000 | PA      | $3335863.65    | 0.00%             | 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        |    2758000 | PA      | $2665220.88    | 0.00%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36198RMH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     149041 | PA      | $141681.95     | 0.00%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    4485000 | PA      | $4316857.35    | 0.01%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $1806126.24    | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3053000 | PA      | $2927888.06    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140LVXL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1225849 | PA      | $1086788.46    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                 | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1008140.00    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     290000 | PA      | $317175.90     | 0.00%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     923001 | PA      | $888954.84     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                                | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    1913000 | PA      | $1896108.21    | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10403000 | PA      | $10172365.49   | 0.01%             | 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        |   13614000 | PA      | $11045038.20   | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3058000 | PA      | $1995314.42    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                       | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1085370.00    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11450392 | PA      | $10688677.54   | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28631274 | PA      | $23611999.30   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                     | CUSIP: 677632G96<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     500000 | PA      | $425747.00     | 0.00%             | 2056-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    4461000 | PA      | $3361140.45    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4464000 | PA      | $4307358.24    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3680000 | PA      | $2969281.60    | 0.00%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     930000 | PA      | $915082.80     | 0.00%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115427.40     | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                     | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3042966.20    | 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        |    4712000 | PA      | $3952755.44    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WD2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4209998 | PA      | $4109310.10    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | Legg Mason Inc                                                                   | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1472063.36    | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                              | First Republic Bank/CA                                                           | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    1613000 | PA      | $1284222.21    | 0.00%             | 2047-02-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10032000 | PA      | $9463386.24    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1677854 | PA      | $1583106.74    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4260000 | PA      | $3761580.00    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43524567 | PA      | $37170021.08   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2117000 | PA      | $1875958.38    | 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        |    2785000 | PA      | $2249806.55    | 0.00%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                     | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     245000 | PA      | $261429.70     | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1868000 | PA      | $1597905.88    | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1694000 | PA      | $1393857.08    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                    | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     170000 | PA      | $124370.30     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5341000 | PA      | $3984599.64    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $5608894.50    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3031877.50    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                        | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    1885000 | PA      | $1872313.95    | 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        |    8542000 | PA      | $8104820.44    | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     110000 | PA      | $107696.60     | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                              | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     465000 | PA      | $447725.25     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1306000 | PA      | $941678.24     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                            | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    4376000 | PA      | $3878580.08    | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1130208.56    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1949000 | PA      | $1904211.98    | 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        |   10725000 | PA      | $10280985.00   | 0.01%             | 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        |    2612000 | PA      | $2290018.76    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5872928 | PA      | $5598014.01    | 0.01%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JV7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     490000 | PA      | $480552.80     | 0.00%             | 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        |    4167000 | PA      | $3882643.92    | 0.00%             | 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        |    2993000 | PA      | $2866605.61    | 0.00%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                              | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     901000 | PA      | $632673.19     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1667201.40    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2357770.80    | 0.00%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1249627.60    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $3017213.65    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5796093.75    | 0.01%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                | Iberdrola International BV                                                       | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    1457000 | PA      | $1541811.97    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1298562.10    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2710000 | PA      | $2092851.70    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2034166.60    | 0.00%             | 2023-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10915000 | PA      | $8005170.15    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown Inc                                                                | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2633671.25    | 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        |    3035000 | PA      | $3171726.75    | 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        |    1975000 | PA      | $1881404.75    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1388282.45    | 0.00%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4186766.00    | 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        |    6964000 | PA      | $7989588.28    | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     315766 | PA      | $306134.72     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3723000 | PA      | $3768420.60    | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2658994.35    | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5946000 | PA      | $5843550.42    | 0.01%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $1787824.10    | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18559700 | PA      | $16772236.97   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    1779000 | PA      | $1648777.20    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWFV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2679215 | PA      | $2499340.50    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     865000 | PA      | $945349.85     | 0.00%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26690002 | PA      | $22074234.77   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2476000 | PA      | $2248381.32    | 0.00%             | 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        |    2020000 | PA      | $2109082.00    | 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        |    2633000 | PA      | $2116721.36    | 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        |    2429000 | PA      | $2026441.83    | 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        |    3230000 | PA      | $3173216.60    | 0.00%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    5626000 | PA      | $5065987.96    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Western Union Co/The                                                             | Western Union Co/The                                                             | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    2357000 | PA      | $2365838.75    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1741000 | PA      | $1696238.89    | 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        |    2815000 | PA      | $2500029.65    | 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        |    2748000 | PA      | $2299141.68    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAT0<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1202989.20    | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  233450000 | PA      | $153529851.56  | 0.19%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1109219.25    | 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        |    3625000 | PA      | $2768847.50    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8340232 | PA      | $7864634.50    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLAC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14000000 | PA      | $13514754.40   | 0.02%             | 2025-06-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | Aptiv PLC                                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1202000 | PA      | $892917.72     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10452000 | PA      | $6757845.12    | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11259557 | PA      | $11047456.46   | 0.01%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1517000 | PA      | $1396474.35    | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2619000 | PA      | $3070882.26    | 0.00%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1610916.65    | 0.00%             | 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        |    5149000 | PA      | $4867864.60    | 0.01%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                         | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     520000 | PA      | $482250.60     | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1040000 | PA      | $921211.20     | 0.00%             | 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        |    5320000 | PA      | $4904242.00    | 0.01%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42945484 | PA      | $36896620.27   | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAQH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1366146 | PA      | $1365737.08    | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EG5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158647 | PA      | $155441.69     | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     880000 | PA      | $726660.00     | 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        |    9170000 | PA      | $8514803.50    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                             | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     380000 | PA      | $346126.80     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1810169.00    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1558000 | PA      | $1593039.42    | 0.00%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307NP40<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2623342 | PA      | $2513796.88    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7323000 | PA      | $7102138.32    | 0.01%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3185397.50    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136900000 | PA      | $117691218.75  | 0.15%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9283000 | PA      | $9050832.17    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2212000 | PA      | $2104585.28    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1343490.00    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    3702000 | PA      | $2999693.58    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     502000 | PA      | $411022.54     | 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        |    1381000 | PA      | $1238798.43    | 0.00%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WFEV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     109049 | PA      | $108113.49     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2661000 | PA      | $2257193.25    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5331574 | PA      | $4893772.83    | 0.01%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | IDAHO ENERGY RESOURCES AUTH TRANSMISSION FACS REVENUE                            | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     580000 | PA      | $396923.58     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                 | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    1950000 | PA      | $1952940.60    | 0.00%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    9060000 | PA      | $6556540.80    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1088000 | PA      | $915954.56     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4490000 | PA      | $4534226.50    | 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        |    2040000 | PA      | $1944160.80    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1608198.08    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2813000 | PA      | $2418139.19    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     555000 | PA      | $425213.25     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138Y5DG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1964830 | PA      | $1908866.80    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $698119.00     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $805106.75     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2116826.40    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     355000 | PA      | $362405.30     | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   14575000 | PA      | $13188334.50   | 0.02%             | 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        |    2583000 | PA      | $2223833.85    | 0.00%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3741762 | PA      | $3600641.56    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1418834.80    | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3130A3GE8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     250000 | PA      | $241622.50     | 0.00%             | 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        |    3038000 | PA      | $2790706.80    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4111000 | PA      | $3416610.99    | 0.00%             | 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        |    2525000 | PA      | $2442028.50    | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                                | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3291000 | PA      | $3534764.37    | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1730000 | PA      | $1527434.30    | 0.00%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                               | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     305000 | PA      | $209681.40     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JS3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      29000 | PA      | $25584.96      | 0.00%             | 2026-02-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    4925000 | PA      | $4280022.00    | 0.01%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                         | Genpact Luxembourg SARL/Genpact USA Inc                                          | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     440000 | PA      | $394055.20     | 0.00%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25092745 | PA      | $22409499.43   | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3703000 | PA      | $3443938.12    | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3052177.20    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1457232.60    | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3797382 | PA      | $3756241.61    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                  | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2220223.80    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Dell Inc                                                                         | Dell Inc                                                                         | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1816440.40    | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6196000 | PA      | $6085525.32    | 0.01%             | 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        |    3440000 | PA      | $3198408.80    | 0.00%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77786 | PA      | $76868.30      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L7X36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34774894 | PA      | $31289301.04   | 0.04%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2317530.60    | 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        |     410000 | PA      | $319660.60     | 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        |    1300000 | PA      | $1346215.00    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3244000 | PA      | $2817738.40    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3172000 | PA      | $2974796.76    | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     485000 | PA      | $509613.75     | 0.00%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                         | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    1655000 | PA      | $1566532.80    | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2261000 | PA      | $1557037.65    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | 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        |    1814000 | PA      | $1718130.10    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                            | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1808989.15    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                           | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1038451.23    | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5697000 | PA      | $5521646.34    | 0.01%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36184Q2R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      71780 | PA      | $68063.21      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    7629000 | PA      | $6726794.46    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | Eaton Vance Corp                                                                 | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2604559.50    | 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        |    2384000 | PA      | $2448844.80    | 0.00%             | 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        |    3465000 | PA      | $3362436.00    | 0.00%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47633888 | PA      | $42142621.03   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2366345.28    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                     | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    1450000 | PA      | $1254583.50    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10492000 | PA      | $8381744.04    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 0778FPAA7<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    4226000 | PA      | $3662124.82    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1108183.50    | 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        |    1579000 | PA      | $1481023.05    | 0.00%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617AUG95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     361888 | PA      | $368075.00     | 0.00%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      70000 | PA      | $63308.00      | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                    | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2727000 | PA      | $2399296.41    | 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        |    3780000 | PA      | $3059116.20    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     838000 | PA      | $592440.86     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1664174.55    | 0.00%             | 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        |    1896000 | PA      | $1823174.64    | 0.00%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH                                                              | RWJ Barnabas Health Inc                                                          | CUSIP: 78349AAC7<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |     964000 | PA      | $711923.64     | 0.00%             | 2049-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8314000 | PA      | $7446932.94    | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    8184000 | PA      | $5955414.96    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3996000 | PA      | $3519437.04    | 0.00%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28005640 | PA      | $23997908.80   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4344000 | PA      | $4199866.08    | 0.01%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3992000 | PA      | $3008051.84    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | 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        |    1750000 | PA      | $1695988.84    | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1861415.00    | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     385000 | PA      | $384788.25     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    7880000 | PA      | $6721167.20    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     308000 | PA      | $304029.88     | 0.00%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1072011.60    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4061000 | PA      | $3714718.53    | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                             | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1093041.80    | 0.00%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3503676 | PA      | $3235411.49    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1818294.64    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4695000 | PA      | $4489265.10    | 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        |    5000000 | PA      | $4578500.00    | 0.01%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $1707849.92    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    2877000 | PA      | $2693994.03    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  143225533 | PA      | $122838970.68  | 0.15%             | 2051-07-01      | Fixed         | 2.50%                 | 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        |    1850000 | PA      | $1919393.50    | 0.00%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3150000 | PA      | $2995261.86    | 0.00%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $1463495.00    | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3345000 | PA      | $3075995.10    | 0.00%             | 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        |   13037000 | PA      | $13038694.81   | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8732873 | PA      | $8206129.70    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2468924 | PA      | $2038912.73    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1500007.85    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2621000 | PA      | $2809397.48    | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    2150000 | PA      | $2270873.00    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1488000 | PA      | $1252003.20    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     186000 | PA      | $179331.90     | 0.00%             | 2024-03-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1175055 | PA      | $1068977.36    | 0.00%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                           | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    6092000 | PA      | $5688953.28    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3865000 | PA      | $3582507.15    | 0.00%             | 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        |     803000 | PA      | $669196.11     | 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        |    1817000 | PA      | $1749825.51    | 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        |    4928000 | PA      | $4666323.20    | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FVBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1164545 | PA      | $1132206.58    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    3812000 | PA      | $3677169.56    | 0.00%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1615419.90    | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                       | CUSIP: 013051EF0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     825000 | PA      | $808846.50     | 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        |    2922000 | PA      | $2836356.18    | 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        |    3112000 | PA      | $2602192.16    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GD6M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97287 | PA      | $97352.81      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    3588000 | PA      | $3328623.48    | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EGXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1171617 | PA      | $1197042.77    | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     947000 | PA      | $678743.31     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $965794.20     | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HAFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181642 | PA      | $179921.19     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                           | CUSIP: 29444GAJ6<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     169000 | PA      | $182315.51     | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MNP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49368148 | PA      | $45193067.59   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     770000 | PA      | $839292.30     | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10529627 | PA      | $9515495.08    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | El Paso Electric Co                                                              | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     619000 | PA      | $615645.02     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1071500.00    | 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        |    1825000 | PA      | $1635163.50    | 0.00%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50824000 | PA      | $39190068.75   | 0.05%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    6358000 | PA      | $5426998.06    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QVDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     357617 | PA      | $334145.47     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18605133 | PA      | $17546910.95   | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                        | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    1174000 | PA      | $962269.10     | 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        |    7052000 | PA      | $6497642.28    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99678 | PA      | $93936.61      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      35000 | PA      | $37383.50      | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3380000 | PA      | $2687911.20    | 0.00%             | 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        |    3837000 | PA      | $3768010.74    | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                        | CUSIP: 797400LP1<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    1025000 | PA      | $780037.30     | 0.00%             | 2048-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43143.75      | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4296000 | PA      | $3877999.20    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5454000 | PA      | $5203279.62    | 0.01%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31000000 | PA      | $27637526.41   | 0.03%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1614436.98    | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2582000 | PA      | $2552255.36    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                      | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1762000 | PA      | $1643258.82    | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                             | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    3231000 | PA      | $3057042.96    | 0.00%             | 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        |    4815000 | PA      | $4137673.95    | 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        |    1798000 | PA      | $1691036.98    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5393017.80    | 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        |    2055000 | PA      | $1633252.35    | 0.00%             | 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        |    1710000 | PA      | $1621285.20    | 0.00%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2ZJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109440 | PA      | $103381.31     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                          | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2779000 | PA      | $2247349.51    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     470000 | PA      | $497969.70     | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                               | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1300950.00    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5025197 | PA      | $4731151.86    | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54000000 | PA      | $44372812.50   | 0.06%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6144083 | PA      | $5499796.02    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26664905 | PA      | $25712757.13   | 0.03%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     856000 | PA      | $826005.76     | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4726000 | PA      | $3890584.98    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3152245.30    | 0.00%             | 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        |    3781000 | PA      | $3461656.74    | 0.00%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                    | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     770000 | PA      | $653360.40     | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2053701.30    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3858040 | PA      | $3673555.10    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                        | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2019812.80    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                      | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1794802.50    | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617AUDW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     114399 | PA      | $116004.34     | 0.00%             | 2047-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394758 | PA      | $383795.82     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9136075 | PA      | $8515708.79    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5416000 | PA      | $5054861.12    | 0.01%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1888000 | PA      | $1440770.56    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6454000 | PA      | $5411872.62    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     655000 | PA      | $595395.00     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EBLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42992 | PA      | $38879.11      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                         | AXIS Specialty Finance PLC                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1584000 | PA      | $1491177.60    | 0.00%             | 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        |     290000 | PA      | $334251.10     | 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        |   10785000 | PA      | $9442051.80    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                           | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    1725000 | PA      | $1608959.25    | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                      | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1126755.00    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                   | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    2463000 | PA      | $2408148.99    | 0.00%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1801072.56    | 0.00%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    9060000 | PA      | $8910963.00    | 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        |    2770000 | PA      | $2635738.10    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                                                         | Fortune Brands Home & Security Inc                                               | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1478390.90    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     315000 | PA      | $312722.55     | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    6270000 | PA      | $5006532.30    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1405000 | PA      | $1053176.76    | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21614000 | PA      | $18970607.80   | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MCSM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     456735 | PA      | $448382.24     | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     655000 | PA      | $688391.90     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180XDF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30637 | PA      | $28134.70      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2075000 | PA      | $1597563.25    | 0.00%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8107415 | PA      | $8034708.77    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2515000 | PA      | $2280048.70    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5537000 | PA      | $5384953.98    | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $1773365.66    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                       | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1912452.00    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10234000 | PA      | $8688666.00    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    1860000 | PA      | $1309142.40    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4140000 | PA      | $3816707.40    | 0.00%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6078592 | PA      | $5713584.59    | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ6Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     181741 | PA      | $162476.03     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1336003.20    | 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        |    7226000 | PA      | $7001488.18    | 0.01%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6204000 | PA      | $5872706.40    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2014-GC25                                    | CUSIP: 17322YAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5209000 | PA      | $4955983.56    | 0.01%             | 2047-10-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4002000 | PA      | $2972565.54    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | Ingredion Inc                                                                    | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2791425.60    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TR64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1397663 | PA      | $1239744.44    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5867020 | PA      | $5458817.51    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | 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        |    8525000 | PA      | $7447866.25    | 0.01%             | 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        |    7532000 | PA      | $6384499.80    | 0.01%             | 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        |    2575000 | PA      | $2052841.50    | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Rohm & Haas Co                                                                   | Rohm and Haas Co                                                                 | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2279000 | PA      | $2557881.23    | 0.00%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     513000 | PA      | $493962.57     | 0.00%             | 2025-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9743000 | PA      | $7222680.76    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2746559.20    | 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        |  120000000 | PA      | $113925000.00  | 0.14%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     220579 | PA      | $222208.08     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630CC0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    4295000 | PA      | $4242042.65    | 0.01%             | 2024-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1873000 | PA      | $1260791.22    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $1800451.48    | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2863000 | PA      | $2396960.86    | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3494000 | PA      | $2894709.12    | 0.00%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $3470764.95    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9704000 | PA      | $9435684.40    | 0.01%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                       | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1732386.15    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3760000 | PA      | $2682459.20    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2195000 | PA      | $1745793.25    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     880000 | PA      | $747472.00     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417EZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     250903 | PA      | $229157.90     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MARYLAND ST TRANSPRTN AUTH TRANSPRTN FACS PROJ REVENUE                           | CUSIP: 574300HZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1626312.00    | 0.00%             | 2043-07-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2383619.76    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                               | First Horizon Corp                                                               | CUSIP: 320517AD7<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     550000 | PA      | $531250.50     | 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        |     200000 | PA      | $192096.00     | 0.00%             | 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        |    4827000 | PA      | $4250656.20    | 0.01%             | 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        |    6200000 | PA      | $5474042.00    | 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        |    5308000 | PA      | $4924868.56    | 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        |    3216227 | PA      | $2706904.91    | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E0E76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184761 | PA      | $183410.91     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2699000 | PA      | $2666450.06    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                      | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $2236134.60    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3574396.96    | 0.00%             | 2047-11-15      | Variable      | 4.35%                 | 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        |    1898000 | PA      | $1582950.98    | 0.00%             | 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        |    3475000 | PA      | $2978735.25    | 0.00%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     633000 | PA      | $618757.50     | 0.00%             | 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        |    3755000 | PA      | $2980681.45    | 0.00%             | 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        |    5120000 | PA      | $4779520.00    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1160000 | PA      | $1010522.40    | 0.00%             | 2026-12-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4069558.75    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7896000 | PA      | $6469271.76    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | Cboe Global Markets Inc                                                          | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    1974000 | PA      | $1885288.44    | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     604445 | PA      | $546229.92     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                                | National Grid USA                                                                | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1403537.28    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $2956061.60    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2102312.00    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     679000 | PA      | $684472.74     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5979000 | PA      | $5794488.06    | 0.01%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20606210 | PA      | $18914137.09   | 0.02%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                             | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     624000 | PA      | $573499.68     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3711000 | PA      | $2812010.25    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $3833620.20    | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                    | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2050266.00    | 0.00%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1206188.25    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2217000 | PA      | $1931428.23    | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EPJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     218474 | PA      | $217826.90     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-LC23 Mortgage Trust                                                    | CUSIP: 12636FBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3359021 | PA      | $3199423.63    | 0.00%             | 2048-10-10      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                                | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    2314000 | PA      | $1848284.36    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    3422000 | PA      | $3138350.42    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | Masco Corp                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    1823000 | PA      | $1677251.15    | 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        |   20500000 | PA      | $18438789.17   | 0.02%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     115000 | PA      | $113783.30     | 0.00%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4570000 | PA      | $4250374.20    | 0.01%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4169000 | PA      | $4562595.29    | 0.01%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4385000 | PA      | $4338299.75    | 0.01%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1696437 | PA      | $1680367.62    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     632436 | PA      | $608144.07     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    3669000 | PA      | $3751369.05    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3698010.00    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6100528 | PA      | $5743560.33    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1605762.69    | 0.00%             | 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        |  340050000 | PA      | $305991867.19  | 0.38%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1677000 | PA      | $1369840.68    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                  | Credit Agricole Corporate & Investment Bank SA                                   | CUSIP: 22533AE52<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $233832.50     | 0.00%             | 2024-06-28      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8778000 | PA      | $8587254.06    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                       | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $1569739.88    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     990000 | PA      | $870675.30     | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2365767.60    | 0.00%             | 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        |     855000 | PA      | $799792.65     | 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        |    4100000 | PA      | $3717226.58    | 0.00%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5733000 | PA      | $5313057.75    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4955000 | PA      | $4175182.10    | 0.01%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $4020523.50    | 0.00%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8168481 | PA      | $7716239.23    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3362000 | PA      | $3288506.68    | 0.00%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1043192.64    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1753286.50    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2813000 | PA      | $2036190.05    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31294MBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     744319 | PA      | $726741.57     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    2184000 | PA      | $1683907.68    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2645440 | PA      | $2617889.42    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1242296.48    | 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        |    2521000 | PA      | $2326177.12    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J96V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2009110 | PA      | $1902462.43    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   92857614 | PA      | $76305123.83   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                         | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1641283.00    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1605516.85    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44676466 | PA      | $38744929.23   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2770427 | PA      | $2582306.65    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     923000 | PA      | $730628.34     | 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        |   16323000 | PA      | $16015637.91   | 0.02%             | 2024-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3043876.20    | 0.00%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                 | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2110000 | PA      | $1896953.30    | 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        |    2201000 | PA      | $2021706.54    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EHFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     556564 | PA      | $596121.81     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1240371.20    | 0.00%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2110000 | PA      | $1572962.80    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $2871039.00    | 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        |     759000 | PA      | $613993.05     | 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        |   11698000 | PA      | $11325184.74   | 0.01%             | 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        |    4236000 | PA      | $3845398.44    | 0.00%             | 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        |    1035000 | PA      | $966524.40     | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1994876 | PA      | $1918736.76    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    3091000 | PA      | $3186573.72    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HSBC USA Inc                                                                     | HSBC USA Inc                                                                     | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    2223000 | PA      | $2170492.74    | 0.00%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39145094 | PA      | $33536600.69   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                              | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2757175.05    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     337992 | PA      | $343508.65     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1435221.60    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | Hubbell Inc                                                                      | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     662000 | PA      | $610304.42     | 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        |    2488000 | PA      | $2313765.36    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13745905 | PA      | $12348579.76   | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1529850.00    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      14783 | PA      | $13381.89      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1537639.65    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4113000 | PA      | $4408724.70    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2028000 | PA      | $1956898.32    | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $1988076.47    | 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        |    2951000 | PA      | $2807050.22    | 0.00%             | 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        |    2298000 | PA      | $1888197.66    | 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        |    6670000 | PA      | $6552608.00    | 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        |    9887000 | PA      | $9303271.52    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5ZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6629065 | PA      | $6229037.20    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                             | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    3369000 | PA      | $3209140.95    | 0.00%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $2850246.10    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAA4<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    7065000 | PA      | $6824507.40    | 0.01%             | 2024-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    5336000 | PA      | $5072561.68    | 0.01%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132M96D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     474323 | PA      | $445227.51     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CA5<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    6275000 | PA      | $5907473.25    | 0.01%             | 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        |  378400000 | PA      | $357706250.00  | 0.44%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620C4HE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20507 | PA      | $20100.33      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      15000 | PA      | $16571.10      | 0.00%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4602000 | PA      | $4423304.34    | 0.01%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $3360827.40    | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2377000 | PA      | $2203383.92    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                        | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     285000 | PA      | $299711.70     | 0.00%             | 2034-11-01      | Fixed         | 6.13%                 | 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        |    1498384 | PA      | $1346088.66    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     223000 | PA      | $167087.21     | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    2225000 | PA      | $1783159.50    | 0.00%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| UMASS MEM HEALTH CARE                                                            | UMass Memorial Health Care Obligated Group                                       | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $455954.80     | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                     | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    1795000 | PA      | $1804745.06    | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2472000 | PA      | $2302890.48    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y3H72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     805407 | PA      | $778745.20     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1572000 | PA      | $1509371.52    | 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        |  129500000 | PA      | $125969102.21  | 0.16%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1568000 | PA      | $1126404.16    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241LGU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     266340 | PA      | $279153.79     | 0.00%             | 2039-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     737000 | PA      | $757444.38     | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                       | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1216000 | PA      | $753737.60     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMK77<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      12339 | PA      | $12215.52      | 0.00%             | 2024-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GSTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68433 | PA      | $64634.25      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4060000 | PA      | $2902250.40    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                               | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE                             | CUSIP: 88283LKV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2725000 | PA      | $2471149.90    | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1445623.50    | 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        |    3220000 | PA      | $2608618.60    | 0.00%             | 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        |     805000 | PA      | $782677.35     | 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        |    4005000 | PA      | $3609185.85    | 0.00%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     940000 | PA      | $717859.20     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3002000 | PA      | $2553771.38    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PX5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     276693 | PA      | $266940.87     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     810000 | PA      | $791037.90     | 0.00%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Markel Corp                                                                      | Markel Corp                                                                      | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1402754.65    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     750000 | PA      | $559545.00     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1464000 | PA      | $1484305.68    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $19612794.00   | 0.02%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                               | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2221000 | PA      | $2154414.42    | 0.00%             | 2026-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $3532759.58    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5A51<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2686586 | PA      | $2540341.39    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3507000 | PA      | $3029521.95    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     550000 | PA      | $456401.00     | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XYAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4855103 | PA      | $4900781.58    | 0.01%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                              | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    2663000 | PA      | $1904204.78    | 0.00%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9265000 | PA      | $6671726.50    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3119965.80    | 0.00%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1057927.00    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1028006.56    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    7225000 | PA      | $6109676.75    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1617000 | PA      | $1722315.21    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                             | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5249000 | PA      | $3919375.81    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  102000000 | PA      | $69662812.50   | 0.09%             | 2050-02-15      | Fixed         | 2.00%                 | 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        |    2642000 | PA      | $2255264.04    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     265000 | PA      | $320080.25     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                             | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     365000 | PA      | $325656.65     | 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        |    2783000 | PA      | $2380216.41    | 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        |    1500000 | PA      | $1187370.00    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      75000 | PA      | $64914.75      | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3167330.40    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FM60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47205 | PA      | $44911.49      | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2669532.45    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3258432.50    | 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        |    6370000 | PA      | $6069781.90    | 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        |    4352000 | PA      | $4239761.92    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1808224.20    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9768000 | PA      | $9019868.88    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                       | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1831831.95    | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3008047 | PA      | $3016517.12    | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20156616 | PA      | $18108193.87   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30811426 | PA      | $28952963.61   | 0.04%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     460000 | PA      | $391920.00     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                         | CUSIP: 6789084C5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     250000 | PA      | $239758.23     | 0.00%             | 2037-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21200000 | PA      | $19396343.86   | 0.02%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5107423.70    | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDE6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1062755.85    | 0.00%             | 2025-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1578195 | PA      | $1491171.35    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   13052000 | PA      | $12071403.24   | 0.01%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WLBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133514 | PA      | $121690.09     | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2960000 | PA      | $2565964.80    | 0.00%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1052162.10    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1352378 | PA      | $1306155.79    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1308345.00    | 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        |    2075000 | PA      | $1821870.75    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4141000 | PA      | $3195858.16    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417DRG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2377918 | PA      | $2242318.34    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                           | GE Healthcare Holding LLC                                                        | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    6975000 | PA      | $7139749.50    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $1156815.00    | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  104180000 | PA      | $102088261.46  | 0.13%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2773000 | PA      | $2506902.92    | 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        |    8025000 | PA      | $8416620.00    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                       | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3608000 | PA      | $3428610.24    | 0.00%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $2042484.80    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                             | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2865000 | PA      | $2453929.80    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5631316.20    | 0.01%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | Arrow Electronics Inc                                                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1283804.55    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AY6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1774119 | PA      | $1677657.48    | 0.00%             | 2027-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4840335.36    | 0.01%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| TCI Communications Inc                                                           | TCI Communications Inc                                                           | CUSIP: 872287AL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     927000 | PA      | $1023083.55    | 0.00%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WER53<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      62395 | PA      | $58217.22      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                          | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1407101.10    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WFUT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     274454 | PA      | $256077.37     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1942654.20    | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    8975000 | PA      | $8126952.25    | 0.01%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0N94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197440 | PA      | $191673.99     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1362949.56    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3273000 | PA      | $3108760.86    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     884000 | PA      | $840551.40     | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2923934 | PA      | $2842918.47    | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3821000 | PA      | $3756119.42    | 0.00%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                                | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1950000 | PA      | $1521273.00    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1518930.63    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     860000 | PA      | $812278.60     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1714147.20    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1442598 | PA      | $1351412.31    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $2717746.50    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1137061.80    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1074268.80    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                              | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $1978615.35    | 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        |    3911000 | PA      | $3210500.79    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $3289244.40    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348234 | PA      | $334700.21     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                    | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1455458.64    | 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        |    4274000 | PA      | $4052051.18    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1489000 | PA      | $1357655.31    | 0.00%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                            | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     960000 | PA      | $926016.00     | 0.00%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3568000 | PA      | $3318525.44    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13002324 | PA      | $11870405.40   | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2345161.95    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10347000 | PA      | $8443152.00    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | Biogen Inc                                                                       | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    5439000 | PA      | $5302263.54    | 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        |     625000 | PA      | $586587.50     | 0.00%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     825000 | PA      | $663704.25     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4904000 | PA      | $3352423.44    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4964000 | PA      | $3435336.20    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1291406.25    | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2001391.20    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    4097000 | PA      | $2903134.20    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5118000 | PA      | $4903453.44    | 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        |     320000 | PA      | $293545.60     | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2068000 | PA      | $1651008.48    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | 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        |    3748000 | PA      | $2971114.56    | 0.00%             | 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        |    3225000 | PA      | $2904015.75    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22544512 | PA      | $21883163.75   | 0.03%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                    | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1428000 | PA      | $1227680.16    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                 | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    2394000 | PA      | $1884437.10    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7051671 | PA      | $6619115.56    | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                                                           | CNOOC Finance 2014 ULC                                                           | CUSIP: 12591DAC5<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    7345000 | PA      | $7263543.95    | 0.01%             | 2024-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28500000 | PA      | $26758828.13   | 0.03%             | 2026-05-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4026174.40    | 0.00%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                               | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3458000 | PA      | $3292880.50    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3765000 | PA      | $3669293.70    | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $988497.23     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GCLU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     929561 | PA      | $859247.74     | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     179402 | PA      | $173930.51     | 0.00%             | 2050-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                              | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    2150000 | PA      | $1986514.00    | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $5926375.10    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2350000 | PA      | $2067577.00    | 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        |    5629000 | PA      | $4783861.94    | 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        |    3603000 | PA      | $3492604.08    | 0.00%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118960000 | PA      | $86338937.50   | 0.11%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2905000 | PA      | $2663042.55    | 0.00%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6558000 | PA      | $6508028.04    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10620000 | PA      | $8502159.60    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1420127.64    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1346000 | PA      | $1096276.62    | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2761645 | PA      | $2574050.79    | 0.00%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15016706 | PA      | $15342054.95   | 0.02%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4042582.85    | 0.01%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3137000 | PA      | $2835189.23    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      50000 | PA      | $40866.00      | 0.00%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UDR INC                                                                          | UDR Inc                                                                          | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     585000 | PA      | $425476.35     | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     575000 | PA      | $594469.50     | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    3371000 | PA      | $3212327.03    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    3067000 | PA      | $2959869.69    | 0.00%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307UNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10140 | PA      | $9664.54       | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6252000 | PA      | $5272374.12    | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28800000 | PA      | $31677750.14   | 0.04%             | 2027-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2765453 | PA      | $2525776.15    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    6158000 | PA      | $5858536.46    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1449161 | PA      | $1373220.94    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6127904 | PA      | $5251862.64    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2255000 | PA      | $2455638.63    | 0.00%             | 2045-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                        | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    2421000 | PA      | $2327283.09    | 0.00%             | 2025-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                                                       | Kellogg Co                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    1924000 | PA      | $1675169.08    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                     | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4760000 | PA      | $5021476.32    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36181LT57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14732 | PA      | $14335.84      | 0.00%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     717000 | PA      | $562780.47     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1527781.50    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1703706.00    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22647264 | PA      | $18702799.39   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                  | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $865980.00     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                     | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $981555.75     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                   | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1991000 | PA      | $1760044.00    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56039.40      | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141900000 | PA      | $137144133.52  | 0.17%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A23R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6496912 | PA      | $6168744.73    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56347687 | PA      | $52512379.78   | 0.07%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1824830.28    | 0.00%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617JGUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      68596 | PA      | $67403.03      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     601000 | PA      | $555828.84     | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     645000 | PA      | $620354.55     | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2166000 | PA      | $1915393.80    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2026000 | PA      | $1277656.38    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    3067000 | PA      | $3027497.04    | 0.00%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     152000 | PA      | $146822.88     | 0.00%             | 2024-03-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    4277000 | PA      | $4137783.65    | 0.01%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     655196 | PA      | $612136.73     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS BOND                                                            | Bangko Sentral ng Pilipinas International Bond                                   | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $227954.00     | 0.00%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2561000 | PA      | $2454616.06    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307NQJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1203170 | PA      | $1152928.40    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3620000 | PA      | $3583148.40    | 0.00%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                  | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1029420.00    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     730000 | PA      | $479814.40     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2473000 | PA      | $2221001.30    | 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        |    3314000 | PA      | $3254646.26    | 0.00%             | 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        |    3400000 | PA      | $3035486.00    | 0.00%             | 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        |    9055000 | PA      | $10792563.95   | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18479840 | PA      | $16017448.42   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2694000 | PA      | $2739932.70    | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $845407.20     | 0.00%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2106627.50    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3197000 | PA      | $3297833.38    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   13938000 | PA      | $13229670.84   | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                 | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    1868000 | PA      | $1287687.12    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                      | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1196062.00    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12558000 | PA      | $10640142.24   | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1858607 | PA      | $1836670.72    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2515421.20    | 0.00%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36180C5Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     174462 | PA      | $165798.59     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4916000 | PA      | $3362445.68    | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32691 | PA      | $32960.31      | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    3020000 | PA      | $2754874.20    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1304000 | PA      | $1265988.40    | 0.00%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1458026.70    | 0.00%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                       | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2321983.80    | 0.00%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                       | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $2912679.00    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                        | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    1265000 | PA      | $1092150.40    | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WLSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     715767 | PA      | $673460.47     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5377000 | PA      | $5263545.30    | 0.01%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    7330000 | PA      | $7347885.20    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2917000 | PA      | $2862597.95    | 0.00%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                   | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    1260000 | PA      | $975920.40     | 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        |    4968000 | PA      | $3936444.48    | 0.00%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7527000 | PA      | $7276953.06    | 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        |    3203000 | PA      | $2609163.80    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                    | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2438000 | PA      | $2353669.58    | 0.00%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2135000 | PA      | $2111515.00    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                       | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1279075.92    | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | Magna International Inc                                                          | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    1934000 | PA      | $1901431.44    | 0.00%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2346000 | PA      | $1539797.10    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866AU2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     878000 | PA      | $848507.98     | 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        |    5305000 | PA      | $4572167.30    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7587428.64    | 0.01%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $4152161.60    | 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        |    3100000 | PA      | $3058832.00    | 0.00%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     910000 | PA      | $851168.50     | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                   | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1477000 | PA      | $1204109.48    | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2335000 | PA      | $1498439.55    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2299000 | PA      | $2215569.29    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49280000 | PA      | $42573300.00   | 0.05%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     570000 | PA      | $375219.60     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W7HZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221889 | PA      | $212812.92     | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                        | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1093932.50    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25672321 | PA      | $24411335.97   | 0.03%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36186PHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     237371 | PA      | $225078.98     | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416W7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256358 | PA      | $243449.95     | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879610 | PA      | $860156.09     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1041555 | PA      | $1001226.66    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                | GM Financial Consumer Automobile Receivables Trust 2022-1                        | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14000000 | PA      | $13207619.60   | 0.02%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                                               | nVent Finance Sarl                                                               | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    2374000 | PA      | $2199487.26    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4046036.00    | 0.01%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9614999.00    | 0.01%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    2795000 | PA      | $2574949.65    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2862000 | PA      | $2472338.70    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPX93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   63202372 | PA      | $59800492.15   | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1667000 | PA      | $1126258.54    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     790000 | PA      | $692387.60     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2170000 | PA      | $1703450.00    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1706965.65    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     448938 | PA      | $436967.55     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4533289.50    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $6849988.20    | 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        |  318900000 | PA      | $262693875.00  | 0.33%             | 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        |    3905000 | PA      | $3286448.00    | 0.00%             | 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        |    1670000 | PA      | $1848255.80    | 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        |    1560000 | PA      | $1428102.00    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6985000 | PA      | $4321968.75    | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1652000 | PA      | $1284132.64    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                          | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    3910000 | PA      | $3622575.90    | 0.00%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058DX8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   16634000 | PA      | $16026526.32   | 0.02%             | 2024-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                        | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $753307.72     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YRKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     190283 | PA      | $188892.41     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4674000 | PA      | $3953456.16    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4008584.70    | 0.00%             | 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        |    2549000 | PA      | $2451959.57    | 0.00%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                           | Sanofi                                                                           | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    5231000 | PA      | $5036929.90    | 0.01%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91313 | PA      | $91811.86      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $1515631.55    | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2358000 | PA      | $2365569.18    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | Dollar General Corp                                                              | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2112000 | PA      | $2073160.32    | 0.00%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     165000 | PA      | $182432.25     | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8GG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     996516 | PA      | $959666.91     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1147405.35    | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11516000 | PA      | $10061298.88   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                     | CUSIP: 02582JJR2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   70000000 | PA      | $64689867.90   | 0.08%             | 2026-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1672000 | PA      | $1498178.88    | 0.00%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                      | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1036018.90    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                       | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1758337.40    | 0.00%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $824575.20     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     890000 | PA      | $785158.00     | 0.00%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2438112.60    | 0.00%             | 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        |    4732000 | PA      | $4593021.16    | 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        |    3782000 | PA      | $3278313.24    | 0.00%             | 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        |    2846000 | PA      | $2754131.12    | 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        |    2350000 | PA      | $1999121.50    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XV5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80145 | PA      | $74704.74      | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2588000 | PA      | $2451715.92    | 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        |    1641000 | PA      | $1626575.61    | 0.00%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                    | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2974303.47    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     385000 | PA      | $310849.00     | 0.00%             | 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        |  200000000 | PA      | $199406250.00  | 0.25%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31407JEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     402619 | PA      | $424567.06     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y0FN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1016136 | PA      | $1008314.15    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                          | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1050000 | PA      | $955080.00     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57976606 | PA      | $49601200.30   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     250000 | PA      | $248322.50     | 0.00%             | 2024-09-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2259000 | PA      | $1989049.50    | 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        |  175500000 | PA      | $170426953.13  | 0.21%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3498167.80    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    9755606 | PA      | $9755606.00    | 0.01%             | 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        |    4413000 | PA      | $3476737.92    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $2834280.55    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TTJ1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $65958.75      | 0.00%             | 2026-10-31      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   12604000 | PA      | $11849524.56   | 0.01%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1640232.00    | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4221000 | PA      | $3944144.61    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                            | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     435000 | PA      | $282993.60     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                               | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    2177000 | PA      | $2021801.67    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   93259756 | PA      | $85120230.21   | 0.11%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                    | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    2886000 | PA      | $2778669.66    | 0.00%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106523000 | PA      | $87715032.81   | 0.11%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                             | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1605267.12    | 0.00%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                           | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     272000 | PA      | $301582.72     | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36178HYX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     351286 | PA      | $333935.36     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WEUR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     266569 | PA      | $248720.70     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4403000 | PA      | $4231371.06    | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2200924.55    | 0.00%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2399000 | PA      | $2342287.64    | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                   | CUSIP: 64971M5L2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    2100000 | PA      | $2183607.30    | 0.00%             | 2038-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD OPERATING PARTN                                                         | Safehold Operating Partnership LP                                                | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    2385000 | PA      | $1852787.25    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2801500.00    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NetApp Inc                                                                       | CUSIP: 64110DAF1<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    1632000 | PA      | $1581000.00    | 0.00%             | 2024-09-29      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     509416 | PA      | $468216.52     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | 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        |    4814000 | PA      | $4514039.66    | 0.01%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     855000 | PA      | $731272.95     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165200000 | PA      | $154487812.50  | 0.19%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PXT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112237 | PA      | $108326.91     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28704043 | PA      | $24649849.26   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3345000 | PA      | $3226219.05    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    3266000 | PA      | $2950569.72    | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     654000 | PA      | $559411.98     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  382000000 | PA      | $349470312.50  | 0.43%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14769.00      | 0.00%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                     | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    3775000 | PA      | $3195990.50    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                                | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $976038.70     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36987238 | PA      | $34469700.59   | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     896000 | PA      | $813962.24     | 0.00%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H3JD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     471110 | PA      | $458028.09     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10918728 | PA      | $10452880.34   | 0.01%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1356382.20    | 0.00%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138X75C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122713 | PA      | $119777.53     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                        | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     520000 | PA      | $461718.40     | 0.00%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   53906908 | PA      | $46049933.90   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                     | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     915000 | PA      | $848937.00     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1432228.20    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                      | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1057468.80    | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12232000 | PA      | $11360592.32   | 0.01%             | 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        |    2400000 | PA      | $1845456.00    | 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        |    1080000 | PA      | $954104.40     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1011269.52    | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2161000 | PA      | $1745547.75    | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                             | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1863000 | PA      | $1758504.33    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3674000 | PA      | $3294769.72    | 0.00%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1714000 | PA      | $1351197.62    | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2396120.22    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1225000 | PA      | $947182.25     | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0324C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44640500 | PA      | $42886267.63   | 0.05%             | 2037-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1654000 | PA      | $1469926.34    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3360183.02    | 0.00%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1639000 | PA      | $1275732.04    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3938000 | PA      | $3809188.02    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   19630000 | PA      | $21263412.30   | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     235000 | PA      | $221163.20     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    2306000 | PA      | $2121220.22    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $774418.00     | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1047513.60    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410GCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46648 | PA      | $49972.41      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    6308000 | PA      | $6340360.04    | 0.01%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26767976 | PA      | $24083596.94   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $9639110.00    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3265000 | PA      | $2579447.95    | 0.00%             | 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        |    1637000 | PA      | $1555248.22    | 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        |    1205000 | PA      | $1118806.35    | 0.00%             | 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        |    3561000 | PA      | $3142048.35    | 0.00%             | 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        |   82650000 | PA      | $79511882.81   | 0.10%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                   | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2572000 | PA      | $2111020.44    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11447557 | PA      | $11149091.62   | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2744000 | PA      | $1916711.44    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5423000 | PA      | $5366383.88    | 0.01%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18590000 | PA      | $15324119.21   | 0.02%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89950000 | PA      | $87177713.12   | 0.11%             | 2024-02-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FKCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1060177 | PA      | $988188.21     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55693.55      | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $854874.88     | 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        |    2290000 | PA      | $1771177.60    | 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        |    2568000 | PA      | $2500102.08    | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416X5D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101855 | PA      | $101824.99     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141550000 | PA      | $133880864.88  | 0.17%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME                                                         | American Equity Investment Life Holding Co                                       | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1553632.70    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1465000 | PA      | $1233324.90    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FPVS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1411730 | PA      | $1315868.99    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $1631313.00    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2703000 | PA      | $2462108.64    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6902000 | PA      | $6419757.26    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4677775 | PA      | $4729092.56    | 0.01%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2067000 | PA      | $2005940.82    | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307AB27<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      35398 | PA      | $34364.18      | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                                | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    1846000 | PA      | $2184796.38    | 0.00%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2151686.60    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2118054.00    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2580603.65    | 0.00%             | 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        |    2903000 | PA      | $2753292.29    | 0.00%             | 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        |    2222000 | PA      | $2019642.46    | 0.00%             | 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        |    3500000 | PA      | $3129770.00    | 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        |    5900000 | PA      | $5524937.00    | 0.01%             | 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        |    3595000 | PA      | $3078506.35    | 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        |    7225000 | PA      | $7238655.25    | 0.01%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11518000 | PA      | $11272896.96   | 0.01%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 AU                                                            | CNOOC Finance 2015 Australia Pty Ltd                                             | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     500000 | PA      | $401635.00     | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2334000 | PA      | $1965624.78    | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                         | Huntsman International LLC                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $1892688.80    | 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        |    3030000 | PA      | $2008677.90    | 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        |    1155000 | PA      | $1167508.65    | 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        |    2785000 | PA      | $2617036.65    | 0.00%             | 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        |    2765790 | PA      | $2445787.68    | 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        |    2615000 | PA      | $2456086.45    | 0.00%             | 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        |    6265000 | PA      | $6677119.53    | 0.01%             | 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        |   12168000 | PA      | $11523826.08   | 0.01%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     800690 | PA      | $715069.69     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     390000 | PA      | $394789.20     | 0.00%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     160000 | PA      | $115768.00     | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    2488000 | PA      | $2007467.68    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27210502 | PA      | $22400122.10   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2600000 | PA      | $1645571.20    | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2097000 | PA      | $1205586.27    | 0.00%             | 2060-08-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4516000 | PA      | $3815613.56    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2139000 | PA      | $2115920.19    | 0.00%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     955000 | PA      | $827574.35     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3316221.00    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7505000 | PA      | $6518017.45    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                         | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $2134852.72    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4399000 | PA      | $4268393.69    | 0.01%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2376331.80    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                                | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    2054000 | PA      | $1795730.04    | 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        |    5916000 | PA      | $5595589.44    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17836602 | PA      | $15316538.90   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2106664.50    | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4672881 | PA      | $4544468.13    | 0.01%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    2874000 | PA      | $2824049.88    | 0.00%             | 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        |    8466000 | PA      | $7266283.14    | 0.01%             | 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        |    1463000 | PA      | $1294901.30    | 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        |    1425000 | PA      | $1251648.75    | 0.00%             | 2030-04-07      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     405000 | PA      | $443940.75     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416BSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     472443 | PA      | $491077.50     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     672000 | PA      | $711641.28     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31334XUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1215755 | PA      | $1172466.87    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RBD0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    3716000 | PA      | $3610539.92    | 0.00%             | 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        |    5572000 | PA      | $5284763.40    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5332000 | PA      | $3875777.48    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7233000 | PA      | $9057162.60    | 0.01%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                   | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    1647000 | PA      | $1126268.01    | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21974239 | PA      | $20757652.71   | 0.03%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418TCR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110196 | PA      | $112583.29     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617AUQE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     263068 | PA      | $268273.69     | 0.00%             | 2047-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC Finance 2013 Ltd                                                           | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    3599000 | PA      | $2941138.79    | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8659134 | PA      | $7733185.37    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                          | DBJPM 2016-C3 Mortgage Trust                                                     | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $910936.30     | 0.00%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                          | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    2498000 | PA      | $2164517.00    | 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        |    2342000 | PA      | $2220520.46    | 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        |  285900000 | PA      | $268947024.87  | 0.33%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    4723000 | PA      | $3444531.13    | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $1247234.85    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2997365 | PA      | $2857057.13    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300LSW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     298810 | PA      | $297868.74     | 0.00%             | 2041-11-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $7202706.75    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1969000 | PA      | $1743332.91    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     985000 | PA      | $939611.20     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617GSWR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1584104 | PA      | $1535787.16    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                           | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    6575000 | PA      | $7136702.25    | 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        |    2095000 | PA      | $1959914.40    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2591000 | PA      | $2764001.07    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WCFQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234951 | PA      | $225647.03     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                         | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    1216000 | PA      | $885770.88     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     835000 | PA      | $704245.68     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: —       |
| AutoNation Inc                                                                   | AutoNation Inc                                                                   | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1457651.00    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    3925000 | PA      | $2771324.75    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                     | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2311157.59    | 0.00%             | 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        |     355000 | PA      | $347463.35     | 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        |    3630000 | PA      | $3206379.00    | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6866760 | PA      | $7241091.93    | 0.01%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6138469 | PA      | $5952060.89    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5978196.00    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EAT6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1237000 | PA      | $1225854.63    | 0.00%             | 2023-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1264981.20    | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12172291 | PA      | $11168936.33   | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | 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        |    3743000 | PA      | $3254201.63    | 0.00%             | 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        |    1871000 | PA      | $1613812.34    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1283632.00    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1176518.10    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1677931.20    | 0.00%             | 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        |    3382000 | PA      | $2953534.42    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4393000 | PA      | $3813651.16    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6644000 | PA      | $6122113.80    | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                          | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     345000 | PA      | $275482.50     | 0.00%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                             | Physicians Realty LP                                                             | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    2803000 | PA      | $2216696.49    | 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        |    5833000 | PA      | $5722347.99    | 0.01%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418XDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     882702 | PA      | $901826.74     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $2876214.60    | 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        |  192950000 | PA      | $184855145.50  | 0.23%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1053405.00    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5336474.40    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    4175000 | PA      | $3397364.50    | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2887000 | PA      | $2565994.47    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  191600000 | PA      | $176346844.71  | 0.22%             | 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        |    9655000 | PA      | $8274914.30    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| Valmont Industries Inc                                                           | Valmont Industries Inc                                                           | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1497506.85    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | Regions Financial Corp                                                           | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1507857.90    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     185000 | PA      | $167641.45     | 0.00%             | 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        |    6724000 | PA      | $6586628.68    | 0.01%             | 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        |    3056000 | PA      | $3009396.00    | 0.00%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1875000 | PA      | $1861762.50    | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3028000 | PA      | $3100914.24    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622A25U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     704557 | PA      | $643887.02     | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | Barrick Gold Corp                                                                | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     532000 | PA      | $562121.84     | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $2695143.62    | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                         | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     700000 | PA      | $772219.70     | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6161000 | PA      | $5837670.72    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $1657758.40    | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27580039 | PA      | $24789003.24   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                               | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3018000 | PA      | $2962167.00    | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1226023.20    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJY87<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    8605234 | PA      | $8285881.81    | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                      | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1319664.96    | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5627000 | PA      | $4835562.45    | 0.01%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                                | CUSIP: 115637AS9<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     230000 | PA      | $224930.80     | 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        |    7482000 | PA      | $6473127.12    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132M9GQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3651936 | PA      | $3442282.56    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2984000 | PA      | $2788398.80    | 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        |    4788000 | PA      | $4671507.96    | 0.01%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                          | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2137000 | PA      | $1735564.55    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAR3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   12920000 | PA      | $12483827.52   | 0.02%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1197158.40    | 0.00%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XUV36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158629 | PA      | $156560.44     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  190610000 | PA      | $169791814.06  | 0.21%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J6C96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135674 | PA      | $128563.86     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1362000 | PA      | $1244200.62    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5XT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1735279 | PA      | $1803310.28    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    3350000 | PA      | $3164075.00    | 0.00%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417GNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     551165 | PA      | $522772.29     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                          | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    3826000 | PA      | $4138622.46    | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    4405000 | PA      | $4043525.70    | 0.01%             | 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        |    3323000 | PA      | $3174362.21    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     760968 | PA      | $715682.87     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | 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        |    3236000 | PA      | $3045820.28    | 0.00%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GCPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     592814 | PA      | $532560.87     | 0.00%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2669000 | PA      | $2365187.73    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    5143000 | PA      | $4778824.17    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2072000 | PA      | $1488897.76    | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307GNP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     509806 | PA      | $490077.05     | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3259359.00    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Sewage Disposal System Revenue                       | GREAT LAKES MI WTR AUTH SEWAGE DISPOSAL SYS REVENUE                              | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1685000 | PA      | $1305674.49    | 0.00%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3802000 | PA      | $3054146.60    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | 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        |    6754000 | PA      | $5350991.58    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1328000 | PA      | $1288385.76    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $612943.16     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      85000 | PA      | $59243.30      | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                               | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3071000 | PA      | $3040535.68    | 0.00%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     616000 | PA      | $641015.76     | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1919023.75    | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4475000 | PA      | $4374849.50    | 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        |    5870000 | PA      | $5534823.00    | 0.01%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138X9QH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77101 | PA      | $77803.93      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $4234725.00    | 0.01%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                    | CUSIP: 59259YBF5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     100000 | PA      | $98850.60      | 0.00%             | 2039-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132J62B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16144 | PA      | $14759.87      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $8270432.00    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5578000 | PA      | $4543002.10    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620A7ZL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1109774 | PA      | $1113614.29    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2259348.00    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                               | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    1182000 | PA      | $1196053.98    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                             | CUSIP: 90320WAD5<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     300000 | PA      | $290574.00     | 0.00%             | 2025-04-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     192745 | PA      | $174481.21     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XUYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     533595 | PA      | $537016.55     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                 | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2272125.00    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    7202000 | PA      | $6913127.78    | 0.01%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                            | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     753000 | PA      | $631292.61     | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    4066000 | PA      | $3335665.08    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5752000 | PA      | $4921698.80    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     400000 | PA      | $380232.00     | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1658304.20    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $3492613.08    | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                         | CUSIP: 298785GJ9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   15830000 | PA      | $15592391.70   | 0.02%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MEMORIAL                                                            | Northwestern Memorial Healthcare Obligated Group                                 | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $233191.20     | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     698000 | PA      | $689742.66     | 0.00%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1288215.95    | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  575700000 | PA      | $379512234.38  | 0.47%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3390000 | PA      | $3149547.30    | 0.00%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3803000 | PA      | $2635060.67    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3402000 | PA      | $2900205.00    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     210000 | PA      | $213168.90     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   78170349 | PA      | $70152450.07   | 0.09%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154BN8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3885000 | PA      | $3708387.90    | 0.00%             | 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        |     926000 | PA      | $723474.54     | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1328780.85    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $1044229.80    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98400000 | PA      | $84785437.99   | 0.11%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1922000 | PA      | $1750480.72    | 0.00%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138MQCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145097 | PA      | $139224.24     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | Rayonier LP                                                                      | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    2832000 | PA      | $2313489.12    | 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        |    2294000 | PA      | $1987131.62    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12843362 | PA      | $10579457.66   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1502612 | PA      | $1507812.40    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                         | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     136000 | PA      | $128797.44     | 0.00%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7792026 | PA      | $6609566.64    | 0.01%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20365 | PA      | $18689.91      | 0.00%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                  | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1626507.05    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                    | CUSIP: 54438CYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2392809.00    | 0.00%             | 2032-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BR3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     785000 | PA      | $730379.70     | 0.00%             | 2026-02-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73880000 | PA      | $71755950.00   | 0.09%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     985000 | PA      | $707515.65     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2225000 | PA      | $1909584.00    | 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        |    4943000 | PA      | $4660804.13    | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WEZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78692 | PA      | $75334.48      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                            | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     866000 | PA      | $828389.62     | 0.00%             | 2024-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4204000 | PA      | $3763967.32    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140ECBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     271854 | PA      | $245846.42     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $1703456.24    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                                               | Panama Government International Bond                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    7575000 | PA      | $5878730.25    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    3168000 | PA      | $2611635.84    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1157000 | PA      | $1093712.10    | 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        |    5206000 | PA      | $4690814.24    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7406028 | PA      | $7180136.68    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $4122287.00    | 0.01%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2776467.69    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1455202.10    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2068837.40    | 0.00%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2196000 | PA      | $2140748.64    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     981000 | PA      | $780964.29     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    6553000 | PA      | $5718540.98    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769GK4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   25800000 | PA      | $24843594.00   | 0.03%             | 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        |    1326000 | PA      | $1205798.10    | 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        |    6941000 | PA      | $6139245.09    | 0.01%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    3771000 | PA      | $4095796.23    | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1852248 | PA      | $1802860.23    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1756000 | PA      | $1801849.16    | 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        |  471027013 | NS      | $471027013.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2721000 | PA      | $2490395.25    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    9010000 | PA      | $7590294.30    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4595773 | PA      | $4218391.94    | 0.01%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    5770000 | PA      | $5128722.20    | 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        |    1783000 | PA      | $1556362.87    | 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        |      25000 | PA      | $24369.75      | 0.00%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $868501.40     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1124748.90    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                   | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    2999000 | PA      | $2976537.49    | 0.00%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                            | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1053044.60    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVAF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64608 | PA      | $63990.46      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5232045.00    | 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        |    1621000 | PA      | $1564216.37    | 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        |    2500000 | PA      | $2396425.00    | 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        |    1746000 | PA      | $1654841.34    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23410883 | PA      | $21063895.26   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XQY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115002 | PA      | $109353.09     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $1865225.25    | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FKDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379795 | PA      | $343216.24     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11357000 | PA      | $11050588.14   | 0.01%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4364796.45    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WEAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5411771 | PA      | $5244904.80    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1299197.28    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    3203000 | PA      | $3012933.98    | 0.00%             | 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        |    6419000 | PA      | $5318783.40    | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  119485840 | PA      | $110393199.38  | 0.14%             | 2037-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2841000 | PA      | $2699092.05    | 0.00%             | 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        |    7519000 | PA      | $7401402.84    | 0.01%             | 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        |    3263000 | PA      | $3032860.61    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2364000 | PA      | $2263388.16    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7744000 | PA      | $5926792.96    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1447000 | PA      | $1362929.30    | 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        |     214000 | PA      | $189327.94     | 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        |    7798000 | PA      | $7249566.66    | 0.01%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    5947000 | PA      | $5168180.88    | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8811000 | PA      | $8084268.72    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WDL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9923030 | PA      | $9635652.11    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1416248.80    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307SD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7351884 | PA      | $6928424.81    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                       | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    3617000 | PA      | $3536304.73    | 0.00%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7535184 | PA      | $7453548.28    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6969000 | PA      | $6905163.96    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1000000 | PA      | $797340.00     | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                            | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    3442000 | PA      | $3331580.64    | 0.00%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ACNF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     214831 | PA      | $208206.31     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1362136.20    | 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        |    3955000 | PA      | $3618113.10    | 0.00%             | 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        |    1375000 | PA      | $1120418.75    | 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        |    3090000 | PA      | $2413290.00    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                                                | L3Harris Technologies Inc                                                        | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2466000 | PA      | $2412241.20    | 0.00%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47485 | PA      | $47059.15      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AL9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     205000 | PA      | $197566.70     | 0.00%             | 2025-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1205636.48    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $2114095.60    | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3189000 | PA      | $2942617.86    | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H6LY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8802572 | PA      | $8464460.55    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1977434 | PA      | $1897403.71    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2447000 | PA      | $2183898.56    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22480338 | PA      | $21270709.70   | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1539583.64    | 0.00%             | 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        |     448000 | PA      | $439393.92     | 0.00%             | 2024-07-02      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241KLU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2162976 | PA      | $2290334.84    | 0.00%             | 2037-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | Mercury General Corp                                                             | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $1987063.65    | 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        |    3789000 | PA      | $3637212.66    | 0.00%             | 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        |    3117000 | PA      | $2571618.51    | 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        |    6680000 | PA      | $6159227.20    | 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        |    2874000 | PA      | $2780738.70    | 0.00%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EU7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12487757 | PA      | $11758293.56   | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                       | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4462000 | PA      | $3585663.20    | 0.00%             | 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        |    2279000 | PA      | $2281279.00    | 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        |     758000 | PA      | $722525.60     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     245000 | PA      | $271474.70     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2706400.00    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $1694216.34    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2792244 | PA      | $2658723.63    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3176000 | PA      | $2858749.36    | 0.00%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    7341000 | PA      | $5040110.37    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2957000 | PA      | $2608635.83    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2948000 | PA      | $2642056.56    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3320174.00    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1073000 | PA      | $966193.58     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5979323 | PA      | $5573309.16    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    9001000 | PA      | $8380381.05    | 0.01%             | 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        |    3954000 | PA      | $3719567.34    | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGY65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213160 | PA      | $214118.60     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9828000 | PA      | $9186329.88    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8572000 | PA      | $8267608.28    | 0.01%             | 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        |    2420000 | PA      | $2146201.20    | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4565613 | PA      | $4259919.36    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1139102.25    | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                   | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2162000 | PA      | $1773748.04    | 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        |    1028000 | PA      | $926659.76     | 0.00%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6482471.55    | 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        |    4669000 | PA      | $4376393.77    | 0.01%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3052000 | PA      | $2534380.80    | 0.00%             | 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        |    3219000 | PA      | $2657509.83    | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1191664.80    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5977000 | PA      | $5835524.41    | 0.01%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $1751473.80    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     980000 | PA      | $800052.40     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9999896 | PA      | $9263719.34    | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                      | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     500000 | PA      | $515585.00     | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1825321.00    | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    2974000 | PA      | $2106930.30    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2992000 | PA      | $2329272.00    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14419238 | PA      | $11942962.15   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    6563000 | PA      | $6356396.76    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4331064 | PA      | $4195392.85    | 0.01%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2279000 | PA      | $2290531.74    | 0.00%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    7962000 | PA      | $7676801.16    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XTSK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     283527 | PA      | $280080.75     | 0.00%             | 2044-04-01      | Floating      | 2.41%                 | 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        |    3147000 | PA      | $2653046.88    | 0.00%             | 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        |     940000 | PA      | $748963.80     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10875077 | PA      | $10136349.46   | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $397714.80     | 0.00%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     516000 | PA      | $503956.56     | 0.00%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36181MNY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     151818 | PA      | $144378.13     | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7429000 | PA      | $7262664.69    | 0.01%             | 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        |    2020000 | PA      | $1972025.00    | 0.00%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                    | CUSIP: 472319AC6<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2805446.64    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    2127000 | PA      | $1509765.87    | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2771000 | PA      | $2314644.01    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14629094 | PA      | $12090188.95   | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y1GL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     753310 | PA      | $747510.85     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2206626.50    | 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        |    3569000 | PA      | $3369064.62    | 0.00%             | 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        |    4200000 | PA      | $3356472.00    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2072000 | PA      | $2053310.56    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    4114000 | PA      | $3359327.84    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LAV2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2466668.70    | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10704256 | PA      | $10725910.27   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | 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        |    2775000 | PA      | $2618018.25    | 0.00%             | 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        |    1929000 | PA      | $1846053.00    | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31334WD81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     828427 | PA      | $766388.09     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    2355000 | PA      | $2198109.90    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                                | MyMichigan Health                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1354817.04    | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     473000 | PA      | $354139.83     | 0.00%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   44594993 | PA      | $42188697.02   | 0.05%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    3357000 | PA      | $3567963.95    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4686000 | PA      | $4572505.08    | 0.01%             | 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        |    9468000 | PA      | $9995397.23    | 0.01%             | 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        |    9310000 | PA      | $8670216.80    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2668761.20    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24794360 | PA      | $20451573.84   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE24 Mortgage Trust                                                  | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16990000 | PA      | $16152357.15   | 0.02%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                 | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   22673000 | PA      | $21385853.79   | 0.03%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                       | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     745000 | PA      | $546561.80     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4052000 | PA      | $3865081.24    | 0.00%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    2734000 | PA      | $1892420.12    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2477000 | PA      | $2436649.67    | 0.00%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158241 | PA      | $150461.63     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89600000 | PA      | $84434000.00   | 0.10%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3562233.40    | 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        |    1157000 | PA      | $1102412.74    | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     351710 | PA      | $348047.33     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    4701000 | PA      | $3812699.04    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                    | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    2398000 | PA      | $2308146.94    | 0.00%             | 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        |    1070000 | PA      | $999658.20     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                          | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1810000 | PA      | $1759700.10    | 0.00%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    1597000 | PA      | $1323258.23    | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128UGB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13473 | PA      | $13259.15      | 0.00%             | 2040-11-01      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1737932 | PA      | $1671176.77    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    9747000 | PA      | $11112847.11   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1774816.20    | 0.00%             | 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        |    5115000 | PA      | $5250378.71    | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    3354000 | PA      | $2665021.32    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1826000 | PA      | $1665403.30    | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y3RM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     515252 | PA      | $522280.67     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $2378581.17    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     652000 | PA      | $498825.64     | 0.00%             | 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        |    1699000 | PA      | $1656915.77    | 0.00%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5999701 | PA      | $5141888.05    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $2469411.02    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11935000 | PA      | $9494053.80    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49787475 | PA      | $41005259.26   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $2426189.60    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3777000 | PA      | $3097782.09    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EJBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1360009 | PA      | $1412869.85    | 0.00%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85062 | PA      | $86846.42      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6791000 | PA      | $6087859.86    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     600000 | PA      | $652530.00     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                      | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     740000 | PA      | $629007.40     | 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        |    1860000 | PA      | $1891787.40    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5594691 | PA      | $5055853.81    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                                | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $4193770.55    | 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        |    5120000 | PA      | $5182054.40    | 0.01%             | 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        |    2533000 | PA      | $2501945.42    | 0.00%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3295801.05    | 0.00%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    1869000 | PA      | $1365229.74    | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $4176878.20    | 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        |    2276000 | PA      | $1784748.16    | 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        |    3882000 | PA      | $3780796.26    | 0.00%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    7900000 | PA      | $8769237.00    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                       | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3350000 | PA      | $2548673.30    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6031000 | PA      | $5828659.95    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4JF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     271433 | PA      | $255550.68     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3323000 | PA      | $3216464.62    | 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        |    3448000 | PA      | $2943005.92    | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                           | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    2716000 | PA      | $2887298.12    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | 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        |    3185000 | PA      | $3069448.20    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3651408 | PA      | $3403467.15    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91804 | PA      | $88739.46      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                           | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    1450000 | PA      | $1380066.50    | 0.00%             | 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        |    2553000 | PA      | $2198745.72    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36182SBE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172547 | PA      | $167807.40     | 0.00%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 593048AX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     700000 | PA      | $838810.00     | 0.00%             | 2026-05-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19607748 | PA      | $17225530.17   | 0.02%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                           | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4842000 | PA      | $4625368.92    | 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        |    3156000 | PA      | $2738082.48    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                      | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1676617.00    | 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        |    1230000 | PA      | $1180492.50    | 0.00%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2245000 | PA      | $1545009.00    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CME Group Inc                                                                    | CME Group Inc                                                                    | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    5298000 | PA      | $5127351.42    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20511534 | PA      | $19885911.77   | 0.02%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1402578 | PA      | $1316056.31    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $1002519.70    | 0.00%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNU27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42116660 | PA      | $39830694.12   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    6100000 | PA      | $5746932.00    | 0.01%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XDLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     124818 | PA      | $116694.11     | 0.00%             | 2033-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2611364.00    | 0.00%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                   | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $2069163.08    | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WBJZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152282 | PA      | $146251.36     | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3307120 | PA      | $3333542.14    | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17050000 | PA      | $13707639.40   | 0.02%             | 2031-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                           | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   10656000 | PA      | $10416879.36   | 0.01%             | 2024-01-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2677000 | PA      | $2281607.10    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1738000 | PA      | $1530413.28    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2519092 | PA      | $2421617.54    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | 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        |    1440222 | PA      | $1256219.24    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15000004 | PA      | $15119677.21   | 0.02%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                         | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $925628.55     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3187000 | PA      | $2777725.46    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36204DXR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92214 | PA      | $90385.13      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4533505 | PA      | $4401305.61    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2553926.60    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q82J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164033 | PA      | $154653.91     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1520837.50    | 0.00%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     440000 | PA      | $354024.00     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A9SZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     296877 | PA      | $279510.91     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                                | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8988.20       | 0.00%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    2633000 | PA      | $2303559.04    | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | 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        |    4803000 | PA      | $4667219.19    | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                                          | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 865622BN3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    2115000 | PA      | $2057725.80    | 0.00%             | 2024-07-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                               | CUSIP: 222213AU4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       5000 | PA      | $4695.55       | 0.00%             | 2025-02-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B8 Mortgage Trust                                                 | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17000000 | PA      | $16167132.43   | 0.02%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     805000 | PA      | $898951.55     | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874AZ0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     355000 | PA      | $381696.00     | 0.00%             | 2036-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FBKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     198933 | PA      | $191369.38     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617J5CC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     299223 | PA      | $294250.09     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                     | CUSIP: 544646XY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2170000 | PA      | $2254905.59    | 0.00%             | 2029-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4330000 | PA      | $4100856.40    | 0.01%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                        | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2113196.75    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2359000 | PA      | $1957568.97    | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1809000 | PA      | $1281169.98    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| INOVA HEALTH SYSTEMS FOU                                                         | Inova Health System Foundation                                                   | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     916000 | PA      | $768569.80     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S5GP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     511451 | PA      | $506028.43     | 0.00%             | 2038-12-01      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1285000 | PA      | $1041955.10    | 0.00%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $2513609.10    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    3279000 | PA      | $3201418.86    | 0.00%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     475000 | PA      | $414622.75     | 0.00%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 01N0426C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5500000 | PA      | $5420078.13    | 0.01%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3466000 | PA      | $3364134.26    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5274131 | PA      | $4915146.72    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2755116.00    | 0.00%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 0778FPAH2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $462165.75     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2203159.50    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71187 | PA      | $68480.45      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138MGMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3322969 | PA      | $3035121.73    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     872000 | PA      | $750922.80     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EBP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2751312 | PA      | $2669781.95    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2458000 | PA      | $1870808.38    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0J32<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      88792 | PA      | $86198.58      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2410871.05    | 0.00%             | 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        |    3903000 | PA      | $3715499.88    | 0.00%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     789000 | PA      | $874235.67     | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     858000 | PA      | $727472.46     | 0.00%             | 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        |    4400000 | PA      | $3755532.00    | 0.00%             | 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        |   10345000 | PA      | $10476174.60   | 0.01%             | 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        |    3026000 | PA      | $2480018.82    | 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        |    1135000 | PA      | $1061610.90    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2365000 | PA      | $1837699.60    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                             | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    3038000 | PA      | $3131661.54    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4707000 | PA      | $3061197.45    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1407429.25    | 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        |    5310000 | PA      | $4716713.70    | 0.01%             | 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        |    2725000 | PA      | $2448494.25    | 0.00%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1513359.75    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                               | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    1339000 | PA      | $1277178.37    | 0.00%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GFCT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1554166 | PA      | $1436804.20    | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7119000 | PA      | $6685880.04    | 0.01%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERSK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375209 | PA      | $339071.93     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20680571 | PA      | $17687690.48   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1310859.30    | 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        |    3429000 | PA      | $2846447.19    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1577000 | PA      | $1257941.36    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2333415 | PA      | $2330563.88    | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    3001000 | PA      | $2950193.07    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2498000 | PA      | $1785095.78    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4438000 | PA      | $4318307.14    | 0.01%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15436292 | PA      | $14777701.82   | 0.02%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7208106 | PA      | $6613945.89    | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $2764726.50    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     320000 | PA      | $349331.20     | 0.00%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $3821546.45    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XDH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     492720 | PA      | $478353.29     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                          | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    3503000 | PA      | $2228468.48    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1337000 | PA      | $896511.98     | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9910000 | PA      | $8275444.60    | 0.01%             | 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        |    1920000 | PA      | $1780608.00    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33892548 | PA      | $32065329.65   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2971603 | PA      | $2950368.57    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                     | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $2550225.60    | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1998000 | PA      | $1803294.90    | 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        |    2541000 | PA      | $2473282.35    | 0.00%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42467 | PA      | $40241.70      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138NYWH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87887 | PA      | $82962.66      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                      | CUSIP: 68235PAE8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     978000 | PA      | $962185.74     | 0.00%             | 2024-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4845000 | PA      | $4762053.60    | 0.01%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     696000 | PA      | $556911.36     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MEH95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     169190 | PA      | $164227.00     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  144900000 | PA      | $130602446.04  | 0.16%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                              | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    1492000 | PA      | $1189049.40    | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                        | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     891000 | PA      | $792286.11     | 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        |    1824000 | PA      | $1601125.44    | 0.00%             | 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        |    2010000 | PA      | $1907268.90    | 0.00%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1482633 | PA      | $1386418.78    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   16935000 | PA      | $14488739.25   | 0.02%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LAFARGE SA                                                                       | Lafarge SA                                                                       | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |     850000 | PA      | $922989.50     | 0.00%             | 2036-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18677566 | PA      | $16463515.55   | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4732000 | PA      | $3412623.76    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7475000 | PA      | $6457129.25    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    7791000 | PA      | $7559217.75    | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | 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        |    2196000 | PA      | $2039644.80    | 0.00%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   62920571 | PA      | $51970957.60   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BHSH SYSTEM OBL GRP                                                              | BHSH System Obligated Group                                                      | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1758000 | PA      | $1318500.00    | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2251000 | PA      | $2077650.49    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1580669.76    | 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        |    2292000 | PA      | $1905087.48    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     720000 | PA      | $615369.51     | 0.00%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3930000 | PA      | $2900064.90    | 0.00%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $1972702.80    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                          | CUSIP: 773903AG4<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    1042000 | PA      | $1004665.14    | 0.00%             | 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        |    3881000 | PA      | $3643599.23    | 0.00%             | 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        |    3935000 | PA      | $3574829.45    | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3382000 | PA      | $2960467.52    | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7911000 | PA      | $7928008.65    | 0.01%             | 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        |  200000000 | PA      | $171500000.00  | 0.21%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                            | Thomas Jefferson University                                                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     996000 | PA      | $731970.36     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  184700000 | PA      | $164902468.75  | 0.20%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3955900.00    | 0.00%             | 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        |    1825000 | PA      | $1737546.00    | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4682000 | PA      | $4487462.90    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15698000 | PA      | $10936796.60   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4033000 | PA      | $3778517.70    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307RU86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3517234 | PA      | $3314645.58    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3192000 | PA      | $2891505.12    | 0.00%             | 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        |    3321000 | PA      | $3096533.61    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2046000 | PA      | $1640319.12    | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                       | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    2102000 | PA      | $1904643.22    | 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        |    1850000 | PA      | $1479944.50    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2177000 | PA      | $2001294.33    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31419KU78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101415 | PA      | $98470.36      | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46370434 | PA      | $38205361.46   | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7811000 | PA      | $6697698.17    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    3687000 | PA      | $3387431.25    | 0.00%             | 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        |     100000 | PA      | $99528.00      | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9255906 | PA      | $7623467.87    | 0.01%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1658340.00    | 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        |    1550000 | PA      | $1448769.50    | 0.00%             | 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        |    2328000 | PA      | $2137802.40    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                    | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     500000 | PA      | $339065.00     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3897000 | PA      | $3549777.30    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3266000 | PA      | $3069876.70    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10126603 | PA      | $9580182.81    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38152846 | PA      | $31439475.57   | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36178UBR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44800 | PA      | $42587.40      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAK5<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1616546.60    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   12930000 | PA      | $12386552.10   | 0.02%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9730000 | PA      | $8491760.20    | 0.01%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    6185000 | PA      | $4394751.75    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5858000 | PA      | $5476234.14    | 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        |    1160000 | PA      | $1097278.80    | 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        |    5210000 | PA      | $4911675.40    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2123271.40    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                    | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1257000 | PA      | $976110.78     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    2916000 | PA      | $2492975.88    | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1492035.00    | 0.00%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160BH6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4537000 | PA      | $4511320.58    | 0.01%             | 2023-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                          | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2558000 | PA      | $2202591.48    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0J81<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      57683 | PA      | $55998.05      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1128512.00    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                              | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1106000 | PA      | $905825.06     | 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        |    5368000 | PA      | $4737904.16    | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                 | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $580946.85     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | Juniper Networks Inc                                                             | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1628258.36    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1676863.70    | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     534000 | PA      | $625869.36     | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2573000 | PA      | $1931473.91    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | 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        |    3715000 | PA      | $3606670.60    | 0.00%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JC9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   11495000 | PA      | $10915766.95   | 0.01%             | 2024-08-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1888304.55    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     745000 | PA      | $958502.10     | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     445505 | PA      | $346431.92     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     340000 | PA      | $267814.60     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48600.00      | 0.00%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3481362 | PA      | $3288619.54    | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3083000 | PA      | $3404310.26    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                         | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $1918537.87    | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3620000 | PA      | $3579057.80    | 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        |    1475000 | PA      | $1426074.25    | 0.00%             | 2024-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2174261.87    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     713000 | PA      | $623924.91     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5ZH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1097555 | PA      | $1141966.67    | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5205000 | PA      | $4071715.35    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fiserv Inc                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2657000 | PA      | $2536345.63    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $889058.15     | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4384000 | PA      | $3558098.24    | 0.00%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10248000 | PA      | $7195940.64    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| European Investment Bank                                                         | European Investment Bank                                                         | CUSIP: 298785GS9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    8833000 | PA      | $8395236.52    | 0.01%             | 2025-02-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7691635 | PA      | $7241564.72    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                                                              | Fred Hutchinson Cancer Center                                                    | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |     662000 | PA      | $616189.60     | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2463528.25    | 0.00%             | 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        |    7278000 | PA      | $7177126.92    | 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        |      51000 | PA      | $47970.60      | 0.00%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37528 | PA      | $35031.30      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1860000 | PA      | $2085671.94    | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2115709.20    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $181407.60     | 0.00%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                                          | Janus Henderson US Holdings Inc                                                  | CUSIP: 47102XAJ4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    1614000 | PA      | $1593163.26    | 0.00%             | 2025-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3714000 | PA      | $3309359.70    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3591441.90    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    5931000 | PA      | $5243419.17    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3150000 | PA      | $3246295.50    | 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        |     975000 | PA      | $946237.50     | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    2581000 | PA      | $2336347.01    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3003000 | PA      | $2693841.15    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    2094000 | PA      | $1559632.14    | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE                                                                   | Public Storage                                                                   | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2545000 | PA      | $2111153.85    | 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        |     420000 | PA      | $371939.40     | 0.00%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     660082 | PA      | $642937.79     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2965000 | PA      | $2945905.40    | 0.00%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149463 | PA      | $144473.15     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1274292.00    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | CUSIP: 94989TAZ7<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4746920.20    | 0.01%             | 2058-09-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630DL9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1600000 | PA      | $1402448.00    | 0.00%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2612278 | PA      | $2633815.49    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2040672.50    | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5947000 | PA      | $5557530.97    | 0.01%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     965000 | PA      | $620379.20     | 0.00%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3846000 | PA      | $3482129.94    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    2211000 | PA      | $1837672.65    | 0.00%             | 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        |   27080000 | PA      | $24894102.40   | 0.03%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1241000 | PA      | $856215.54     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5691000 | PA      | $4914975.24    | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132J6UX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   13437872 | PA      | $12286088.46   | 0.02%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    7537000 | PA      | $7153668.18    | 0.01%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3803000 | PA      | $3617527.69    | 0.00%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                      | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1757000 | PA      | $1468184.34    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138X5PW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     958591 | PA      | $875141.07     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3512000 | PA      | $3276906.72    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40265000 | PA      | $39359037.50   | 0.05%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2663000 | PA      | $2107365.05    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    6412000 | PA      | $5539775.64    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6943772 | PA      | $6541839.36    | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1993329.75    | 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        |    2239000 | PA      | $2181323.36    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     510000 | PA      | $518731.20     | 0.00%             | 2025-11-07      | Fixed         | 5.25%                 | 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        |      85000 | PA      | $83402.85      | 0.00%             | 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        |    5091000 | PA      | $4472799.87    | 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        |    2645000 | PA      | $2390471.65    | 0.00%             | 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        |    4175000 | PA      | $3467295.75    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6318000 | PA      | $6388887.96    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1115000 | PA      | $1056707.80    | 0.00%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     319584 | PA      | $337091.74     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    2240000 | PA      | $1901446.40    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138AHX68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1140549 | PA      | $1140215.27    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $1985786.50    | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418X4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31630 | PA      | $32165.95      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    6374000 | PA      | $6098961.90    | 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        |    1599000 | PA      | $1501748.82    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2454000 | PA      | $2076869.28    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1796769 | PA      | $1702613.53    | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4392706 | PA      | $4340861.06    | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BN3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    7862000 | PA      | $7499876.28    | 0.01%             | 2025-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                             | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4210000 | PA      | $3085845.80    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5576000 | PA      | $5177539.04    | 0.01%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6346446 | PA      | $5735205.38    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                                  | Life Storage LP                                                                  | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    1336000 | PA      | $1043282.40    | 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        |    2118000 | PA      | $1656974.94    | 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        |    5207000 | PA      | $5137017.92    | 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        |    1720000 | PA      | $1333877.20    | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4613000 | PA      | $4534579.00    | 0.01%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2359000 | PA      | $2127063.12    | 0.00%             | 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        |    2745000 | PA      | $2332124.55    | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                        | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $1887746.56    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1583000 | PA      | $1565365.38    | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5266000 | PA      | $4274043.58    | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   61501665 | PA      | $52597786.24   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10612000 | PA      | $11392406.48   | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2595198.00    | 0.00%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2428000 | PA      | $2188307.84    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                             | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    3061000 | PA      | $2992158.11    | 0.00%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10683975 | PA      | $10567080.16   | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA/New York NY                                                     | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1072980.20    | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3430000 | PA      | $3377726.80    | 0.00%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1960000 | PA      | $1496518.80    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     805000 | PA      | $765200.80     | 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        |    5360000 | PA      | $4851657.60    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C18                                                    | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3160000 | PA      | $3307000.96    | 0.00%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8122000 | PA      | $8046384.18    | 0.01%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43497500 | PA      | $38223428.56   | 0.05%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13776267 | PA      | $12462136.43   | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417FZP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7153681 | PA      | $6530916.77    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290100000 | PA      | $274280484.38  | 0.34%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2358526.50    | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1575672.10    | 0.00%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23894.50      | 0.00%             | 2025-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $7092623.40    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                               | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2368128.00    | 0.00%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4141841 | PA      | $4092962.85    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1815242.00    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138MLUW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1063290 | PA      | $1031216.24    | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2234000 | PA      | $2375836.66    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3727136 | PA      | $3644689.91    | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    3055000 | PA      | $2590212.30    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                      | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    2022000 | PA      | $1943950.80    | 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        |     411000 | PA      | $394942.23     | 0.00%             | 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        |    2615000 | PA      | $2202379.15    | 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        |    2255000 | PA      | $2782061.15    | 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        |    2999000 | PA      | $2624214.97    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    3297000 | PA      | $3201156.21    | 0.00%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5135000 | PA      | $3905424.25    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3469618 | PA      | $3164981.12    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                        | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1045144.32    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80516000 | PA      | $80276968.13   | 0.10%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                    | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     886000 | PA      | $827205.04     | 0.00%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52000000 | PA      | $50586250.00   | 0.06%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10919005 | PA      | $10175802.30   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    1954000 | PA      | $1741971.46    | 0.00%             | 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        |    1400000 | PA      | $1238412.00    | 0.00%             | 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        |    8775000 | PA      | $8262978.75    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    4891000 | PA      | $4740210.47    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6377000 | PA      | $5995527.86    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1293255.00    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2008000 | PA      | $2106693.20    | 0.00%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CP5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1216499.40    | 0.00%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $3098928.00    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PTZR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     312519 | PA      | $306648.11     | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3304000 | PA      | $2815008.00    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    3011000 | PA      | $3254559.79    | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7205000 | PA      | $7036763.25    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                      | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    8112000 | PA      | $8007355.20    | 0.01%             | 2024-01-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                   | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $1907207.97    | 0.00%             | 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        |   16310000 | PA      | $13860401.10   | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154BK4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1555000 | PA      | $1540211.95    | 0.00%             | 2024-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2K2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     670000 | PA      | $601083.80     | 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        |    5342000 | PA      | $4973188.32    | 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        |     765000 | PA      | $700059.15     | 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        |    3492000 | PA      | $3374284.68    | 0.00%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | Avnet Inc                                                                        | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    3006000 | PA      | $2908365.12    | 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        |    4161000 | PA      | $4270059.81    | 0.01%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     966000 | PA      | $893153.94     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2003000 | PA      | $1714547.97    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1967000 | PA      | $1542836.12    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3844000 | PA      | $3382681.56    | 0.00%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA                                                                | Claremont Mckenna College                                                        | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     495000 | PA      | $322873.65     | 0.00%             | 2122-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: —       |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                       | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    1618000 | PA      | $1996709.08    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1842000 | PA      | $1383747.24    | 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        |      40000 | PA      | $37969.20      | 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        |    1893000 | PA      | $1824170.52    | 0.00%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1727000 | PA      | $1512955.62    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                       | CUSIP: 013051EH6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    3634000 | PA      | $3452227.32    | 0.00%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EBXA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1019761 | PA      | $980988.35     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $1600077.60    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18250000 | PA      | $17324920.09   | 0.02%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6190770 | PA      | $5951222.89    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5248000 | PA      | $3842638.08    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     602077 | PA      | $597774.49     | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4904000 | PA      | $4493633.28    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3793921 | PA      | $3242993.73    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2293000 | PA      | $2165325.76    | 0.00%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34522078 | PA      | $28528244.44   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                       | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    1303000 | PA      | $1219855.57    | 0.00%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | Summa Health                                                                     | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1077876.90    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1700000 | PA      | $1643560.00    | 0.00%             | 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        |    1820000 | PA      | $1785329.00    | 0.00%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1547197 | PA      | $1559991.49    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                        | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    1667000 | PA      | $1646395.88    | 0.00%             | 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        |    2161000 | PA      | $2135867.57    | 0.00%             | 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        |    2327000 | PA      | $2160410.07    | 0.00%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     110000 | PA      | $118956.20     | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2780326.25    | 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        |    1524000 | PA      | $1621246.44    | 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        |    4530000 | PA      | $3989072.70    | 0.00%             | 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        |    2872000 | PA      | $2755712.72    | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42000000 | PA      | $34800937.50   | 0.04%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1969253.10    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1200000 | PA      | $972934.80     | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2527687.50    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3200000 | PA      | $2165664.00    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9BK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5934096 | PA      | $5299544.38    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3082000 | PA      | $2723316.84    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                        | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1984804 | PA      | $1898802.26    | 0.00%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                        | Aptiv PLC                                                                        | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    5010000 | PA      | $3123234.00    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2093084 | PA      | $2087950.83    | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4016000 | PA      | $3013767.04    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27005866 | PA      | $24447497.69   | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                              | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     375000 | PA      | $423011.25     | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MAN INC                                                         | Brookfield Asset Management Inc                                                  | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    1327000 | PA      | $1301906.43    | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $593406.00     | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                    | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $929314.00     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6422000 | PA      | $6117661.42    | 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        |    3961000 | PA      | $3719973.15    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6472000 | PA      | $5382050.48    | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    4184000 | PA      | $4057852.40    | 0.01%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                      | CUSIP: 69349LAQ1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1948498.44    | 0.00%             | 2025-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2281000 | PA      | $2089167.90    | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    2903000 | PA      | $2680281.84    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC INDUSTRY                                                               | Amgen Inc                                                                        | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1328974.50    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSONCNTY TN HLTH & EDUCTNL FAC BRD                      | CUSIP: 592041WJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $965493.00     | 0.00%             | 2026-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 683234AT5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     480000 | PA      | $430819.20     | 0.00%             | 2026-04-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $7842480.16    | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1409147 | PA      | $1408460.12    | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                           | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3057000 | PA      | $2595056.73    | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1379450.80    | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    2408000 | PA      | $2426686.08    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $1981161.00    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102534 | PA      | $93626.08      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E5SD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9416 | PA      | $8514.88       | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1869616.35    | 0.00%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2566000 | PA      | $2417531.24    | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4170676.30    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    2867000 | PA      | $2236403.35    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10960000 | PA      | $9907645.79    | 0.01%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NAT5<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9497802.50    | 0.01%             | 2057-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                  | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    2793000 | PA      | $2744988.33    | 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        |    1820000 | PA      | $1597632.40    | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7030281 | PA      | $6993313.98    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                      | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $214440.00     | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36742303 | PA      | $34747414.08   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5396000 | PA      | $5137909.32    | 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        |    1700000 | PA      | $1751714.00    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    6585000 | PA      | $5816023.46    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-L4                                           | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $16943659.00   | 0.02%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2849000 | PA      | $2326493.40    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     500000 | PA      | $464445.00     | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                          | Valley National Bancorp                                                          | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |     440000 | PA      | $391846.40     | 0.00%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26153462 | PA      | $21554788.55   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                    | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    2378000 | PA      | $2165097.66    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7275000 | PA      | $6922058.03    | 0.01%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4333000 | PA      | $3595653.39    | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11682940 | PA      | $11326598.90   | 0.01%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9315000 | PA      | $9133357.50    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9295000 | PA      | $8994957.40    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0E94<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1157359 | PA      | $1123561.24    | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     920000 | PA      | $947057.20     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26786605 | PA      | $26165317.23   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CVS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1940390 | PA      | $1956428.52    | 0.00%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                              | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     895000 | PA      | $794706.30     | 0.00%             | 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        |     430000 | PA      | $347741.00     | 0.00%             | 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        |    2297000 | PA      | $1950520.52    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51801 | PA      | $50737.67      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9634000 | PA      | $9246905.88    | 0.01%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $3110670.45    | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1050000 | PA      | $1060195.50    | 0.00%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    3878000 | PA      | $2772692.44    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     217000 | PA      | $225469.51     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJA32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2793375 | PA      | $2621059.08    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3712619 | PA      | $3573762.28    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   13630000 | PA      | $13970341.10   | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  496300000 | PA      | $425111968.75  | 0.53%             | 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        |   12769000 | PA      | $10816747.59   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                          | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1345000 | PA      | $1004190.45    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $749417.97     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                       | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     910000 | PA      | $610126.79     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | 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        |   12924000 | PA      | $12549720.96   | 0.02%             | 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        |    4170000 | PA      | $4090978.50    | 0.01%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1523971.00    | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133ABSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8001692 | PA      | $6882363.69    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3006000 | PA      | $2823325.38    | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                               | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $968659.80     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     974000 | PA      | $770093.10     | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PYZF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     144290 | PA      | $140076.29     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                     | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     708000 | PA      | $611775.72     | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3174000 | PA      | $3533233.32    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2059536.60    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417EFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10571491 | PA      | $9655278.62    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1323033 | PA      | $1272214.97    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    8000000 | PA      | $7407840.00    | 0.01%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     988000 | PA      | $1079291.20    | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BVZ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $19249401.40   | 0.02%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1962000 | PA      | $1686633.30    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71623300 | PA      | $55732124.34   | 0.07%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3476000 | PA      | $3123568.36    | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2196741 | PA      | $1877561.76    | 0.00%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3570000 | PA      | $3330060.30    | 0.00%             | 2026-03-10      | Fixed         | 3.00%                 | 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        |   12685000 | PA      | $10021403.70   | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    8040000 | PA      | $9991951.20    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2163000 | PA      | $1914947.16    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138Y4VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     643443 | PA      | $609724.65     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2423578.20    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $956602.00     | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP Inc                                                                           | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2032000 | PA      | $1983618.08    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HL3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247124 | PA      | $249167.30     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    6979000 | PA      | $8773454.44    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3768000 | PA      | $2520000.72    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4903000 | PA      | $4849557.30    | 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        |     175000 | PA      | $145698.00     | 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        |    5430000 | PA      | $4382390.10    | 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        |     200000 | PA      | $166214.00     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $1634304.30    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     300000 | PA      | $232677.00     | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  119700000 | PA      | $102100359.38  | 0.13%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140L6RZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23594919 | PA      | $20259048.53   | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    2438000 | PA      | $2151656.90    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2227150 | PA      | $2072193.98    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2434799 | PA      | $2274995.84    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2633000 | PA      | $2485157.05    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     867000 | PA      | $680404.26     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1342075.60    | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     498956 | PA      | $499526.37     | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1044135.00    | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89392.00      | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  250005404 | PA      | $219877149.97  | 0.27%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2387000 | PA      | $2197400.59    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3463000 | PA      | $3303390.33    | 0.00%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                   | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1423000 | PA      | $1374205.33    | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1817762.80    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     513000 | PA      | $492654.42     | 0.00%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1305523.00    | 0.00%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6981714 | PA      | $6624738.24    | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    5731000 | PA      | $5373844.08    | 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        |    2607000 | PA      | $2514972.90    | 0.00%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1502000 | PA      | $1595724.80    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3057050.00    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5037000 | PA      | $4631924.46    | 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        |    2270000 | PA      | $2220241.60    | 0.00%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    5491000 | PA      | $4025287.37    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2720000 | PA      | $2725494.40    | 0.00%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YBSN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9471399 | PA      | $9244876.68    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  232175000 | PA      | $202391300.78  | 0.25%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6807517 | PA      | $6093660.96    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620AGH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     671936 | PA      | $658608.51     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    2666000 | PA      | $2399240.04    | 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        |      75000 | PA      | $73935.75      | 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        |    1303000 | PA      | $1044224.20    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     175442 | PA      | $159971.96     | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     515000 | PA      | $527849.25     | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1243000 | PA      | $1081646.17    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4009000 | PA      | $3433187.33    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                             | CUSIP: 135087N75<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      10000 | PA      | $9690.90       | 0.00%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1358000 | PA      | $1008423.64    | 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        |      90000 | PA      | $88090.20      | 0.00%             | 2025-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     347000 | PA      | $368475.83     | 0.00%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAC0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1142000 | PA      | $1109886.96    | 0.00%             | 2025-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1538740 | PA      | $1480707.08    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3473000 | PA      | $3161680.28    | 0.00%             | 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        |    3651000 | PA      | $3118501.65    | 0.00%             | 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        |    2775000 | PA      | $2822008.50    | 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        |    1005000 | PA      | $998678.55     | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     707000 | PA      | $602533.68     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7XX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7900778 | PA      | $7363011.02    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1616672 | PA      | $1540994.71    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    2933000 | PA      | $2154963.09    | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1106625.50    | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     525000 | PA      | $487116.00     | 0.00%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                    | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     315000 | PA      | $275980.95     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16908768 | PA      | $16438954.08   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     719000 | PA      | $675579.59     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4589632 | PA      | $4321073.54    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24500000 | PA      | $22492148.56   | 0.03%             | 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        |    1022000 | PA      | $904071.42     | 0.00%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKSC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21666629 | PA      | $18596059.36   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WDLN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17379 | PA      | $17171.96      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2978791.80    | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3485000 | PA      | $2685541.00    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31323AB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3261539 | PA      | $3020448.63    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                         | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2735615.88    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1303000 | PA      | $1040640.95    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     520000 | PA      | $362715.60     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                          | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    1802000 | PA      | $1311964.12    | 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        |    2310000 | PA      | $1843056.60    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     740000 | PA      | $660294.60     | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    1549000 | PA      | $1457500.57    | 0.00%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20356490 | PA      | $17943418.71   | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1140962.55    | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | 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        |    4325000 | PA      | $4395454.25    | 0.01%             | 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        |    4430000 | PA      | $5001115.60    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $192324.00     | 0.00%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $197164.00     | 0.00%             | 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        |    3027000 | PA      | $2832454.71    | 0.00%             | 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        |   14445000 | PA      | $13956181.20   | 0.02%             | 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        |    4315000 | PA      | $3448850.05    | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                    | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    1552000 | PA      | $1022240.32    | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    1464000 | PA      | $1167276.48    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5885000 | PA      | $3875390.20    | 0.00%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    4373000 | PA      | $3188398.03    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2253000 | PA      | $1738549.98    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LBA6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     476000 | PA      | $460372.92     | 0.00%             | 2025-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77000000 | PA      | $83280312.50   | 0.10%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EW6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     501044 | PA      | $481993.61     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4341000 | PA      | $4078716.78    | 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        |    5140000 | PA      | $4099201.40    | 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        |      75000 | PA      | $65856.00      | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $860110.95     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   11132000 | PA      | $10220177.88   | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                      | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    2191000 | PA      | $2198887.60    | 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        |    3145000 | PA      | $3059581.80    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2918000 | PA      | $2861128.18    | 0.00%             | 2024-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9901000 | PA      | $9315157.83    | 0.01%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6073000 | PA      | $5447116.62    | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YBTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5609599 | PA      | $5236431.65    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51192146 | PA      | $46308880.17   | 0.06%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13946392 | PA      | $13375942.44   | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6097000 | PA      | $5852815.15    | 0.01%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                       | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1895000 | PA      | $1335848.04    | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2030124.70    | 0.00%             | 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        |    4864000 | PA      | $4649594.88    | 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        |     585000 | PA      | $488831.85     | 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        |    3907000 | PA      | $4198071.50    | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1603000 | PA      | $1476154.61    | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3122000 | PA      | $2516800.30    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   10521000 | PA      | $9789264.45    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     573000 | PA      | $437800.65     | 0.00%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                                                         | Merck Sharp & Dohme Corp                                                         | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     725000 | PA      | $783949.75     | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2043000 | PA      | $1759819.77    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1962367.25    | 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        |      70000 | PA      | $65493.40      | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                  | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1300000 | PA      | $934421.80     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2041270.25    | 0.00%             | 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        |    9651000 | PA      | $8872550.34    | 0.01%             | 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        |    4053000 | PA      | $3839285.31    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2355000 | PA      | $1968473.85    | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1828000 | PA      | $1644944.08    | 0.00%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FQUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     559348 | PA      | $545775.44     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3715087.85    | 0.00%             | 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        |    7939000 | PA      | $7798956.04    | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36184BZL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24219 | PA      | $23023.56      | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1531000 | PA      | $1249433.79    | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617G1HB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120266 | PA      | $113607.36     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                        | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     145000 | PA      | $135298.05     | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2479000 | PA      | $2319823.41    | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2353722 | PA      | $2258861.73    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                  | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    1465000 | PA      | $1445090.65    | 0.00%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $1852906.50    | 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        |    1068000 | PA      | $996625.56     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                        | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    2828000 | PA      | $2571245.88    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    3967000 | PA      | $3575338.09    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2882000 | PA      | $2624291.56    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5279000 | PA      | $5207363.97    | 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        |    4653000 | PA      | $4464832.68    | 0.01%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $1790195.00    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1170184.80    | 0.00%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7029000 | PA      | $6455714.76    | 0.01%             | 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        |    8798000 | PA      | $8532300.40    | 0.01%             | 2024-10-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     142008 | PA      | $134956.05     | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1421025 | PA      | $1498490.01    | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     542105 | PA      | $511681.06     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5551000 | PA      | $5384358.98    | 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        |    5495000 | PA      | $5164201.00    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42891397 | PA      | $35414000.20   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2703000 | PA      | $2595880.11    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                              | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    4391000 | PA      | $4322193.03    | 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        |    2194000 | PA      | $1943335.50    | 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        |    3316000 | PA      | $3068394.28    | 0.00%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6626366.88    | 0.01%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49410547 | PA      | $46047416.29   | 0.06%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8706000 | PA      | $7696626.36    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31292HXB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     365176 | PA      | $370356.77     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063DGD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2750000 | PA      | $2659093.25    | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  249620000 | PA      | $243691525.00  | 0.30%             | 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        |    3635000 | PA      | $3519188.90    | 0.00%             | 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        |    2166000 | PA      | $2125799.04    | 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        |    7379000 | PA      | $7266101.30    | 0.01%             | 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        |    7365000 | PA      | $6044750.10    | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1405818.56    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1082000 | PA      | $966593.88     | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3709000 | PA      | $3446773.70    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1201537.20    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $4881625.00    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E4BH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     443805 | PA      | $424870.12     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                         | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    2300000 | PA      | $2445767.10    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $3925683.00    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3244000 | PA      | $2842652.32    | 0.00%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1796942.10    | 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        |    2122000 | PA      | $2066318.72    | 0.00%             | 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        |    3540000 | PA      | $2830407.00    | 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        |    8840000 | PA      | $8696350.00    | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     125000 | PA      | $140797.50     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAU3<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2549357.85    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10500095 | PA      | $10385211.95   | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | Rio Tinto Alcan Inc                                                              | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    3368000 | PA      | $3596080.96    | 0.00%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2390000 | PA      | $2164168.90    | 0.00%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                            | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2647031.55    | 0.00%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5055905 | PA      | $4819236.00    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3275610.00    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4965000 | PA      | $4743610.65    | 0.01%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1347302.40    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    6051000 | PA      | $6041741.97    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                  | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1489252.77    | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13246291 | PA      | $12154407.38   | 0.02%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1263128.05    | 0.00%             | 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        |    1564000 | PA      | $1498687.36    | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      70000 | PA      | $61299.70      | 0.00%             | 2029-12-14      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1853000 | PA      | $1564006.12    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E6RR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94629 | PA      | $85575.74      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2793000 | PA      | $2471413.98    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3590000 | PA      | $3192874.20    | 0.00%             | 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        |    4404000 | PA      | $4353970.56    | 0.01%             | 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        |    8595000 | PA      | $6449258.25    | 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        |    5710000 | PA      | $5307559.20    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34239070 | PA      | $29242948.28   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3988000 | PA      | $4142854.04    | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBB8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     345000 | PA      | $339497.25     | 0.00%             | 2024-02-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2660117.80    | 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        |    4758000 | PA      | $5580848.52    | 0.01%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5904746 | PA      | $5418971.38    | 0.01%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12136562 | PA      | $11687487.73   | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7892000 | PA      | $7485167.40    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1795000 | PA      | $1912412.75    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4229000 | PA      | $3926837.95    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6505938 | PA      | $6254031.91    | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     886000 | PA      | $752506.38     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2789193.84    | 0.00%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4KL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     530919 | PA      | $560465.89     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    1627000 | PA      | $1479740.23    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                         | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    1244000 | PA      | $1057673.68    | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMXX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2272540 | PA      | $2246338.10    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2990000 | PA      | $2401385.61    | 0.00%             | 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        |    2565000 | PA      | $2389425.75    | 0.00%             | 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        |    1949000 | PA      | $1899358.97    | 0.00%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     700000 | PA      | $640255.00     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4090000 | PA      | $3447747.30    | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                        | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2394000 | PA      | $2316889.26    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8435000 | PA      | $8299196.50    | 0.01%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA INCOME TAX SECURED REVENUE                                      | CUSIP: 25477GCY9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     700000 | PA      | $735472.50     | 0.00%             | 2034-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $1889054.40    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5949809 | PA      | $5480442.83    | 0.01%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                       | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    4598000 | PA      | $4469577.86    | 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        |      35000 | PA      | $34683.95      | 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        |    1066000 | PA      | $1023061.52    | 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        |    1845000 | PA      | $1825922.70    | 0.00%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1353504.46    | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1640967.20    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9643634 | PA      | $8663321.28    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9236000 | PA      | $7734780.56    | 0.01%             | 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        |   11064000 | PA      | $10134513.36   | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17680000 | PA      | $14068281.86   | 0.02%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36198K5N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109527 | PA      | $106518.64     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7865000 | PA      | $6696182.35    | 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        |    2368000 | PA      | $2291821.44    | 0.00%             | 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        |    1131000 | PA      | $889316.61     | 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        |     675000 | PA      | $690963.75     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     689885 | PA      | $663173.15     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    6853000 | PA      | $4382493.50    | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2656080.00    | 0.00%             | 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        |    4698000 | PA      | $4951081.26    | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHY50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15329409 | PA      | $12623012.34   | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3452312 | PA      | $3396279.90    | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     765000 | PA      | $515579.40     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11155237 | PA      | $10577592.29   | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                 | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    1963815 | PA      | $1556884.94    | 0.00%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     500000 | PA      | $531215.00     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  247571425 | PA      | $210549020.03  | 0.26%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1529387.80    | 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        |    1837000 | PA      | $1635021.85    | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT SYS REVENUE                                                 | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     250000 | PA      | $189285.75     | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2237000 | PA      | $2072669.98    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617BLJ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21277 | PA      | $19978.49      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2374815.44    | 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        |    2250000 | PA      | $1688692.50    | 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        |    3180000 | PA      | $3348667.20    | 0.00%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FE6U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126442 | PA      | $120395.36     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123147.60     | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      25000 | PA      | $27145.25      | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    1731000 | PA      | $1958609.19    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                     | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     480000 | PA      | $298161.60     | 0.00%             | 2050-02-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: —       |
| Black Hills Corp                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2279000 | PA      | $2195953.24    | 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        |    2889000 | PA      | $2579905.89    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                          | United Rentals North America Inc                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     295000 | PA      | $269860.10     | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     215000 | PA      | $219790.20     | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $2043548.40    | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2392000 | PA      | $2279982.64    | 0.00%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1649229.40    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    4141000 | PA      | $3815890.09    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2405000 | PA      | $2271787.05    | 0.00%             | 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        |    1041000 | PA      | $861604.47     | 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        |    4015000 | PA      | $3450330.40    | 0.00%             | 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        |    2417000 | PA      | $2128651.90    | 0.00%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1665563.75    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                             | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1102230.22    | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                       | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      80000 | PA      | $89595.20      | 0.00%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospitals Group Inc                                                  | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1536347.15    | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $7579891.20    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C2W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76373 | PA      | $72617.06      | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q1CT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      65240 | PA      | $63334.59      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2240325.45    | 0.00%             | 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        |    3448000 | PA      | $3112130.32    | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YVEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429802 | PA      | $388683.34     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     479000 | PA      | $395179.79     | 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        |    3173000 | PA      | $2705966.13    | 0.00%             | 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        |    4117000 | PA      | $3970023.10    | 0.00%             | 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        |    6252000 | PA      | $5960219.16    | 0.01%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $2508546.35    | 0.00%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7E36<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      73733 | PA      | $74936.92      | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GTX47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139911 | PA      | $131693.57     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176EZG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3640 | PA      | $3567.77       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  467800000 | PA      | $419302299.21  | 0.52%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    6720000 | PA      | $5775907.20    | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                       | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     915000 | PA      | $608529.90     | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JR6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   10760000 | PA      | $10088468.40   | 0.01%             | 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        |    5220000 | PA      | $4720498.20    | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                          | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1912000 | PA      | $1545832.88    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $3185586.20    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                                          | Morgan Stanley Domestic Holdings Inc                                             | CUSIP: 269246BQ6<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |    3152000 | PA      | $2979711.68    | 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        |    3467000 | PA      | $3326378.48    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1200722.58    | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | Harley-Davidson Inc                                                              | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    1979000 | PA      | $1520604.23    | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3138000 | PA      | $3553408.44    | 0.00%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J73Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14893717 | PA      | $13468856.02   | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1476000 | PA      | $1084018.68    | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2905000 | PA      | $2871476.30    | 0.00%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $1957838.85    | 0.00%             | 2053-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     150000 | PA      | $109920.00     | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $1712816.45    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    3075000 | PA      | $2477404.50    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9757848 | PA      | $9232151.71    | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                   | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2419000 | PA      | $2168947.97    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE HLDG LLC                                                           | GE Healthcare Holding LLC                                                        | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155566.50     | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                           | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    3245000 | PA      | $2733588.00    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  170700000 | PA      | $151629609.38  | 0.19%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                            | Prospect Capital Corp                                                            | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1492473.25    | 0.00%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15500000 | PA      | $13036564.23   | 0.02%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WSW79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4000447 | PA      | $3653843.59    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13967668 | PA      | $11970858.48   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132JMLM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1357439 | PA      | $1280785.17    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306XSC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      55809 | PA      | $54179.61      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154BT5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5495000 | PA      | $5259044.70    | 0.01%             | 2025-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                                              | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3791502.56    | 0.00%             | 2049-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1253867 | PA      | $1268096.76    | 0.00%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1253587.40    | 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        |    1608000 | PA      | $1528661.28    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6825000 | PA      | $8932218.75    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1490124.00    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2434000 | PA      | $2335009.22    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $3889030.60    | 0.00%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1631000 | PA      | $1468144.65    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1535000 | PA      | $1169269.37    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2110000 | PA      | $2229637.00    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                    | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1227903.85    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 45906M3C3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     136000 | PA      | $131944.48     | 0.00%             | 2024-03-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3419000 | PA      | $2917842.98    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    4108000 | PA      | $3908269.04    | 0.00%             | 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        |    3423000 | PA      | $2951755.59    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $2052819.84    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $139518.45     | 0.00%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1917000 | PA      | $2083874.85    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    1226000 | PA      | $1184512.16    | 0.00%             | 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        |    3440000 | PA      | $3445572.80    | 0.00%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1165237.92    | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                          | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1223000 | PA      | $1147858.88    | 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        |   11930000 | PA      | $9908819.40    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1475000 | PA      | $1526064.50    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3430531.32    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XXDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     370798 | PA      | $345345.88     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2824000 | PA      | $2566084.08    | 0.00%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1322501.40    | 0.00%             | 2044-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20264380 | PA      | $18213094.27   | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1438000 | PA      | $903193.42     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $2112739.26    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $3606962.10    | 0.00%             | 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        |    1701000 | PA      | $1437940.35    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 312945ZL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     502949 | PA      | $503290.60     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1887000 | PA      | $1926249.60    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                         | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     800000 | PA      | $803936.00     | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2439444.15    | 0.00%             | 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        |    4274000 | PA      | $4048631.98    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    3428000 | PA      | $2981674.40    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                          | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4506000 | PA      | $3523286.46    | 0.00%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3435000 | PA      | $3057733.95    | 0.00%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WLAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4247159 | PA      | $3997714.61    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191981 | PA      | $205664.37     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18712000 | PA      | $17988406.96   | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1916000 | PA      | $1914984.52    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                 | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1729243.70    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91158000 | PA      | $101498735.63  | 0.13%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19842605 | PA      | $17949801.02   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1650294.00    | 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        |   15607000 | PA      | $15348079.87   | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11779588 | PA      | $10056902.31   | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic                                                                      | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     245000 | PA      | $202193.60     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    2030000 | PA      | $1568215.60    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6364604 | PA      | $6060259.44    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2789000 | PA      | $3083685.74    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                      | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $1890451.45    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1341029 | PA      | $1289519.57    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    1686000 | PA      | $1396210.32    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     193000 | PA      | $246345.20     | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                                | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    3756000 | PA      | $3620145.48    | 0.00%             | 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        |    3623000 | PA      | $2822172.08    | 0.00%             | 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        |    1290000 | PA      | $1399211.40    | 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        |    3604000 | PA      | $3306778.12    | 0.00%             | 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        |  219930000 | PA      | $209208412.50  | 0.26%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    4434000 | PA      | $4136345.58    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                       | Kellogg Co                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     590000 | PA      | $481375.10     | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1684389.84    | 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        |    4058000 | PA      | $3736160.02    | 0.00%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     563000 | PA      | $521298.59     | 0.00%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290500000 | PA      | $280071503.18  | 0.35%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    2107000 | PA      | $1806394.31    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                             | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    2065000 | PA      | $1876857.85    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3452900.00    | 0.00%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                         | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     199000 | PA      | $160137.29     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| RUSH OBLIGATED GROUP                                                             | Rush Obligated Group                                                             | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     648000 | PA      | $591915.60     | 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        |    9511000 | PA      | $9114866.85    | 0.01%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A85Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5108898 | PA      | $4810054.36    | 0.01%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $1993152.75    | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCE2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1145837.70    | 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        |    2454000 | PA      | $2180820.72    | 0.00%             | 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        |    2384000 | PA      | $1964416.00    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1791426.00    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    8465000 | PA      | $7887263.75    | 0.01%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J82S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6393633 | PA      | $6199475.98    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG Industries Inc                                                               | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    4086000 | PA      | $3880964.52    | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1163815.95    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     930000 | PA      | $1037889.30    | 0.00%             | 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        |    2410000 | PA      | $2200908.40    | 0.00%             | 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        |    1579000 | PA      | $1527777.24    | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1492000 | PA      | $1417713.32    | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 68323ACT9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    5870000 | PA      | $5748549.70    | 0.01%             | 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        |    1181000 | PA      | $1130346.91    | 0.00%             | 2025-03-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     917153 | PA      | $905736.34     | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5453000 | PA      | $4818488.92    | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630CW6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1335000 | PA      | $1309835.25    | 0.00%             | 2024-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1186162.50    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                         | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    2422000 | PA      | $2059935.22    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | 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        |    2460000 | PA      | $1978651.80    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                   | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2020053.00    | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6895350.00    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2239000 | PA      | $2081575.91    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4273330 | PA      | $3811144.90    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    8467000 | PA      | $7607768.84    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8367000 | PA      | $8137827.87    | 0.01%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1454000 | PA      | $1777355.06    | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    3003000 | PA      | $2662700.04    | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     697000 | PA      | $744584.19     | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    1168000 | PA      | $1093014.40    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     904000 | PA      | $981825.36     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1328000 | PA      | $1153713.28    | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                     | CUSIP: 58942HAC5<br>LEI: RV2KCMRGYKSCKT5REH48 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1267592.79    | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ANZD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4548656 | PA      | $4547325.47    | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $4427065.00    | 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        |    3060000 | PA      | $2844361.80    | 0.00%             | 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        |    4829000 | PA      | $4544523.61    | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65100000 | PA      | $54785718.75   | 0.07%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                           | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     800000 | PA      | $752360.00     | 0.00%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y0FP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1091809 | PA      | $1080227.73    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    2096000 | PA      | $1820983.84    | 0.00%             | 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        |    1728000 | PA      | $1630609.92    | 0.00%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    3148000 | PA      | $2410643.96    | 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        |    1440000 | PA      | $1186430.40    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   11127000 | PA      | $11070586.11   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $2543980.00    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                           | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $167923.00     | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    3442000 | PA      | $3926943.38    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1437749.60    | 0.00%             | 2024-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                           | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     850000 | PA      | $917328.50     | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3474366 | PA      | $3238446.38    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4455000 | PA      | $4795762.95    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    6670000 | PA      | $5163513.80    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5963000 | PA      | $5669680.03    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                     | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    2592000 | PA      | $2251229.76    | 0.00%             | 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        |    4864000 | PA      | $4786759.68    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32394691 | PA      | $33355303.53   | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     615000 | PA      | $672883.80     | 0.00%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    4416000 | PA      | $4307233.92    | 0.01%             | 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        |    5808000 | PA      | $5597460.00    | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H4DM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111176 | PA      | $105004.92     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3115786.80    | 0.00%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3760000 | PA      | $3320192.80    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2062000 | PA      | $1996882.04    | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                     | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     300000 | PA      | $267837.00     | 0.00%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600000 | PA      | $3685537.53    | 0.00%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14444597 | PA      | $12894979.76   | 0.02%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1294159.50    | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                 | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1153197.05    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131Y9V34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     331753 | PA      | $329987.09     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    8938000 | PA      | $8827347.56    | 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        |    3259000 | PA      | $2920357.31    | 0.00%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                    | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2116780.50    | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11992000 | PA      | $11633918.88   | 0.01%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7615000 | PA      | $6603042.65    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1165087.50    | 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        |    2495000 | PA      | $2282450.95    | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    6220000 | PA      | $5874479.00    | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5390000 | PA      | $5243984.90    | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4653125.00    | 0.01%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3313000 | PA      | $3661262.56    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    2762000 | PA      | $2644145.46    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     636000 | PA      | $491780.64     | 0.00%             | 2043-04-01      | Fixed         | 4.88%                 | 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        |    1290000 | PA      | $1184645.70    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2048000 | PA      | $1845678.08    | 0.00%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1679000 | PA      | $1775693.61    | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX Capital Inc                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    4802000 | PA      | $4524636.48    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132KGD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30621 | PA      | $28825.83      | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $1863279.60    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                              | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     267000 | PA      | $248932.11     | 0.00%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    3111000 | PA      | $3056713.05    | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     340000 | PA      | $261193.78     | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4237000 | PA      | $3910327.30    | 0.00%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14705 | PA      | $13368.69      | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2929000 | PA      | $2819777.59    | 0.00%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3713000 | PA      | $2745763.50    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | 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        |    2172000 | PA      | $1971589.56    | 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        |    5223000 | PA      | $4906747.35    | 0.01%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                                | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $957095.20     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1145952.15    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHGT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4606 | PA      | $4564.20       | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                      | CUSIP: 563469UU7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     165000 | PA      | $160479.00     | 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        |    5762000 | PA      | $5605734.56    | 0.01%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1321956.30    | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1979000 | PA      | $1695646.78    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     770000 | PA      | $871324.30     | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Enel Generacion Chile SA                                                         | Enel Generacion Chile SA                                                         | CUSIP: 29246RAA1<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | CL        |    1275000 | PA      | $1258476.00    | 0.00%             | 2024-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                         | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    1745000 | PA      | $1680173.25    | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    3041000 | PA      | $2572473.13    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     640000 | PA      | $621574.40     | 0.00%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   13368000 | PA      | $8457799.92    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1535655.90    | 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        |    2812000 | PA      | $2113836.64    | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     322354 | PA      | $310196.04     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15795000 | PA      | $15242175.00   | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4477000 | PA      | $3775095.94    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1630634.60    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1617126.80    | 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        |  173108000 | PA      | $166913979.38  | 0.21%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617B6X80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     119859 | PA      | $113223.39     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154BY4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5585000 | PA      | $5312675.40    | 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        |    3483000 | PA      | $3399582.15    | 0.00%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    3471000 | PA      | $3234486.06    | 0.00%             | 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        |    3745000 | PA      | $3620366.40    | 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        |    4048000 | PA      | $3896847.68    | 0.00%             | 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        |    2694000 | PA      | $2419481.40    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    9255000 | PA      | $5437312.50    | 0.01%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9765520 | PA      | $8570221.20    | 0.01%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5975714.80    | 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        |    1303000 | PA      | $1072108.40    | 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        |   15805000 | PA      | $15234281.45   | 0.02%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32457 | PA      | $30817.59      | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    1423000 | PA      | $1240813.31    | 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        |    6225000 | PA      | $6114319.50    | 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        |    3050000 | PA      | $2907839.50    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7D53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4232687 | PA      | $4095054.60    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                        | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1789300.50    | 0.00%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4371493 | PA      | $4162455.80    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307NQG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1097545 | PA      | $1051713.66    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    6416000 | PA      | $5142424.00    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2768000 | PA      | $2505732.00    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9RZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274891 | PA      | $267648.21     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2993000 | PA      | $2668588.73    | 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        |    3836000 | PA      | $3622756.76    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4607000 | PA      | $4708215.79    | 0.01%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20919677 | PA      | $18802058.29   | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3906000 | PA      | $3523563.54    | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2438558.50    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    4735000 | PA      | $5492050.74    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151768 | PA      | $141672.11     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  317000000 | PA      | $274873673.46  | 0.34%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31887631 | PA      | $28646128.74   | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2329000 | PA      | $2130382.88    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417UYW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81721 | PA      | $80651.80      | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    5282000 | PA      | $5159351.96    | 0.01%             | 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        |    3085000 | PA      | $2914183.55    | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ACHY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     423238 | PA      | $425488.96     | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     670000 | PA      | $792938.30     | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     395000 | PA      | $387818.90     | 0.00%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1474000 | PA      | $1026478.86    | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    3206000 | PA      | $2834937.56    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25720078 | PA      | $21263699.13   | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1573000 | PA      | $1228481.54    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BR3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1161818.16    | 0.00%             | 2025-08-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31046000 | PA      | $29086997.40   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $918883.35     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4930000 | PA      | $4113197.60    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2266000 | PA      | $2015901.58    | 0.00%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3476000 | PA      | $2456906.32    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    4372000 | PA      | $4164461.16    | 0.01%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                   | CUSIP: 559080AN6<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    1828000 | PA      | $1528299.40    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2225000 | PA      | $1881682.50    | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2229810.20    | 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        |    2945000 | PA      | $2383241.25    | 0.00%             | 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        |     685000 | PA      | $639029.65     | 0.00%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1763000 | PA      | $1320751.45    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    1723000 | PA      | $1486173.65    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                         | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    1919000 | PA      | $1817753.56    | 0.00%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    3653000 | PA      | $3044848.56    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4202000 | PA      | $4043752.68    | 0.01%             | 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        |    1165000 | PA      | $1088144.95    | 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        |    7172000 | PA      | $7234181.24    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     305000 | PA      | $295828.65     | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                        | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     799000 | PA      | $860834.61     | 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        |    2906000 | PA      | $2678576.44    | 0.00%             | 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        |    3695000 | PA      | $3409450.40    | 0.00%             | 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        |    1005000 | PA      | $985784.40     | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3422000 | PA      | $3168772.00    | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     779126 | PA      | $767010.19     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     749000 | PA      | $528569.30     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     690000 | PA      | $635945.40     | 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        |    2675000 | PA      | $2545637.00    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                       | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3429000 | PA      | $3204674.82    | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4762000 | PA      | $3679978.36    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3489000 | PA      | $3774888.66    | 0.00%             | 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        |    3745000 | PA      | $3623924.15    | 0.00%             | 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        |    2683000 | PA      | $2326187.83    | 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        |    5980000 | PA      | $5501600.00    | 0.01%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X95T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371148 | PA      | $360841.76     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | Jabil Inc                                                                        | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2571572.20    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     630000 | PA      | $601549.20     | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4055000 | PA      | $3406118.90    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5781008 | PA      | $4941047.23    | 0.01%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617A1GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9800348 | PA      | $9292862.56    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7065099.75    | 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        |    1775000 | PA      | $1390375.25    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31292SAV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     583708 | PA      | $550950.01     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     185000 | PA      | $185199.80     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     105000 | PA      | $60979.80      | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2678664.60    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | Cummins Inc                                                                      | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1288377.74    | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39488724 | PA      | $32553797.58   | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     481000 | PA      | $413977.46     | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3255000 | PA      | $3247871.55    | 0.00%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| Entergy Texas Inc                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     532000 | PA      | $504846.72     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $710662.05     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29377000 | PA      | $31483881.72   | 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        |    6555000 | PA      | $5568275.85    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J73P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30396513 | PA      | $28617885.32   | 0.04%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     500000 | PA      | $415355.00     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5642000 | PA      | $4719815.10    | 0.01%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                        | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $985148.73     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1199972 | PA      | $1119627.28    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    4264000 | PA      | $4757771.20    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2437181 | PA      | $2369652.11    | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    1148000 | PA      | $1109989.72    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                      | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    3850000 | PA      | $4352671.40    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                        | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    4730000 | PA      | $3741879.35    | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2642000 | PA      | $2525038.66    | 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        |    6800000 | PA      | $6150328.00    | 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        |    2568000 | PA      | $2535771.60    | 0.00%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180EKN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      75431 | PA      | $71706.97      | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2824023.25    | 0.00%             | 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        |    3745000 | PA      | $3724514.85    | 0.00%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN WTR REVENUE                         | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     980000 | PA      | $706165.46     | 0.00%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                       | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1386374.85    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     100000 | PA      | $84769.00      | 0.00%             | 2031-05-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418BUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120849 | PA      | $114516.60     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3278000 | PA      | $3217652.02    | 0.00%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123000000 | PA      | $91481250.00   | 0.11%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5506000 | PA      | $4491244.20    | 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        |    3085000 | PA      | $3036318.70    | 0.00%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                            | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    3272000 | PA      | $3042927.28    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1067193.90    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                  | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3250862.50    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2719804 | PA      | $2577278.77    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     662000 | PA      | $640127.52     | 0.00%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2464000 | PA      | $2122736.00    | 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        |    1769000 | PA      | $1633388.46    | 0.00%             | 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        |    3619000 | PA      | $3396069.60    | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    2298000 | PA      | $2115056.22    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1799907.20    | 0.00%             | 2026-03-10      | Fixed         | 2.95%                 | 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        |    2520000 | PA      | $2273342.40    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5523000 | PA      | $5133573.27    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286875 | PA      | $261686.86     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     403000 | PA      | $387363.60     | 0.00%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2804000 | PA      | $2299616.48    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Louisiana Loc Govt Envrnmntl Fac & Cmnty Dev Auth                                | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-O            | CORP              | US        |    1560000 | PA      | $1463453.72    | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | 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        |    3485000 | PA      | $3173998.60    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   76536406 | PA      | $65415926.52   | 0.08%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $928751.20     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | 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        |    2292000 | PA      | $2202841.20    | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                     | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $2615831.40    | 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        |    1575000 | PA      | $1400521.50    | 0.00%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3020283 | PA      | $2984640.21    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1308606.00    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                        | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     758000 | PA      | $799257.94     | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5VJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147138 | PA      | $131403.63     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  126370000 | PA      | $124355978.13  | 0.15%             | 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        |   10557000 | PA      | $9630939.96    | 0.01%             | 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        |    2290000 | PA      | $2012635.20    | 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        |    3445000 | PA      | $3252011.10    | 0.00%             | 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        |    8193000 | PA      | $6978715.47    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1404199.50    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     655000 | PA      | $597399.30     | 0.00%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6453000 | PA      | $6346202.85    | 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        |   17850000 | PA      | $17320078.13   | 0.02%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3083000 | PA      | $3422130.00    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    1968000 | PA      | $2251352.64    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19395133 | PA      | $15938104.96   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1769873 | PA      | $1655019.57    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1105000 | PA      | $1021274.15    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3130AEBV1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     980000 | PA      | $951217.40     | 0.00%             | 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        |    2763000 | PA      | $2463684.21    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4365000 | PA      | $2820575.70    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36196GWH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51346 | PA      | $48237.08      | 0.00%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36194XPK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48011 | PA      | $45103.95      | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                    | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1096704.13    | 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        |    2138000 | PA      | $2108046.62    | 0.00%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Wyeth LLC                                                                        | Wyeth LLC                                                                        | CUSIP: 983024AF7<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    2442000 | PA      | $2487054.90    | 0.00%             | 2024-02-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                              | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1034000 | PA      | $1030443.04    | 0.00%             | 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        |    3612000 | PA      | $3430605.36    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | Comerica Inc                                                                     | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    2346000 | PA      | $2212137.24    | 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        |    2875000 | PA      | $2716788.75    | 0.00%             | 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        |     654000 | PA      | $570392.64     | 0.00%             | 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        |    1399000 | PA      | $1326699.68    | 0.00%             | 2026-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                          | GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE                                     | CUSIP: 39081JDZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     575000 | PA      | $464931.20     | 0.00%             | 2041-07-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1151018.10    | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1579375.60    | 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        |    4420000 | PA      | $3248965.20    | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5309000 | PA      | $4907055.61    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1796000 | PA      | $1764354.48    | 0.00%             | 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        |    5646000 | PA      | $5049274.26    | 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        |    2073000 | PA      | $2044890.12    | 0.00%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $2999948.40    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8030000 | PA      | $9855676.71    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15789861 | PA      | $14406344.09   | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2971000 | PA      | $3062061.15    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3004000 | PA      | $2210403.28    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    7296000 | PA      | $8790220.80    | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4760000 | PA      | $3760733.20    | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1857912.00    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11025000 | PA      | $10403190.00   | 0.01%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2678940.00    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                   | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     400000 | PA      | $446853.60     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                     | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    2320000 | PA      | $2437415.20    | 0.00%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BJ2<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    3801000 | PA      | $3463319.16    | 0.00%             | 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        |    4597000 | PA      | $4250707.99    | 0.01%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1697000 | PA      | $1353883.57    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  396000000 | PA      | $316428750.00  | 0.39%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                              | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     746000 | PA      | $611697.62     | 0.00%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   72079571 | PA      | $59463606.17   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2994323.85    | 0.00%             | 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        |    1644000 | PA      | $1553941.68    | 0.00%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23304144 | PA      | $21075404.47   | 0.03%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1380165.05    | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417DGB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3693017 | PA      | $3372949.41    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $2601781.20    | 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        |    5780000 | PA      | $5545447.60    | 0.01%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1837000 | PA      | $1388129.05    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3311000 | PA      | $3128199.69    | 0.00%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EU4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1118607 | PA      | $1042650.58    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2023000 | PA      | $1910217.75    | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36184Q2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     101208 | PA      | $95967.61      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7104000 | PA      | $6750220.80    | 0.01%             | 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        |    3078000 | PA      | $2931887.34    | 0.00%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2706000 | PA      | $2505593.64    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $5660356.50    | 0.01%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                    | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1466634.30    | 0.00%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2643000 | PA      | $2537227.14    | 0.00%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3476000 | PA      | $2288772.20    | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1390814.82    | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                        | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    3577000 | PA      | $2683751.56    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5019000 | PA      | $4452455.28    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4183042 | PA      | $4074394.12    | 0.01%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5555015.80    | 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        |    1275000 | PA      | $1192023.00    | 0.00%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32092 | PA      | $29937.11      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3849233 | PA      | $3636123.31    | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    3164000 | PA      | $3043103.56    | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                             | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3378000 | PA      | $2667572.82    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1873196.10    | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CWJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     255704 | PA      | $257818.03     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22761653 | PA      | $21513389.29   | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5183000 | PA      | $5040778.48    | 0.01%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 458182BV3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      90000 | PA      | $95573.70      | 0.00%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                          | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    4199000 | PA      | $3946136.22    | 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        |    3430000 | PA      | $3345930.70    | 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        |    1710000 | PA      | $1610717.40    | 0.00%             | 2027-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     857000 | PA      | $1004429.71    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620C02W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     306359 | PA      | $307419.45     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     442247 | PA      | $399652.93     | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1055541 | PA      | $1110510.22    | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5540000 | PA      | $4538589.60    | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                     | CUSIP: 677632G88<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    3750000 | PA      | $3187331.25    | 0.00%             | 2046-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8922605 | PA      | $8541922.12    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3394000 | PA      | $2995612.28    | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $3354427.80    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3639000 | PA      | $2975646.69    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2904801 | PA      | $2780867.30    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19864886 | PA      | $18377247.30   | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4120000 | PA      | $2852440.80    | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $2453055.40    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     320000 | PA      | $253561.60     | 0.00%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     335000 | PA      | $233990.80     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2151290 | PA      | $2005211.09    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9521875 | PA      | $8830981.29    | 0.01%             | 2049-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     862000 | PA      | $897859.20     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5219172.00    | 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        |    7377000 | PA      | $6091410.21    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31411HWP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34620 | PA      | $37087.49      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $3894495.60    | 0.00%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1773185.00    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1166331.84    | 0.00%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     165000 | PA      | $162635.55     | 0.00%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241L3C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     463766 | PA      | $474608.34     | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1731000 | PA      | $1641213.03    | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FL95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      64959 | PA      | $61803.42      | 0.00%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                                                          | Ovintiv Exploration Inc                                                          | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    3634000 | PA      | $3610706.06    | 0.00%             | 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        |    1094000 | PA      | $1008777.40    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   62632167 | PA      | $51791545.46   | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     629000 | PA      | $589127.69     | 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        |    1040000 | PA      | $887078.40     | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16889232 | PA      | $14491009.01   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7959000 | PA      | $7710997.56    | 0.01%             | 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        |  294400000 | PA      | $287385001.47  | 0.36%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMN33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161746 | PA      | $156204.29     | 0.00%             | 2026-11-01      | 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        |   16054000 | PA      | $15186281.30   | 0.02%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                      | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     645000 | PA      | $474551.01     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 312931T73<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1033878 | PA      | $1034462.94    | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | Main Street Capital Corp                                                         | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1882923.06    | 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        |    1858000 | PA      | $1488573.86    | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    5511000 | PA      | $3883160.82    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9990000 | PA      | $8866125.00    | 0.01%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $1969952.40    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Black Hills Corp                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     685000 | PA      | $523312.60     | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                     | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    3702000 | PA      | $2932872.48    | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3092981.10    | 0.00%             | 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        |     895000 | PA      | $864847.45     | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETU61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4535466 | PA      | $4421465.99    | 0.01%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11383812.00   | 0.01%             | 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        |    1739000 | PA      | $1701715.84    | 0.00%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8269000 | PA      | $7633940.80    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAP2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     440000 | PA      | $420851.20     | 0.00%             | 2023-12-07      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     328060 | PA      | $319970.20     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19091000 | PA      | $18657279.59   | 0.02%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8135000 | PA      | $5383498.95    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2840371.30    | 0.00%             | 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        |    4195000 | PA      | $3543810.15    | 0.00%             | 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        |    3234000 | PA      | $2839872.42    | 0.00%             | 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        |    3125000 | PA      | $3221062.50    | 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        |    2575000 | PA      | $2582055.50    | 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        |    2740000 | PA      | $2360838.80    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2994000 | PA      | $2257326.30    | 0.00%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7107000 | PA      | $6785621.46    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E24G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     305327 | PA      | $295134.72     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1007145.00    | 0.00%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131Y0C34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     198166 | PA      | $198141.97     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2364000 | PA      | $1914319.92    | 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        |      40000 | PA      | $46106.80      | 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        |    3340000 | PA      | $3314348.80    | 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        |    2393000 | PA      | $2189642.86    | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                            | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1700194.74    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    2565000 | PA      | $2557433.25    | 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        |    4492000 | PA      | $4246467.28    | 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        |    1010000 | PA      | $869377.70     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140K22Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66464 | PA      | $67012.43      | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2427915.60    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     345000 | PA      | $374266.35     | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1282654.25    | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    2996000 | PA      | $2398717.44    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO Financial Group Inc                                                          | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     938000 | PA      | $930270.88     | 0.00%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1320000 | PA      | $1212260.28    | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4132000 | PA      | $4039691.12    | 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        |    2013000 | PA      | $1540730.07    | 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        |   10331000 | PA      | $9959084.00    | 0.01%             | 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        |    8020000 | PA      | $6989750.80    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1491359.55    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1922000 | PA      | $2223311.94    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2679131.00    | 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        |    7480000 | PA      | $7138313.60    | 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        |    7330000 | PA      | $6848858.80    | 0.01%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5696604 | PA      | $5369626.80    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     604001 | PA      | $588253.25     | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                         | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     715000 | PA      | $663341.14     | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3453000 | PA      | $2948896.53    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1954000 | PA      | $1754828.78    | 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        |    6170000 | PA      | $5527888.10    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HAKD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159820 | PA      | $151284.34     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2852000 | PA      | $2760165.60    | 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        |    6253000 | PA      | $5384833.48    | 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        |    5449000 | PA      | $4745261.65    | 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        |    2874000 | PA      | $2246864.46    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49903625 | PA      | $44148763.51   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $5906275.50    | 0.01%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    2735000 | PA      | $2937745.55    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    2705000 | PA      | $2536397.35    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1484513.10    | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $914470.80     | 0.00%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                       | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4258555.00    | 0.01%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1744000 | PA      | $1297012.80    | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2433639.60    | 0.00%             | 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        |     739000 | PA      | $722579.42     | 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        |    1431000 | PA      | $1415559.51    | 0.00%             | 2023-12-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     468825 | PA      | $418529.64     | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E0VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371589 | PA      | $352116.40     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TEXAS ST A & M UNIV PERM UNIV FUND                                               | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1634884.00    | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4266000 | PA      | $4216642.38    | 0.01%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131Y9SU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127627 | PA      | $118069.50     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2026000 | PA      | $1534613.96    | 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        |     566000 | PA      | $552636.74     | 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        |    3305000 | PA      | $3137370.40    | 0.00%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BP8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    4080000 | PA      | $3897909.60    | 0.00%             | 2025-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  194810000 | PA      | $184209595.02  | 0.23%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3505992 | PA      | $3262059.70    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     283327 | PA      | $269257.07     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9510051 | PA      | $8682152.45    | 0.01%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     740000 | PA      | $714211.00     | 0.00%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53900000 | PA      | $47676234.38   | 0.06%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                         | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2178332.80    | 0.00%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10832038 | PA      | $10111458.08   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    1712000 | PA      | $1438456.64    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    9325000 | PA      | $8443694.25    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13284000 | PA      | $8407974.96    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    3762000 | PA      | $3541433.94    | 0.00%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    4764000 | PA      | $4074887.40    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2243000 | PA      | $2064322.62    | 0.00%             | 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        |   76050000 | PA      | $72838670.11   | 0.09%             | 2024-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $1883058.60    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    6412000 | PA      | $5284257.44    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     180000 | PA      | $146469.60     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2818710.93    | 0.00%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KJXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21717684 | PA      | $19342807.45   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18283 | PA      | $17765.97      | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1098499.50    | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2050111.55    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                          | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2722000 | PA      | $2370698.68    | 0.00%             | 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        |    3370000 | PA      | $3235537.00    | 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        |    2742000 | PA      | $2615045.40    | 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        |   13397000 | PA      | $12904258.34   | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     495000 | PA      | $536753.25     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1971236.85    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7422801 | PA      | $6988461.20    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1027924.70    | 0.00%             | 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        |     405000 | PA      | $348555.15     | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                    | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $1408732.58    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                          | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2042000 | PA      | $1607258.20    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15711116 | PA      | $14466950.80   | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   88146700 | PA      | $77697733.42   | 0.10%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     180000 | PA      | $157251.60     | 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        |    8041000 | PA      | $6743343.42    | 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        |    6625000 | PA      | $5276348.75    | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | Legg Mason Inc                                                                   | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2104197.50    | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                                | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $885169.35     | 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        |    2129000 | PA      | $1832643.20    | 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        |    1675000 | PA      | $1610696.75    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     635000 | PA      | $580993.25     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     872000 | PA      | $977930.56     | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6709501 | PA      | $6451785.20    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      45000 | PA      | $35977.50      | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Boston University                                                                | Trustees of Boston University                                                    | CUSIP: 89838QAA1<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $1291387.40    | 0.00%             | 2048-10-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2887000 | PA      | $2028868.12    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3298000 | PA      | $2967507.42    | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18649363 | PA      | $16753582.47   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   52249985 | PA      | $49430634.11   | 0.06%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $841545.50     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6000943 | PA      | $5744912.12    | 0.01%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1524607.50    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XA4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1601501 | PA      | $1480557.30    | 0.00%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $1821550.50    | 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        |    2010000 | PA      | $1726710.60    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2061374.00    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     270000 | PA      | $257515.20     | 0.00%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1165000 | PA      | $1046915.60    | 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        |    4270000 | PA      | $4184941.60    | 0.01%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1402000 | PA      | $1178240.80    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                   | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              |  | US        |    1577000 | PA      | $1439674.84    | 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        |    3424000 | PA      | $3311658.56    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3293100.48    | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   12864000 | PA      | $10616273.28   | 0.01%             | 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        |    2049000 | PA      | $1994967.87    | 0.00%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $1594151.90    | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4465000 | PA      | $4322611.15    | 0.01%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     765000 | PA      | $687528.45     | 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        |    2594000 | PA      | $1993670.58    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47480667 | PA      | $41248653.69   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4283000 | PA      | $3291142.86    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2886000 | PA      | $2646000.24    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2873000 | PA      | $2736877.26    | 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        |    1566000 | PA      | $1514071.44    | 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        |    3116000 | PA      | $2670162.72    | 0.00%             | 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        |    2307000 | PA      | $2083428.63    | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                       | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1674135.90    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1402613.40    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $3624678.75    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2995519 | PA      | $2867714.90    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1899747 | PA      | $1773370.04    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GQ6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8353705 | PA      | $7785109.46    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18504952 | PA      | $17969203.13   | 0.02%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19884412 | PA      | $16433436.67   | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1758792.00    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                       | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     308000 | PA      | $334201.56     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                               | Baptist Healthcare System Obligated Group                                        | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     613000 | PA      | $444639.55     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7935000 | PA      | $6217151.85    | 0.01%             | 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        |    3800000 | PA      | $3761544.00    | 0.00%             | 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        |     635000 | PA      | $566305.70     | 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        |    2075000 | PA      | $1746154.00    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     810491 | PA      | $783434.39     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                         | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    2294000 | PA      | $1945747.86    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1541239.80    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $3485463.30    | 0.00%             | 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        |    3640000 | PA      | $3468192.00    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                               | FMS Wertmanagement                                                               | CUSIP: 30254WAP4<br>LEI: HZFDOR6TCRSIQLKQTX32 | Long             | DBT              | CORP              | DE        |    4485000 | PA      | $4384849.95    | 0.01%             | 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        |    4160000 | PA      | $4040649.60    | 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        |    1943000 | PA      | $1868272.22    | 0.00%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     719000 | PA      | $760838.61     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  121400000 | PA      | $102260531.25  | 0.13%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8965000 | PA      | $8784893.15    | 0.01%             | 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        |    2422000 | PA      | $2263819.18    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1651248.02    | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6083000 | PA      | $5949417.32    | 0.01%             | 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        |    4192000 | PA      | $3247626.24    | 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        |    2065000 | PA      | $2005961.65    | 0.00%             | 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        |    3395000 | PA      | $3205660.85    | 0.00%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4350000 | PA      | $3938968.50    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                                      | Exelon Corp                                                                      | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1160779.00    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2157930.00    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9Z81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     380498 | PA      | $352089.89     | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1354171.94    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                               | CUSIP: 222213AX8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     180000 | PA      | $169158.60     | 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        |    4555000 | PA      | $3727903.10    | 0.00%             | 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        |    4625000 | PA      | $4530557.50    | 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        |    5778000 | PA      | $5671049.22    | 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        |    3434000 | PA      | $3393753.52    | 0.00%             | 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        |    4517000 | PA      | $3867952.27    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     551621 | PA      | $546345.30     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4699000 | PA      | $4951994.16    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3744820 | PA      | $3528055.24    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2857707 | PA      | $2773024.42    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                                | CUSIP: 88034PAA7<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    1214000 | PA      | $1072593.28    | 0.00%             | 2025-09-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | Avista Corp                                                                      | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1853148.00    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5915000 | PA      | $5159772.80    | 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        |    4221000 | PA      | $4451213.34    | 0.01%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    2779000 | PA      | $2528223.04    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2483000 | PA      | $2313634.57    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     696679 | PA      | $649372.71     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3724000 | PA      | $3481716.56    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4585000 | PA      | $4431402.50    | 0.01%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                               | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202576.00     | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     630000 | PA      | $577250.10     | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8978355 | PA      | $8616506.75    | 0.01%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                                     | Regions Bank/Birmingham AL                                                       | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1811659.00    | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                                | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     776000 | PA      | $693185.28     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4775000 | PA      | $4052770.12    | 0.01%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2179376 | PA      | $2121283.25    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F1FX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24750 | PA      | $23069.12      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5JB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61011 | PA      | $55099.78      | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1248000 | PA      | $827985.60     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1141139.20    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                        | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1524000 | PA      | $1302928.56    | 0.00%             | 2027-02-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19458874 | PA      | $17461773.22   | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                         | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1318521.00    | 0.00%             | 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        |   11919000 | PA      | $11551775.61   | 0.01%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35028966 | PA      | $31516148.23   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | Kinross Gold Corp                                                                | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    2294000 | PA      | $2303749.50    | 0.00%             | 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        |   10244000 | PA      | $9755053.88    | 0.01%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                               | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    1417000 | PA      | $1356097.34    | 0.00%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1243141.70    | 0.00%             | 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        |    3467000 | PA      | $3411285.31    | 0.00%             | 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        |    1111000 | PA      | $859558.48     | 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        |    6455000 | PA      | $5801624.90    | 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        |    2120000 | PA      | $2030472.40    | 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        |    5753000 | PA      | $6783362.30    | 0.01%             | 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        |    2744000 | PA      | $2244345.04    | 0.00%             | 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        |    2808000 | PA      | $2575160.64    | 0.00%             | 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        |    3189000 | PA      | $2876063.43    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $2550539.90    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                   | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              |  | US        |    2132000 | PA      | $1906754.20    | 0.00%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AB2<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2016559.30    | 0.00%             | 2043-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4216000 | PA      | $3960721.20    | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    2493000 | PA      | $2045780.73    | 0.00%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     338000 | PA      | $267368.14     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE Capital Funding LLC                                                           | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    4408000 | PA      | $4245565.20    | 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        |    2596000 | PA      | $2200499.40    | 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        |    5454000 | PA      | $5128996.14    | 0.01%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                        | CUSIP: 056752AQ1<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     545000 | PA      | $513973.15     | 0.00%             | 2025-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1948000 | PA      | $1547939.24    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                                | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    2792000 | PA      | $2071636.08    | 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        |    2613000 | PA      | $2126485.53    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5693000 | PA      | $5448371.79    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4926000 | PA      | $4492856.82    | 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        |    1389000 | PA      | $1269851.58    | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                                | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3507000 | PA      | $2754257.52    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $1001343.72    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                                          | American Express Credit Corp                                                     | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |     502000 | PA      | $472959.30     | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5US6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8733424 | PA      | $8434927.37    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X83K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7649219 | PA      | $6318144.34    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10217000 | PA      | $7598995.92    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     255000 | PA      | $207299.70     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250222.50     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    2845000 | PA      | $2431934.45    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4192552.50    | 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        |     910000 | PA      | $890225.70     | 0.00%             | 2024-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                           | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    1690000 | PA      | $1472911.05    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     820000 | PA      | $707241.80     | 0.00%             | 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        |    6020000 | PA      | $5310482.80    | 0.01%             | 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        |    2325000 | PA      | $2338299.00    | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   10894000 | PA      | $9831072.42    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2002008.40    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                    | Aircastle Ltd                                                                    | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    3087000 | PA      | $2877886.62    | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWM55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109199 | PA      | $108262.24     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc                                                      | Brookfield Finance I UK Plc                                                      | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    2690000 | PA      | $2082759.40    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4214000 | PA      | $4003300.00    | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                 | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    1201000 | PA      | $1158412.54    | 0.00%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2370235.20    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1178000 | PA      | $831609.10     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3712000 | PA      | $3630336.00    | 0.00%             | 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        |    3455000 | PA      | $2693587.10    | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    2222000 | PA      | $1931673.48    | 0.00%             | 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        |  170000000 | PA      | $149068750.00  | 0.19%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6624615 | PA      | $6615074.50    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $2783564.65    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1391866.00    | 0.00%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-CCRE16 Mortgage Trust                                                  | CUSIP: 12591VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2722558.22    | 0.00%             | 2047-04-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3172000 | PA      | $3287968.32    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1873000 | PA      | $2000157.97    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8LY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3924974 | PA      | $3719766.32    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22318915 | PA      | $20028283.18   | 0.02%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    3533000 | PA      | $2877946.47    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1887000 | PA      | $1891226.88    | 0.00%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6EC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      72916 | PA      | $74106.63      | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    3477000 | PA      | $2942724.18    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3349000 | PA      | $2855223.44    | 0.00%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                     | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4120869.00    | 0.01%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2790000 | PA      | $1686091.86    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2891491 | PA      | $2929245.86    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14400000 | PA      | $15720750.00   | 0.02%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7743000 | PA      | $6740358.93    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA PA WTR & WSTWTR REVENUE                                             | CUSIP: 717893U33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1030000 | PA      | $739005.43     | 0.00%             | 2045-07-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                     | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    3323000 | PA      | $3134153.91    | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4408950.00    | 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        |    4012000 | PA      | $3830136.04    | 0.00%             | 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        |    2040000 | PA      | $1668862.80    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                                | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    3637000 | PA      | $3785607.82    | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2131638.55    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2180763.32    | 0.00%             | 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        |    2315000 | PA      | $1979116.65    | 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        |    1730000 | PA      | $1439377.30    | 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        |   12820000 | PA      | $12146437.20   | 0.02%             | 2025-01-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                      | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1508000 | PA      | $1305566.08    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LOUISIANA ST GAS & FUELS TAX REVENUE                                             | CUSIP: 546475VT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1185000 | PA      | $888382.65     | 0.00%             | 2041-05-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                             | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2315384.08    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1807668.75    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1652059.40    | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2302000 | PA      | $1859187.28    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YUZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     300773 | PA      | $292109.10     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   12397000 | PA      | $11660990.11   | 0.01%             | 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        |    1615000 | PA      | $1603468.90    | 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        |    5095000 | PA      | $4175862.00    | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2097852.75    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    3259000 | PA      | $2731921.93    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ECM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14245 | PA      | $13010.24      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2902000 | PA      | $2765722.08    | 0.00%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    3013000 | PA      | $2066857.74    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176X7M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     206412 | PA      | $202318.47     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2656000 | PA      | $2291517.12    | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | 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        |    2259000 | PA      | $2117428.47    | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16423356 | PA      | $14023870.80   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                       | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    2546000 | PA      | $2423511.94    | 0.00%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    4830000 | PA      | $4135929.00    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4597000 | PA      | $3218451.64    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6403013 | PA      | $6213271.88    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                                                            | Queen's Health Systems/The                                                       | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |     986000 | PA      | $924562.34     | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ABC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      66278 | PA      | $63923.97      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6883000 | PA      | $5604345.09    | 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        |    1335000 | PA      | $1312825.65    | 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        |    1755000 | PA      | $1678710.15    | 0.00%             | 2026-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7660000 | PA      | $6807844.76    | 0.01%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10617000 | PA      | $8623339.74    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $1813922.00    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1513000 | PA      | $1534015.57    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                    | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25932.90      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2001358.25    | 0.00%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     565000 | PA      | $472825.90     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416WUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9843 | PA      | $10056.49      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2289000 | PA      | $2193411.36    | 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        |   10835000 | PA      | $9600676.80    | 0.01%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2504000 | PA      | $1967518.00    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2677000 | PA      | $1931027.18    | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1224960.00    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $4428545.90    | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XJQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43896 | PA      | $42678.12      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2447849.25    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159741 | PA      | $168492.30     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2101000 | PA      | $2004501.07    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358W4V3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2255000 | PA      | $2204179.07    | 0.00%             | 2023-07-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3970678.50    | 0.00%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2514000 | PA      | $2126014.38    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3562512.40    | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                      | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    2456000 | PA      | $1638741.44    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2987000 | PA      | $2935354.77    | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2623000 | PA      | $2792996.63    | 0.00%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71611976 | PA      | $59139162.54   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1085696.50    | 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        |     594000 | PA      | $572954.58     | 0.00%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     997339 | PA      | $937926.26     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | Autodesk Inc                                                                     | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $2551796.94    | 0.00%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    2649000 | PA      | $2318855.13    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WWAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     459933 | PA      | $419893.40     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGJX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     465734 | PA      | $434752.14     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1714000 | PA      | $1572320.76    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5200000 | PA      | $5416216.00    | 0.01%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5800000 | PA      | $4850424.00    | 0.01%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                   | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2081914.74    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  259717000 | PA      | $250576179.67  | 0.31%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6570000 | PA      | $6476771.70    | 0.01%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1187321.40    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300LWV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     336677 | PA      | $335037.22     | 0.00%             | 2042-05-01      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3577000 | PA      | $3347392.37    | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4951000 | PA      | $4472139.28    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418BUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     494538 | PA      | $468622.52     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     615000 | PA      | $511151.10     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3195190 | PA      | $3041464.24    | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XS6Q8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     627736 | PA      | $633639.43     | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2333461.25    | 0.00%             | 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        |    4465000 | PA      | $4292874.25    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1357507.95    | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     620000 | PA      | $417935.80     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31339UCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     181453 | PA      | $182951.54     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3525000 | PA      | $3296509.50    | 0.00%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1133915.55    | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9317000 | PA      | $8972457.34    | 0.01%             | 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        |    2884000 | PA      | $2858707.32    | 0.00%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36296XW75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6567 | PA      | $6437.54       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                              | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1280000 | PA      | $999347.20     | 0.00%             | 2042-10-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2021-3                                    | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13720000 | PA      | $13205677.81   | 0.02%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   95460298 | PA      | $81244004.49   | 0.10%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3922111 | PA      | $3692612.16    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2379000 | PA      | $2495000.04    | 0.00%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68988414 | PA      | $62343983.08   | 0.08%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                                | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     748000 | PA      | $734019.88     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7737229 | PA      | $7284490.83    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27303740 | PA      | $26997704.56   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6940000 | PA      | $5299245.20    | 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        |    4534000 | PA      | $4330604.76    | 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        |    3100000 | PA      | $2894811.00    | 0.00%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3995000 | PA      | $3691260.15    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31334X2Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     332657 | PA      | $321113.04     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    4176000 | PA      | $3471592.32    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $3465952.25    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10392548 | PA      | $9997406.45    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417DUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     437738 | PA      | $424533.69     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1166271.88    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1474000 | PA      | $1318124.50    | 0.00%             | 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        |    2117000 | PA      | $1812723.59    | 0.00%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1524724.40    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    1039000 | PA      | $903223.48     | 0.00%             | 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        |    4140000 | PA      | $3320404.20    | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7345000 | PA      | $7002282.30    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1270000 | PA      | $1005641.88    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QL4T7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1040584 | PA      | $1009466.77    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4358000 | PA      | $4174092.40    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    5958000 | PA      | $3727265.22    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                                                            | Lincoln National Corp                                                            | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2024000 | PA      | $1883190.32    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2059312.40    | 0.00%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2920000 | PA      | $2842620.00    | 0.00%             | 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        |  105100000 | PA      | $99598671.88   | 0.12%             | 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        |  176320000 | PA      | $167159625.88  | 0.21%             | 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        |     325000 | PA      | $270972.00     | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9KR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41360 | PA      | $37759.49      | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    8888000 | PA      | $5590552.00    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                   | NewMarket Corp                                                                   | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1327519.32    | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3623000 | PA      | $3171791.58    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     480000 | PA      | $521025.60     | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8129000 | PA      | $7694098.50    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2526000 | PA      | $2159376.36    | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100774 | PA      | $102089.57     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5611960 | PA      | $5398583.78    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1616000 | PA      | $1552022.56    | 0.00%             | 2024-10-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJ6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131620 | PA      | $130249.62     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3854279.55    | 0.00%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                                                           | John Sevier Combined Cycle Generation LLC                                        | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165758 | PA      | $159462.69     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                 | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $2107378.91    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                        | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    1222000 | PA      | $1156109.76    | 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        |    3637000 | PA      | $3514869.54    | 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        |    3390000 | PA      | $2750917.20    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL                                                                       | Israel Government AID Bond                                                       | CUSIP: 46513EGV8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   25000000 | PA      | $25158500.00   | 0.03%             | 2023-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     316000 | PA      | $302333.00     | 0.00%             | 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        |    1645000 | PA      | $1428271.25    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $1066662.66    | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   73453000 | PA      | $85978940.09   | 0.11%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1929864.00    | 0.00%             | 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        |   10935000 | PA      | $9562766.85    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5018000 | PA      | $4844778.64    | 0.01%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAM5<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1372932.75    | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     317000 | PA      | $318532.70     | 0.00%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335B7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3080222 | PA      | $2988112.91    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24183313 | PA      | $23247557.37   | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FT7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2125596 | PA      | $1920874.98    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3115362.25    | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     320000 | PA      | $274476.80     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3123810.00    | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     250000 | PA      | $206435.00     | 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        |    3645000 | PA      | $3138089.85    | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                       | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4324000 | PA      | $4169417.00    | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8216000 | PA      | $6147211.20    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     778000 | PA      | $622757.88     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5203000 | PA      | $3963541.34    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                    | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $3699071.25    | 0.00%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                        | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    1860000 | PA      | $1819507.80    | 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        |    1920000 | PA      | $1855180.80    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YXX67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     336513 | PA      | $318878.95     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6520000 | PA      | $6516609.60    | 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        |    1716000 | PA      | $1691272.44    | 0.00%             | 2024-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   11664000 | PA      | $10918903.68   | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     800000 | PA      | $768936.00     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8918000 | PA      | $7683213.72    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2060014.00    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $158601.60     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2473000 | PA      | $2307383.19    | 0.00%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     722099 | PA      | $701042.14     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1452883.20    | 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        |    2677000 | PA      | $2149363.30    | 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        |    9747000 | PA      | $9369108.81    | 0.01%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     610000 | PA      | $508459.40     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   83126263 | PA      | $71048299.38   | 0.09%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                         | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    8035000 | PA      | $7533133.90    | 0.01%             | 2026-04-13      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4377000 | PA      | $2928869.55    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2011098.70    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                      | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    1694000 | PA      | $1355589.62    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     266840 | PA      | $264061.11     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  265800000 | PA      | $252904548.20  | 0.31%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                      | CUSIP: 012873AK1<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1760156.20    | 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        |   11195000 | PA      | $10436762.65   | 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        |    2549000 | PA      | $2420326.48    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     279000 | PA      | $299718.54     | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                             | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3945000 | PA      | $3747118.80    | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     374751 | PA      | $374641.20     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1966000 | PA      | $1822953.84    | 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        |    2109000 | PA      | $1959830.43    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   17910000 | PA      | $15675011.10   | 0.02%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3596074.70    | 0.00%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FPGG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123049 | PA      | $115718.94     | 0.00%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     781000 | PA      | $720706.80     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   11824000 | PA      | $11571557.60   | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2770000 | PA      | $2621915.80    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36194N6A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     317858 | PA      | $300707.21     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JHMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     563884 | PA      | $546220.38     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3491213 | PA      | $3007984.31    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                              | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2327000 | PA      | $2234711.18    | 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        |    1665000 | PA      | $1451147.40    | 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        |    1086000 | PA      | $931679.40     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                         | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    1141000 | PA      | $869042.65     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4283000 | PA      | $4120288.83    | 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        |    2329000 | PA      | $2218745.14    | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1464743.80    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                         | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1714966.79    | 0.00%             | 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        |    3503000 | PA      | $3369500.67    | 0.00%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2445965.10    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2473000 | PA      | $2243752.90    | 0.00%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CC2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     660000 | PA      | $654621.00     | 0.00%             | 2023-12-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HUNGARY                                                                          | Hungary Government International Bond                                            | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   10530000 | PA      | $10556325.00   | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $853247.78     | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     842000 | PA      | $731378.04     | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1675000 | PA      | $1232202.03    | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $1988885.95    | 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        |    1900000 | PA      | $1539874.00    | 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        |    2055000 | PA      | $2069426.10    | 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        |    2102000 | PA      | $2079361.46    | 0.00%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132HRCC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     238926 | PA      | $218436.70     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1635476.70    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8818380 | PA      | $7921957.67    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $3816845.55    | 0.00%             | 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        |    2217000 | PA      | $2275550.97    | 0.00%             | 2024-02-09      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                    | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1469000 | PA      | $1402072.36    | 0.00%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4442000 | PA      | $3832246.66    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1188922 | PA      | $1192269.58    | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3911000 | PA      | $3544969.51    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AutoNation Inc                                                                   | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2649000 | PA      | $2535702.27    | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                         | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    7146000 | PA      | $7787139.12    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $8853267.50    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $1936003.00    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2609000 | PA      | $1940652.47    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | 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        |    1175000 | PA      | $965098.00     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     614000 | PA      | $570412.14     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131Y3N69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90971 | PA      | $87451.41      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1947000 | PA      | $1772295.69    | 0.00%             | 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        |    4046000 | PA      | $3929191.98    | 0.00%             | 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        |    2915000 | PA      | $2809039.75    | 0.00%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1897329 | PA      | $1795992.39    | 0.00%             | 2034-09-01      | 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        |    7148000 | PA      | $5614539.56    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3452000 | PA      | $3979672.72    | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  116300000 | PA      | $104633656.25  | 0.13%             | 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        |    5540000 | PA      | $5437343.80    | 0.01%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD OPERATING PARTN                                                         | Safehold Operating Partnership LP                                                | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     670000 | PA      | $514881.60     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2006172.60    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344666.00     | 0.00%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3197000 | PA      | $3049234.66    | 0.00%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1046898.36    | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2665000 | PA      | $3343029.30    | 0.00%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7155000 | PA      | $4530116.70    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4217000 | PA      | $3985781.89    | 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        |    1327000 | PA      | $1170440.54    | 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        |    1786000 | PA      | $1784464.04    | 0.00%             | 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        |    1706000 | PA      | $1380409.90    | 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        |    8296000 | PA      | $7912061.12    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                             | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $980884.25     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307ULW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1117406 | PA      | $1075286.11    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                            | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     945000 | PA      | $821979.90     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JNRB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19324 | PA      | $19074.25      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GRB75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55371 | PA      | $52259.49      | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     945000 | PA      | $892259.55     | 0.00%             | 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        |    3008000 | PA      | $2828602.88    | 0.00%             | 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        |     722000 | PA      | $595404.52     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                         | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2063345.70    | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                   | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1075033.05    | 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        |     790000 | PA      | $808580.80     | 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        |  400250000 | PA      | $331269414.06  | 0.41%             | 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        |     950000 | PA      | $1042805.50    | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMVZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3692354 | PA      | $3479678.90    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $3811487.40    | 0.00%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   27923000 | PA      | $26924417.67   | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    2282000 | PA      | $1928814.86    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MES9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1571164.42    | 0.00%             | 2024-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12703000 | PA      | $12656714.31   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                               | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $762500.35     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                            | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1176661.20    | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10660000 | PA      | $7380664.20    | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FCY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102768 | PA      | $101785.08     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN COMMISSION                                                    | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    2395000 | PA      | $1650032.86    | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                            | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1609190.86    | 0.00%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                         | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2063000 | PA      | $1520905.49    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8135609 | PA      | $7755250.56    | 0.01%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    2675000 | PA      | $2366010.75    | 0.00%             | 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        |    4435000 | PA      | $4194135.15    | 0.01%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2051000 | PA      | $1907101.84    | 0.00%             | 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        |  257200000 | PA      | $213154500.00  | 0.26%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                    | CUSIP: 59259YBZ1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     220000 | PA      | $231331.10     | 0.00%             | 2039-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1190602.00    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1400695.20    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1891943.95    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                     | Avangrid Inc                                                                     | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2939647.80    | 0.00%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                   | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192852.00     | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO ST WTR DEV AUTH WTR POLL CONTROL REVENUE                                    | CUSIP: 67766WQG0<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    1115000 | PA      | $1106586.21    | 0.00%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BK5<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     470000 | PA      | $451167.10     | 0.00%             | 2023-12-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4GR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30222 | PA      | $29061.54      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1263774.70    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     878000 | PA      | $893953.26     | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6357000 | PA      | $6048240.51    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                              | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1356466.50    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F0UQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1372014 | PA      | $1330349.82    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3419000 | PA      | $3160831.31    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21708150 | PA      | $19501432.34   | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   11810000 | PA      | $9477761.20    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2706000 | PA      | $3062596.68    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                       | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    3712000 | PA      | $3620573.44    | 0.00%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2107000 | PA      | $1686864.20    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4425000 | PA      | $4346456.25    | 0.01%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13320154 | PA      | $11392461.83   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7655000 | PA      | $7357526.70    | 0.01%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     494000 | PA      | $408424.38     | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2112000 | PA      | $1842825.60    | 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        |    3575000 | PA      | $3221003.50    | 0.00%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133A36A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21163767 | PA      | $18869928.27   | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | CUSIP: 61766LBV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1818093.58    | 0.00%             | 2049-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2090000 | PA      | $2001154.10    | 0.00%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2214593.50    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4775950.00    | 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        |    6260000 | PA      | $7095647.40    | 0.01%             | 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        |    1255000 | PA      | $1072786.55    | 0.00%             | 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        |     390000 | PA      | $356705.70     | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5424000 | PA      | $3970964.64    | 0.00%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1868000 | PA      | $2061225.92    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BLX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143722 | PA      | $143792.49     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  180068000 | PA      | $171345956.25  | 0.21%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3837000 | PA      | $2935036.41    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   11406000 | PA      | $11094958.38   | 0.01%             | 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        |    1094000 | PA      | $963956.22     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                            | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    2470000 | PA      | $2921782.76    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    7274000 | PA      | $6802281.10    | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $977454.40     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2944000 | PA      | $2614919.68    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  127600000 | PA      | $123781969.39  | 0.15%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    7155000 | PA      | $7312696.20    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4243000 | PA      | $4154533.45    | 0.01%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12983184 | PA      | $11852931.99   | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140ECRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1905590 | PA      | $1776194.41    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     853000 | PA      | $807338.91     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                             | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2530000 | PA      | $2214003.00    | 0.00%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     591000 | PA      | $459307.47     | 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        |    3858000 | PA      | $3771966.60    | 0.00%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1342205.48    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                                         | Bank OZK                                                                         | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |     990000 | PA      | $845935.20     | 0.00%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2803712.50    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | Puget Energy Inc                                                                 | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    2178000 | PA      | $2073826.26    | 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        |    2704000 | PA      | $2543679.84    | 0.00%             | 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        |    1345000 | PA      | $1165375.25    | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5184829 | PA      | $4775701.07    | 0.01%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN HEALTH SYS                                                            | Franciscan Missionaries of Our Lady Health System Inc                            | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |     195000 | PA      | $152088.30     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7ME3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1234800 | PA      | $1235498.05    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $2749623.80    | 0.00%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43708 | PA      | $42046.18      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3711244.55    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2136000 | PA      | $1833029.76    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1361000 | PA      | $1049344.61    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1174000 | PA      | $904085.66     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3679828 | PA      | $3429359.90    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | 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        |    2395000 | PA      | $2174971.35    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1030334.00    | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3304000 | PA      | $3193745.52    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BM5<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    2597000 | PA      | $2226927.50    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  227900000 | PA      | $202439296.88  | 0.25%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5167000 | PA      | $4603228.63    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35485000 | PA      | $30655713.28   | 0.04%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8048223 | PA      | $7501724.67    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3073286 | PA      | $3106507.84    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1136213.80    | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5106000 | PA      | $4520137.56    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307GD71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148999 | PA      | $144628.47     | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                            | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    2425000 | PA      | $2261482.25    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                  | CUSIP: 98459LAA1<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    2557000 | PA      | $2352440.00    | 0.00%             | 2025-04-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   12097000 | PA      | $10768991.34   | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $1835043.84    | 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        |    3759000 | PA      | $3570335.79    | 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        |    1626000 | PA      | $1402408.74    | 0.00%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3431000 | PA      | $2278801.58    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2109000 | PA      | $1955802.24    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $727990.51     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   10175000 | PA      | $7719467.25    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      25000 | PA      | $25053.50      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4179444.10    | 0.01%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2564325.50    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1360713.20    | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2016000 | PA      | $1575020.16    | 0.00%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    1356000 | PA      | $923069.88     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                                                      | PNC Bank NA                                                                      | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    2226000 | PA      | $2140209.96    | 0.00%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5088720 | PA      | $4947410.88    | 0.01%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   96260943 | PA      | $79245743.20   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                              | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     710000 | PA      | $676374.40     | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     765000 | PA      | $695343.69     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEL4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    1005000 | PA      | $901836.75     | 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        |    1552000 | PA      | $1353561.28    | 0.00%             | 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        |    2868000 | PA      | $2868172.08    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     903278 | PA      | $879193.11     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1176000 | PA      | $1097666.64    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1273184.64    | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5189465.40    | 0.01%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | Tapestry Inc                                                                     | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     476000 | PA      | $442784.72     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WBQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4121880 | PA      | $4109670.62    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306XMG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     144020 | PA      | $139813.90     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416BRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     552871 | PA      | $591925.89     | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2372000 | PA      | $1938327.24    | 0.00%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $984464.00     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4992000 | PA      | $3385624.32    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418BWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137339 | PA      | $128203.18     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA GA WTR & WSTWTR REVENUE                                                  | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1330000 | PA      | $1021099.52    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                       | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    5373000 | PA      | $5009409.09    | 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        |    8051000 | PA      | $6675647.67    | 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        |    2190000 | PA      | $2127847.80    | 0.00%             | 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        |    4185000 | PA      | $3364405.20    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    3053000 | PA      | $2389094.62    | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $2808343.80    | 0.00%             | 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        |     307000 | PA      | $288742.71     | 0.00%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128UHER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     218176 | PA      | $214773.10     | 0.00%             | 2041-09-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1311653.70    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| International Paper Co                                                           | International Paper Co                                                           | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     300000 | PA      | $273996.00     | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                          | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2592000 | PA      | $2435520.96    | 0.00%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SLT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     559758 | PA      | $544248.41     | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    1901000 | PA      | $1588019.36    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1559000 | PA      | $1427732.20    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4070000 | PA      | $3952743.30    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3606000 | PA      | $3833971.32    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                        | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4655290.75    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2663000 | PA      | $1964095.65    | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7614746 | PA      | $7516241.69    | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  117350000 | PA      | $112009657.32  | 0.14%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $100851.00     | 0.00%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37130815 | PA      | $32610225.75   | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                       | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1219669.90    | 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        |    3421000 | PA      | $3284125.79    | 0.00%             | 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        |    4263000 | PA      | $4140822.42    | 0.01%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W0VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     574172 | PA      | $547461.71     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | 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        |    3257000 | PA      | $3081252.28    | 0.00%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1153794.00    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $73077.75      | 0.00%             | 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        |  171100000 | PA      | $153669187.50  | 0.19%             | 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        |  159200000 | PA      | $142521313.30  | 0.18%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6499000 | PA      | $5670312.51    | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10400000 | PA      | $10856456.00   | 0.01%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1478473.75    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                    | Comerica Bank                                                                    | CUSIP: 20034DJA8<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    2776000 | PA      | $2656881.84    | 0.00%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4681802.00    | 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        |    2648000 | PA      | $2328624.72    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  124667271 | PA      | $109605006.22  | 0.14%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063DGB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2912820.00    | 0.00%             | 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        |    4480000 | PA      | $3993696.00    | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2872000 | PA      | $2552116.64    | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    2482000 | PA      | $2184333.74    | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GVV28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76975 | PA      | $73926.82      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAY5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1741938.57    | 0.00%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA/New York NY                                                     | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     935000 | PA      | $885753.55     | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1313576.46    | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                  | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    2423000 | PA      | $2020709.31    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | Rio Tinto Alcan Inc                                                              | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    1158000 | PA      | $1204215.78    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                             | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1273467.60    | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                        | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2080000 | PA      | $1855380.80    | 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        |     795000 | PA      | $690886.80     | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18818959 | PA      | $15549214.93   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                   | CUSIP: 559080AM8<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    2118000 | PA      | $1632109.62    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617AUS92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     144930 | PA      | $146962.77     | 0.00%             | 2048-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   10356000 | PA      | $9080244.36    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MEYT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44543 | PA      | $42500.34      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3032000 | PA      | $2906717.76    | 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        |    5056000 | PA      | $4958469.76    | 0.01%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XAEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2927148 | PA      | $2417757.27    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1426000 | PA      | $1368945.74    | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2774000 | PA      | $2733638.30    | 0.00%             | 2032-05-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     460000 | PA      | $388309.00     | 0.00%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C15                                                    | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3745000 | PA      | $3350307.48    | 0.00%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92417 | PA      | $93415.64      | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $1935724.80    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1475483.75    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138E4YL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102132 | PA      | $101006.21     | 0.00%             | 2042-02-01      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    6155000 | PA      | $5520111.75    | 0.01%             | 2026-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS CNTY TX HOSP DIST                                                         | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    1250000 | PA      | $1315640.00    | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    2254000 | PA      | $1912924.72    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-L1                                           | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21700000 | PA      | $20453540.72   | 0.03%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EMUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14419 | PA      | $14401.51      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2726192.80    | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                                                | Barclays Bank PLC                                                                | CUSIP: 06739FHV6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     710000 | PA      | $696403.50     | 0.00%             | 2024-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13033429 | PA      | $12916546.52   | 0.02%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3674000 | PA      | $3527444.14    | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2021-L7                                           | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10430000 | PA      | $8457399.03    | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                          | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1953334.25    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EGNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2303138 | PA      | $2353037.09    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  208900000 | PA      | $201066250.00  | 0.25%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     268433 | PA      | $278099.65     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     930000 | PA      | $780028.20     | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2302803.85    | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                      | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2742000 | PA      | $2193737.10    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                      | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     302000 | PA      | $246866.88     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1197697.20    | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31415AVN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15920 | PA      | $17003.13      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5117958 | PA      | $5173282.00    | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2241000 | PA      | $2145847.14    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2319369 | PA      | $2258897.28    | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    3553000 | PA      | $4098030.20    | 0.01%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1862932.50    | 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        |    3278000 | PA      | $2716806.40    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1621000 | PA      | $1129545.22    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6231469 | PA      | $5908788.00    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10591000 | PA      | $9643423.23    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                   | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     585000 | PA      | $493740.00     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | Nevada Power Co                                                                  | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     945000 | PA      | $1038677.85    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                       | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     775000 | PA      | $905835.50     | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23241829 | PA      | $20899607.98   | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                  | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    1459000 | PA      | $1179703.63    | 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        |    2118000 | PA      | $1740042.90    | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3086000 | PA      | $2893958.22    | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $2232027.16    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5396290.90    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138X3AX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     439559 | PA      | $401292.98     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1030104.00    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XVEV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2556517 | PA      | $2384879.87    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     943000 | PA      | $704307.84     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                                                                       | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    4138000 | PA      | $3201860.26    | 0.00%             | 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        |    1130000 | PA      | $895412.00     | 0.00%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MCHE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      17550 | PA      | $17375.06      | 0.00%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                           | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1151547.46    | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1347551.66    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1147289.00    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     517019 | PA      | $522312.63     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     804542 | PA      | $766881.27     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2720000 | PA      | $2528865.60    | 0.00%             | 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        |    4670000 | PA      | $4218411.00    | 0.01%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                   | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1493000 | PA      | $1045652.41    | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $3005262.40    | 0.00%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2846029.80    | 0.00%             | 2048-03-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     629000 | PA      | $576623.17     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | 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        |    1800000 | PA      | $1479708.00    | 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        |    5952000 | PA      | $4747969.92    | 0.01%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     871000 | PA      | $656037.20     | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                               | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    1408000 | PA      | $1052085.76    | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M85S9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     586896 | PA      | $610591.66     | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4636000 | PA      | $5918456.68    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10308000 | PA      | $9699003.36    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      85000 | PA      | $94774.15      | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5WM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8310602 | PA      | $7822503.24    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                           | CUSIP: 00254ENB4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    1295000 | PA      | $1166160.45    | 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        |    4545000 | PA      | $3562598.25    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $1801651.50    | 0.00%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2428000 | PA      | $2269427.32    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $3511367.65    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | 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        |     578000 | PA      | $534985.24     | 0.00%             | 2027-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2641572.00    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2681409.60    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXQD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1207490 | PA      | $1255896.54    | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1177481.75    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1650000 | PA      | $1544845.50    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $151886719.50  | 0.19%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6200000 | PA      | $6381598.00    | 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        |    9480000 | PA      | $7821284.40    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GVG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1478363 | PA      | $1435963.24    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156291 | PA      | $154796.77     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12265244 | PA      | $11254227.21   | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | 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        |    5090000 | PA      | $4954453.30    | 0.01%             | 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        |      50000 | PA      | $48826.50      | 0.00%             | 2025-08-26      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9660000 | PA      | $9319370.14    | 0.01%             | 2047-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $1725192.00    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QVJB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1674252 | PA      | $1619925.67    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2310198.25    | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2139000 | PA      | $1971644.64    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11654734 | PA      | $11250656.80   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49304303 | PA      | $42196490.46   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                  | CUSIP: 680223AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2674000 | PA      | $2659908.02    | 0.00%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155000000 | PA      | $131483593.75  | 0.16%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3802000 | PA      | $3255576.56    | 0.00%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                        | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      50000 | PA      | $48895.50      | 0.00%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1398000 | PA      | $1141662.72    | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $5064011.20    | 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        |    1646000 | PA      | $1315713.64    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     932000 | PA      | $1030624.24    | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1172108.52    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335B2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127235 | PA      | $115178.15     | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $922301.95     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    5800000 | PA      | $5732430.00    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2554000 | PA      | $1764226.58    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $4997188.00    | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   15759000 | PA      | $15092394.30   | 0.02%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36177QXK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72270 | PA      | $70836.80      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1635302.10    | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1440000 | PA      | $1212216.48    | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GYGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119379 | PA      | $112368.07     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2292000 | PA      | $2231353.68    | 0.00%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128CUWF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1058336 | PA      | $1004805.04    | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AGC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3415606 | PA      | $3321441.71    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2634000 | PA      | $1813456.32    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JKZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280636 | PA      | $269777.42     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    4920000 | PA      | $4799312.40    | 0.01%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $150897.00     | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3313000 | PA      | $3363688.90    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1550460.21    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CHRISTUS HEALTH                                                                  | CHRISTUS Health                                                                  | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1667584.05    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  252994000 | PA      | $240996551.42  | 0.30%             | 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        |    6205000 | PA      | $5920314.60    | 0.01%             | 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        |    3698000 | PA      | $3633211.04    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10488025 | PA      | $9874326.31    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17787000 | PA      | $16223166.96   | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     495005 | PA      | $447330.36     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   42936823 | PA      | $37601512.28   | 0.05%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     850000 | PA      | $848274.50     | 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        |    2028000 | PA      | $1867909.68    | 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        |    2070000 | PA      | $1755504.90    | 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        |    1254000 | PA      | $1182258.66    | 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        |    4288000 | PA      | $4146710.40    | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2148168 | PA      | $2004336.12    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5298000 | PA      | $4650955.26    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241LH58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2562276 | PA      | $2691431.81    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EUUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91083 | PA      | $82369.66      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1158159.80    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAS8<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2119168.82    | 0.00%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34661458 | PA      | $31137985.41   | 0.04%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    7090000 | PA      | $6525352.40    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617G7NH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24713 | PA      | $23940.03      | 0.00%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  151765000 | PA      | $148308788.88  | 0.18%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2537000 | PA      | $2630767.52    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3735908.55    | 0.00%             | 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        |    2315000 | PA      | $2161422.90    | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2176167.70    | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11489000 | PA      | $10813446.80   | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     540000 | PA      | $359899.20     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9TQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4903817 | PA      | $4626901.79    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2126292.48    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3270000 | PA      | $2199205.80    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                            | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   24991000 | PA      | $22572371.02   | 0.03%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2472000 | PA      | $2249594.16    | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WAK4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     336000 | PA      | $339111.36     | 0.00%             | 2024-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     145000 | PA      | $161051.50     | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1641000 | PA      | $1666501.14    | 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        |    5188000 | PA      | $5844385.76    | 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        |    2227000 | PA      | $2149032.73    | 0.00%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   93419254 | PA      | $76859292.54   | 0.10%             | 2051-04-01      | Fixed         | 2.00%                 | 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        |    2552000 | PA      | $2157154.56    | 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        |    1723000 | PA      | $1675841.49    | 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        |   10435000 | PA      | $10286301.25   | 0.01%             | 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        |    1150000 | PA      | $1062715.00    | 0.00%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417F3E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53630 | PA      | $48961.01      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $3639248.40    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3839000 | PA      | $3266221.20    | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3282088 | PA      | $2929501.69    | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2584000 | PA      | $2422525.84    | 0.00%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YSUG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176926 | PA      | $167654.24     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $1802589.15    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     626729 | PA      | $607612.98     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    2361000 | PA      | $1981705.35    | 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        |    2997000 | PA      | $2884073.04    | 0.00%             | 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        |    4627000 | PA      | $4379825.66    | 0.01%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2419000 | PA      | $2169528.53    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1512916.80    | 0.00%             | 2025-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HMHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     514602 | PA      | $489296.18     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   25564000 | PA      | $23675331.68   | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29512965 | PA      | $26633289.50   | 0.03%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80400000 | PA      | $77705344.15   | 0.10%             | 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        |    2205000 | PA      | $2108465.10    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4670000 | PA      | $3907866.65    | 0.00%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1349916.14    | 0.00%             | 2023-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1586038.75    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11295077 | PA      | $10709225.12   | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5160000 | PA      | $4592245.20    | 0.01%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13200000 | PA      | $10828723.88   | 0.01%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $5373184.00    | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   63972031 | PA      | $52662495.42   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7XG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     671744 | PA      | $707468.22     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286BC0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     723337 | PA      | $738570.43     | 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        |    1875000 | PA      | $1497431.25    | 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        |    2536000 | PA      | $2267184.00    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91800000 | PA      | $77556656.25   | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1168073.14    | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2531429 | PA      | $2437484.11    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     289974 | PA      | $292364.86     | 0.00%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2029768.72    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                             | CUSIP: 884903AY1<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     982000 | PA      | $946549.80     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                                | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4514065.90    | 0.01%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1893000 | PA      | $1720188.03    | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7359000 | PA      | $6554293.35    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34681013 | PA      | $29850165.56   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10495798 | PA      | $10184775.12   | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                   | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2135000 | PA      | $2029338.85    | 0.00%             | 2024-09-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $749239.04     | 0.00%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1451375.52    | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                               | CUSIP: 878742AE5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    1794000 | PA      | $1784186.82    | 0.00%             | 2035-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                      | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    2876000 | PA      | $2784025.52    | 0.00%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2013-GC16                                           | CUSIP: 36248GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9843057.30    | 0.01%             | 2046-11-10      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1403869.25    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24900000 | PA      | $23121984.38   | 0.03%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10885000 | PA      | $11463428.90   | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179S5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     565565 | PA      | $561523.46     | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                            | NEW YORK ST URBAN DEV CORP REVENUE                                               | CUSIP: 6500358W1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     290000 | PA      | $265284.17     | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4745000 | PA      | $3338866.70    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5592000 | PA      | $5781512.88    | 0.01%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2141000 | PA      | $1898381.88    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14501781 | PA      | $13306408.10   | 0.02%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5045000 | PA      | $4062940.30    | 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        |    6771000 | PA      | $6628470.45    | 0.01%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XXMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243445 | PA      | $244340.18     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HENF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81543 | PA      | $80580.49      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                               | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    1637000 | PA      | $1187659.87    | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5941000 | PA      | $5369119.34    | 0.01%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38811.60      | 0.00%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WKYJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34826 | PA      | $33903.90      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2217000 | PA      | $1600008.90    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2113000 | PA      | $2093666.05    | 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        |    1420000 | PA      | $1315076.20    | 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        |    2018000 | PA      | $1694958.56    | 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        |    2070000 | PA      | $2060374.50    | 0.00%             | 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        |    5000000 | PA      | $5152350.00    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7570015 | PA      | $6905357.46    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4227000 | PA      | $3868846.29    | 0.00%             | 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        |    3455000 | PA      | $2738674.85    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1159000 | PA      | $1235841.70    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1405567.33    | 0.00%             | 2054-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                        | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1916000 | PA      | $1436750.92    | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5005000 | PA      | $4277823.55    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FZZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     402747 | PA      | $405960.21     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $2666242.10    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2755000 | PA      | $1997953.55    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                        | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    3538000 | PA      | $3508493.08    | 0.00%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4631000 | PA      | $4404914.58    | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58927337 | PA      | $48596937.35   | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2199000 | PA      | $1904377.98    | 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        |    4112000 | PA      | $4009241.12    | 0.00%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1554867 | PA      | $1569496.01    | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                               | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     509000 | PA      | $531278.93     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    2423000 | PA      | $1800773.60    | 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        |    1705000 | PA      | $1626842.80    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1484935 | PA      | $1341054.48    | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49353923 | PA      | $47984046.55   | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    4705000 | PA      | $4818296.40    | 0.01%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JX3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     719905 | PA      | $697462.51     | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     775000 | PA      | $669000.93     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2864000 | PA      | $2496520.16    | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2717000 | PA      | $2725395.53    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                      | CUSIP: 698900AG2<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1318374.85    | 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        |    5240000 | PA      | $4803088.80    | 0.01%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                            | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     335000 | PA      | $359934.05     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     280000 | PA      | $266064.40     | 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        |    2300000 | PA      | $2219730.00    | 0.00%             | 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        |    4535000 | PA      | $4431738.05    | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $2834405.48    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1157641.68    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     926000 | PA      | $653709.70     | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                                               | Panama Government International Bond                                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5796000 | PA      | $6189606.36    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | Harley-Davidson Inc                                                              | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    2724000 | PA      | $2592403.56    | 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        |  232640000 | PA      | $225606276.16  | 0.28%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4338000 | PA      | $3085142.22    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     830000 | PA      | $634390.58     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417GHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     891242 | PA      | $817238.84     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56559586 | PA      | $52348821.99   | 0.07%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5297022.00    | 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        |    1000000 | PA      | $931690.00     | 0.00%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   11090000 | PA      | $9397666.00    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                         | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1508759.52    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19929304 | PA      | $19352317.66   | 0.02%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2339000 | PA      | $1946936.82    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5282000 | PA      | $3840964.76    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                              | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2421626.80    | 0.00%             | 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        |    1871000 | PA      | $1862599.21    | 0.00%             | 2025-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $913195.80     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7853546 | PA      | $7478003.25    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3461760.40    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2107000 | PA      | $2062247.32    | 0.00%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1715397.20    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1519540.20    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M55X4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     239001 | PA      | $248671.54     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     998000 | PA      | $835785.08     | 0.00%             | 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        |     725000 | PA      | $698523.00     | 0.00%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5684000 | PA      | $5294304.96    | 0.01%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                     | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1184000 | PA      | $761785.60     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3876000 | PA      | $3824798.04    | 0.00%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1514000 | PA      | $1552425.32    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0D53<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      26863 | PA      | $26078.71      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X6GZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22223555 | PA      | $20083153.79   | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2541000 | PA      | $2425130.40    | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306YCQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     301837 | PA      | $293022.82     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1645000 | PA      | $1614287.85    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    1848000 | PA      | $1783209.12    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   49634888 | PA      | $45244540.81   | 0.06%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5369863 | PA      | $5213287.43    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | 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        |    4358000 | PA      | $4292237.78    | 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        |    2075000 | PA      | $1872604.50    | 0.00%             | 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        |   19762000 | PA      | $15898331.38   | 0.02%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VP3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2624191 | PA      | $2429777.57    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3304000 | PA      | $2883962.48    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4009000 | PA      | $3828354.46    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    1917000 | PA      | $1771173.81    | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6895971 | PA      | $6683341.33    | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    2379000 | PA      | $1827286.11    | 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        |    5830000 | PA      | $5416478.10    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VNRP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     186705 | PA      | $166913.31     | 0.00%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                        | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     210000 | PA      | $232234.80     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138A2VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1205121 | PA      | $1184962.68    | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $2706138.89    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J76A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     395067 | PA      | $357017.18     | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3665298 | PA      | $3529273.85    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    4124000 | PA      | $3200760.12    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1189813.00    | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  187515000 | PA      | $180556436.48  | 0.22%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10960000 | PA      | $10122875.20   | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDCT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14338133 | PA      | $11831671.61   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2917000 | PA      | $2881470.94    | 0.00%             | 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        |    2538000 | PA      | $2194659.36    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3996720 | PA      | $3843203.46    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1858000 | PA      | $2454009.24    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $1542819.66    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28929474 | PA      | $25594465.12   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                        | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    3253000 | PA      | $3225121.79    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     445000 | PA      | $289623.80     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36183CAL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     460514 | PA      | $422252.84     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10345000 | PA      | $9187808.30    | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3376000 | PA      | $3275260.16    | 0.00%             | 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        |    3994000 | PA      | $3913401.08    | 0.00%             | 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        |    3520000 | PA      | $3200595.20    | 0.00%             | 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        |      65000 | PA      | $64072.45      | 0.00%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138A4X75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3416155 | PA      | $3415132.52    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2997000 | PA      | $2825122.05    | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                       | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    3296000 | PA      | $2873057.28    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FS2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32955 | PA      | $32639.38      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2136000 | PA      | $1860605.52    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2686000 | PA      | $2626317.08    | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7503000 | PA      | $6620947.32    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1987000 | PA      | $1636453.46    | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7XS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4846291 | PA      | $4568120.57    | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BC20<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    5989291 | PA      | $5448198.61    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    3170000 | PA      | $2433418.80    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HBLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86636 | PA      | $81418.76      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3061000 | PA      | $3037736.40    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2744368.00    | 0.00%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: —       |
| BAPTIST HLTH SFL OBL GR                                                          | Baptist Health South Florida Obligated Group                                     | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $297460.00     | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5040000 | PA      | $4839811.20    | 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        |    4235000 | PA      | $3672253.20    | 0.00%             | 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        |    2814000 | PA      | $2718436.56    | 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        |    4427000 | PA      | $3953709.43    | 0.00%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11623000 | PA      | $10236492.33   | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2741923.20    | 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        |    2329000 | PA      | $2192637.05    | 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        |    1995000 | PA      | $1673485.80    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 0778FPAB5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    2450000 | PA      | $2057804.00    | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $1823330.40    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2143765.00    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1118458.55    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106500000 | PA      | $77362265.63   | 0.10%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3027248.40    | 0.00%             | 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        |    3979000 | PA      | $3905786.40    | 0.00%             | 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        |    7070000 | PA      | $6188441.70    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    3556000 | PA      | $4218802.84    | 0.01%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3721608.80    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     640000 | PA      | $626988.80     | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2077000 | PA      | $1935265.52    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617G7NX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16774 | PA      | $16249.60      | 0.00%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1698000 | PA      | $1545298.86    | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7280000 | PA      | $5248006.40    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WPGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3940226 | PA      | $3597208.93    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ET6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2800705 | PA      | $2669602.68    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                                           | UBS-Barclays Commercial Mortgage Trust 2012-C2                                   | CUSIP: 90269CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3535 | PA      | $3535.15       | 0.00%             | 2063-05-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3412680 | PA      | $3070445.47    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                 | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $1735385.00    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1594092.50    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17600000 | PA      | $17160687.46   | 0.02%             | 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        |    1837000 | PA      | $1682949.18    | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22844248 | PA      | $21614651.67   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7794000 | PA      | $5412699.18    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11555000 | PA      | $11080436.15   | 0.01%             | 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        |    4314000 | PA      | $3857578.80    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                         | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $1878886.95    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    6010000 | PA      | $5404252.10    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| WRKCo Inc                                                                        | WRKCo Inc                                                                        | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2657000 | PA      | $2483683.89    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS TX PERMANENT UNIV FND                                              | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    1625000 | PA      | $1303142.75    | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18150000 | PA      | $16996629.75   | 0.02%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9514000 | PA      | $7869980.80    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                      | CUSIP: 61762MBY6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    8166000 | PA      | $7827630.36    | 0.01%             | 2046-07-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                         | Memorial Health Services                                                         | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    1543000 | PA      | $1137576.75    | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B5 Mortgage Trust                                                 | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6150000 | PA      | $5851077.84    | 0.01%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                                        | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    2300000 | PA      | $1900030.00    | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                 | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $937729.80     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1210788 | PA      | $1198178.43    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1923000 | PA      | $1777582.74    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1571737.98    | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7700956 | PA      | $7526997.15    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2767864.00    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418A3W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43580 | PA      | $41797.20      | 0.00%             | 2028-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20299 | PA      | $19111.33      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                  | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     442000 | PA      | $430079.26     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28823424 | PA      | $25867017.60   | 0.03%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617B5CZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8384641 | PA      | $7920432.10    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                            | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2076000 | PA      | $1924618.08    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  222378404 | PA      | $183152172.27  | 0.23%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2986205.00    | 0.00%             | 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        |  103300000 | PA      | $97993769.27   | 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        |    6170000 | PA      | $4688212.80    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     252000 | PA      | $213118.92     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2865000 | PA      | $3005127.15    | 0.00%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    6250000 | PA      | $5233375.00    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2724682.80    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  276900000 | PA      | $212866875.00  | 0.26%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAT6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    2211000 | PA      | $1851336.63    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8991000 | PA      | $6500582.91    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| RPM International Inc                                                            | RPM International Inc                                                            | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    1592000 | PA      | $1483584.80    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3712000 | PA      | $3520015.36    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                               | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     430000 | PA      | $417379.50     | 0.00%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F4TE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145576 | PA      | $135690.51     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1884000 | PA      | $1767135.48    | 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        |     253000 | PA      | $246955.83     | 0.00%             | 2024-05-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1004000 | PA      | $1030435.32    | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1555000 | PA      | $1316680.70    | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1920000 | PA      | $1672684.80    | 0.00%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17730000 | PA      | $16565270.56   | 0.02%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                         | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    2179000 | PA      | $1909435.91    | 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        |    3571000 | PA      | $3515220.98    | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EP2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     173733 | PA      | $159310.21     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                         | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $997561.44     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    1690000 | PA      | $1309395.10    | 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        |    3500000 | PA      | $2876055.00    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36241LVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15204 | PA      | $14956.77      | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     655000 | PA      | $569895.85     | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     247000 | PA      | $252658.77     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2016-C7 Commercial Mortgage Trust                                          | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $4820172.03    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3543000 | PA      | $3728617.77    | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1675689.30    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2373000 | PA      | $2037434.07    | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4807000 | PA      | $4512619.32    | 0.01%             | 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        |    5205000 | PA      | $4944906.15    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5220000 | PA      | $6426644.76    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4516000 | PA      | $3677198.16    | 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        |    2015000 | PA      | $1566662.50    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4091000 | PA      | $2878141.23    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                                | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    3073000 | PA      | $3157292.39    | 0.00%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2047722 | PA      | $1993122.05    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUPT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     172805 | PA      | $171710.37     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2202619.50    | 0.00%             | 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        |    2886000 | PA      | $2596043.58    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                   | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    1870000 | PA      | $1516121.20    | 0.00%             | 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        |    1590000 | PA      | $1482388.80    | 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        |    2670000 | PA      | $2268966.00    | 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        |    2295000 | PA      | $1886076.90    | 0.00%             | 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        |    5766000 | PA      | $5337643.86    | 0.01%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14840563 | PA      | $14387911.31   | 0.02%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1293068.65    | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2141000 | PA      | $2034892.04    | 0.00%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8HQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     546709 | PA      | $525709.74     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1758000 | PA      | $1535542.68    | 0.00%             | 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        |    2478000 | PA      | $2341363.08    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1781000 | PA      | $1407755.83    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                    | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    2022000 | PA      | $1698864.18    | 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        |    6740000 | PA      | $6304798.20    | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     610000 | PA      | $437156.50     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                                                                    | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    2165000 | PA      | $2188617.99    | 0.00%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   93898230 | PA      | $73008741.78   | 0.09%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2360915.64    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FCP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     575825 | PA      | $536724.87     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1270704.60    | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                                    | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    1875000 | PA      | $1845058.13    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   44354663 | PA      | $40123631.64   | 0.05%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMWW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     681545 | PA      | $663220.42     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3645000 | PA      | $3341262.15    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMUM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3466057 | PA      | $3307098.13    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XXRD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     453279 | PA      | $435873.37     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                             | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    1771000 | PA      | $1668724.75    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42350000 | PA      | $40364843.75   | 0.05%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    7586000 | PA      | $7690686.80    | 0.01%             | 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        |    6133000 | PA      | $4693278.25    | 0.01%             | 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        |    1955000 | PA      | $1770174.30    | 0.00%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7LW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11286 | PA      | $10959.26      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BMTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19250000 | PA      | $18493253.63   | 0.02%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1328000 | PA      | $1390628.48    | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                            | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     136000 | PA      | $141229.20     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9575342 | PA      | $8471813.59    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2978000 | PA      | $2569061.04    | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5247000 | PA      | $4687564.86    | 0.01%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1500250.72    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   11402000 | PA      | $10397027.72   | 0.01%             | 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        |    4317000 | PA      | $4141643.46    | 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        |    2754000 | PA      | $2690740.62    | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2448000 | PA      | $2300777.28    | 0.00%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0E78<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     360658 | PA      | $350126.26     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                  | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1260483.00    | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                      | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2027459.50    | 0.00%             | 2025-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2487000 | PA      | $2376179.28    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAZ2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1189306.80    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     142987 | PA      | $135070.43     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    4177000 | PA      | $3690295.96    | 0.00%             | 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        |    4045000 | PA      | $3966001.15    | 0.00%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                      | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2043256.50    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    3480000 | PA      | $3243220.80    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                     | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1670000 | PA      | $1341918.48    | 0.00%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6533000 | PA      | $5447280.73    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67297 | PA      | $66661.56      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    2605000 | PA      | $2475583.60    | 0.00%             | 2024-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6515000 | PA      | $5805125.60    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $1909033.30    | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $5085696.00    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2163000 | PA      | $2341166.31    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8825541 | PA      | $8276116.55    | 0.01%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4420000 | PA      | $3506518.60    | 0.00%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $2032628.40    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                  | Yamana Gold Inc                                                                  | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     795000 | PA      | $604677.00     | 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        |    5960000 | PA      | $5552097.60    | 0.01%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     157066 | PA      | $147858.47     | 0.00%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     850000 | PA      | $735420.00     | 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        |    4083000 | PA      | $3899550.81    | 0.00%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | Ohio Edison Co                                                                   | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1206062.00    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2750438.22    | 0.00%             | 2048-02-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2340000 | PA      | $1680073.20    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3701000 | PA      | $3202956.43    | 0.00%             | 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        |    4847000 | PA      | $4637464.19    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21575772 | PA      | $19946330.71   | 0.02%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                   | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     645000 | PA      | $540322.95     | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    2712000 | PA      | $2771474.16    | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14082651 | PA      | $11661954.41   | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                          | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2377000 | PA      | $2160883.16    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1618000 | PA      | $1370284.20    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2732000 | PA      | $2217318.52    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9970000 | PA      | $7639313.10    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     544000 | PA      | $501475.52     | 0.00%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17440000 | PA      | $14683311.52   | 0.02%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WQAT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1653345 | PA      | $1542343.68    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                  | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    1646000 | PA      | $1321606.32    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2027086.60    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                             | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     999000 | PA      | $832456.71     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WDY24<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      76209 | PA      | $75555.05      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2182000 | PA      | $1806739.64    | 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        |  439076000 | PA      | $410913393.13  | 0.51%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2894208 | PA      | $2860049.19    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $2508208.92    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1494910.41    | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                               | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2398000 | PA      | $1964537.52    | 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        |    1596000 | PA      | $1492930.32    | 0.00%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Fiserv Inc                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4405000 | PA      | $4279545.60    | 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        |    7942000 | PA      | $7909437.80    | 0.01%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                               | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    1730000 | PA      | $1458632.20    | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1873000 | PA      | $1692255.50    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2233004.40    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2449000 | PA      | $2288345.60    | 0.00%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                      | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |      90000 | PA      | $71118.00      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    2152000 | PA      | $1691170.72    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1781000 | PA      | $1680035.11    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     880000 | PA      | $977900.00     | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3918000 | PA      | $3737497.74    | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1234598.10    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BankUnited Inc                                                                   | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1147896.44    | 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        |    5530000 | PA      | $4823155.40    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NorthWestern Corp                                                                | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     415000 | PA      | $340511.65     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3271000 | PA      | $2607248.68    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $4658856.30    | 0.01%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1403000 | PA      | $1091141.16    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    3044000 | PA      | $2506216.52    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4747000 | PA      | $3690080.45    | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PulteGroup Inc                                                                   | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1394237.70    | 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        |    1985000 | PA      | $1721590.50    | 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        |    3969000 | PA      | $3849969.69    | 0.00%             | 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        |    6951000 | PA      | $6363710.01    | 0.01%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXAK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1013811 | PA      | $1052643.99    | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2724000 | PA      | $2664072.00    | 0.00%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                 | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1981865.60    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $867844.90     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1703000 | PA      | $1548929.59    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10540000 | PA      | $7921337.00    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $1858908.16    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2610000 | PA      | $3047644.80    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1332000 | PA      | $1197428.04    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YGYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149279 | PA      | $141456.57     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EU4M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64488 | PA      | $63871.09      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1296000 | PA      | $1278387.36    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2395251.00    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5357997 | PA      | $4993305.10    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3326000 | PA      | $3134555.44    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1486428.30    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16914 | PA      | $16384.59      | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3447000 | PA      | $2915231.31    | 0.00%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $870652.20     | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    9183000 | PA      | $9125698.08    | 0.01%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1551000 | PA      | $1333766.94    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7615000 | PA      | $5261888.85    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | Progress Energy Inc                                                              | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1336706.55    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5851000 | PA      | $5498477.25    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2T6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     776582 | PA      | $747469.63     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $857668.95     | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1187621.20    | 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        |    4726000 | PA      | $4650289.48    | 0.01%             | 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        |    1425000 | PA      | $1305670.50    | 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        |    2336000 | PA      | $2203151.68    | 0.00%             | 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        |    3560000 | PA      | $3707455.20    | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2162000 | PA      | $1973451.98    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                   | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    1337000 | PA      | $1174634.72    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2298987 | PA      | $2171705.00    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  122116024 | PA      | $108790425.57  | 0.14%             | 2050-10-01      | Fixed         | 3.00%                 | 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        |    2475000 | PA      | $2507771.48    | 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        |    1633000 | PA      | $1483678.48    | 0.00%             | 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        |    1520000 | PA      | $1164943.20    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3666297 | PA      | $3385915.98    | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BCZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   23796251 | PA      | $21687617.90   | 0.03%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $959578.40     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    3495000 | PA      | $2852898.60    | 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        |    1959000 | PA      | $1930418.19    | 0.00%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | El Paso Electric Co                                                              | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1108490.32    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $1709415.75    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31294UAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     106161 | PA      | $101962.06     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2951000 | PA      | $2328073.41    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307REU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     155937 | PA      | $148785.65     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3131000 | PA      | $2973917.73    | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110730 | PA      | $116496.46     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1410757.10    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1538000 | PA      | $1297410.66    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLN34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5700000 | PA      | $5476021.64    | 0.01%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2255000 | PA      | $2398418.00    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1404562.80    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36178YCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8447800 | PA      | $8032857.33    | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22792463 | PA      | $20494880.84   | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | Diageo Investment Corp                                                           | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     722000 | PA      | $642536.68     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36196JGU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     282607 | PA      | $287494.82     | 0.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3495000 | PA      | $2771779.65    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132M7RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     851912 | PA      | $828033.06     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4126000 | PA      | $3529215.36    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                        | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     760000 | PA      | $599632.40     | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54426.00      | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44791491 | PA      | $38422351.22   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                          | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    1850000 | PA      | $1633587.00    | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1002415.00    | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18432684 | PA      | $15785397.09   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49918631 | PA      | $44481039.70   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    4255000 | PA      | $3374512.85    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                      | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1832000 | PA      | $1475382.88    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39700922 | PA      | $32724707.91   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $1934232.65    | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6232035 | PA      | $6036815.44    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44000000 | PA      | $40163750.00   | 0.05%             | 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        |   13945000 | PA      | $11426951.35   | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3077000 | PA      | $3088292.59    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | 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        |    1810000 | PA      | $1703391.00    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                    | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2054000 | PA      | $1905352.02    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40083075 | PA      | $33114254.92   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2G4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1053995 | PA      | $983232.98     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3614000 | PA      | $3128386.82    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $1920845.20    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191083 | PA      | $188992.11     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1750000 | PA      | $1460305.00    | 0.00%             | 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        |    1840000 | PA      | $1721320.00    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8BP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8908414 | PA      | $8377731.44    | 0.01%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $2061714.60    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2492000 | PA      | $2441836.04    | 0.00%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                            | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1813000 | PA      | $1387235.08    | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2393000 | PA      | $2513367.90    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $11853496.46   | 0.01%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1533000 | PA      | $1547302.89    | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138550.50     | 0.00%             | 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        |   67910000 | PA      | $64090062.50   | 0.08%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24529.50      | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     290000 | PA      | $247120.60     | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                           | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    5470000 | PA      | $4230771.50    | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3639000 | PA      | $3425281.53    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137B7MZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8685000 | PA      | $8590451.96    | 0.01%             | 2023-10-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9NX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      18190 | PA      | $16629.85      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    3372000 | PA      | $2680503.96    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $3437670.60    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | 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        |    6255000 | PA      | $5698305.00    | 0.01%             | 2026-07-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Capital I                                                          | Goldman Sachs Capital I                                                          | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $5211600.00    | 0.01%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | Pharmacia LLC                                                                    | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3749000 | PA      | $4147331.25    | 0.01%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1718000 | PA      | $1290406.98    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2831000 | PA      | $2278700.21    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     488000 | PA      | $335148.64     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBM0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $3078442.80    | 0.00%             | 2025-07-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2002000 | PA      | $1285063.78    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26763268 | PA      | $24770009.68   | 0.03%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2552090 | PA      | $2415859.70    | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2161000 | PA      | $2110432.60    | 0.00%             | 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        |    1231000 | PA      | $1158974.19    | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2838000 | PA      | $2117715.60    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5101000 | PA      | $4107478.23    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2807000 | PA      | $2656825.50    | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73241055 | PA      | $56998674.58   | 0.07%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    7660000 | PA      | $6912920.20    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                       | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    2509000 | PA      | $2074566.65    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7119000 | PA      | $6163986.15    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417VQ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2033 | PA      | $2075.21       | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31339U6H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1335902 | PA      | $1294217.97    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4782893 | PA      | $4559003.85    | 0.01%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123850000 | PA      | $124333789.06  | 0.15%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33855020 | PA      | $32545025.27   | 0.04%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2173990.00    | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     393000 | PA      | $263463.27     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3592091.65    | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    2370000 | PA      | $2069010.00    | 0.00%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10716000 | PA      | $10671900.35   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ENK81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232332 | PA      | $219193.04     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25731784 | PA      | $23253497.64   | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                              | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     985000 | PA      | $865619.97     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                         | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    2513000 | PA      | $2436680.19    | 0.00%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2062000 | PA      | $2723283.40    | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WECQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2951882 | PA      | $2877685.78    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQBZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6510963 | PA      | $6469058.23    | 0.01%             | 2023-03-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9060000 | PA      | $8777690.40    | 0.01%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                   | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $33535.50      | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306XJ79<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      90585 | PA      | $87940.07      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6064000 | PA      | $6205836.96    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4415000 | PA      | $3478710.95    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CB3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    2490000 | PA      | $2237563.80    | 0.00%             | 2025-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2898921.20    | 0.00%             | 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        |    1419000 | PA      | $1250550.51    | 0.00%             | 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        |    3974000 | PA      | $3294962.62    | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19416000 | PA      | $12497690.88   | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2471000 | PA      | $2288146.00    | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | McLaren Health Care Corp                                                         | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $1640982.84    | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2601914.10    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2283724.44    | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1628981.90    | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1961828.25    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2040000 | PA      | $1588866.24    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     765000 | PA      | $490418.55     | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1312000 | PA      | $1096267.84    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                    | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    2398000 | PA      | $1749532.84    | 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        |    2715000 | PA      | $2587530.75    | 0.00%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3053690.40    | 0.00%             | 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        |    4384000 | PA      | $4176636.80    | 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        |    6077000 | PA      | $5861388.04    | 0.01%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7RY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     730316 | PA      | $706705.58     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2684000 | PA      | $2653375.56    | 0.00%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2691000 | PA      | $1990478.88    | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                       | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3315000 | PA      | $2308542.80    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1130396.04    | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     729000 | PA      | $762738.12     | 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        |    1430000 | PA      | $1340038.70    | 0.00%             | 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        |    2130000 | PA      | $1735715.70    | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4707000 | PA      | $4046043.06    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13182655 | PA      | $11754326.33   | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    1958000 | PA      | $1721845.62    | 0.00%             | 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        |     562000 | PA      | $495627.80     | 0.00%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    7128000 | PA      | $6827127.12    | 0.01%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     825000 | PA      | $613602.00     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2941623.70    | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7615000 | PA      | $5315041.55    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6615503 | PA      | $5905791.08    | 0.01%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3233213.00    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1329969.23    | 0.00%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                             | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3247000 | PA      | $3895490.84    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    2953000 | PA      | $2833196.79    | 0.00%             | 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        |    2675000 | PA      | $2233571.50    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2382016.80    | 0.00%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                 | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     921000 | PA      | $582827.22     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    4434000 | PA      | $4125349.26    | 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        |    2035000 | PA      | $1794646.15    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20400000 | PA      | $19523437.50   | 0.02%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $5526206.05    | 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        |     865000 | PA      | $820988.80     | 0.00%             | 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        |    5840000 | PA      | $5160749.60    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     149000 | PA      | $122278.34     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AY1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4708000 | PA      | $4641664.28    | 0.01%             | 2024-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5699946 | PA      | $5651042.83    | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3488000 | PA      | $3062533.76    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1550356.20    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1072321 | PA      | $1071010.88    | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | 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        |    2106000 | PA      | $1962097.02    | 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        |    1142000 | PA      | $904418.32     | 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        |    1942000 | PA      | $1698725.66    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     587000 | PA      | $539376.69     | 0.00%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     950000 | PA      | $857204.00     | 0.00%             | 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        |     946000 | PA      | $772002.22     | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    2013000 | PA      | $1792234.29    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $4038886.00    | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH                                                              | RWJ Barnabas Health Inc                                                          | CUSIP: 78349AAB9<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1836271.20    | 0.00%             | 2046-07-01      | 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        |    1810000 | PA      | $1746107.00    | 0.00%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7226000 | PA      | $5931173.06    | 0.01%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                             | Physicians Realty LP                                                             | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     261000 | PA      | $247853.43     | 0.00%             | 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        |    6362000 | PA      | $6275985.76    | 0.01%             | 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        |  173100000 | PA      | $168028711.80  | 0.21%             | 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        |     575000 | PA      | $544059.25     | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     380000 | PA      | $321073.40     | 0.00%             | 2047-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WE6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311244 | PA      | $290539.51     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4793172.20    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E9HH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115066 | PA      | $104057.72     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3013000 | PA      | $2985491.31    | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                    | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1287545.31    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1075517.51    | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $4279693.00    | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3295819.80    | 0.00%             | 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        |    2460000 | PA      | $2284552.80    | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    5417000 | PA      | $5207416.27    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | Biogen Inc                                                                       | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     447000 | PA      | $426192.15     | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                    | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     857000 | PA      | $637488.02     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2348000 | PA      | $2221372.36    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                    | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    3880000 | PA      | $3558196.68    | 0.00%             | 2049-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                           | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     570000 | PA      | $543814.20     | 0.00%             | 2025-03-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19021249 | PA      | $16289432.60   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                     | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7762000 | PA      | $7402774.64    | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7789000 | PA      | $6375763.84    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                    | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1211419.30    | 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        |   10445000 | PA      | $8756774.65    | 0.01%             | 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        |    5533000 | PA      | $4915019.23    | 0.01%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2015-SG1                                   | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |   10855917 | PA      | $10336337.72   | 0.01%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     200000 | PA      | $183548.00     | 0.00%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WHL45<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     340152 | PA      | $317377.10     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2100000 | PA      | $1910307.00    | 0.00%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4358180 | PA      | $4244551.54    | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1875000 | PA      | $2008104.38    | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32189400 | PA      | $27696891.18   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WRP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4374978 | PA      | $3994114.15    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1079885 | PA      | $1111907.75    | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   70523697 | PA      | $62133926.61   | 0.08%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3485000 | PA      | $3534033.95    | 0.00%             | 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        |    2915000 | PA      | $2729023.00    | 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        |    3273000 | PA      | $3102967.65    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     500000 | PA      | $449370.00     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36181GFU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70299 | PA      | $64557.10      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                    | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $2994957.95    | 0.00%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     480000 | PA      | $461088.00     | 0.00%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     505000 | PA      | $457004.80     | 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        |    3090000 | PA      | $2515012.80    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16019274 | PA      | $14703856.12   | 0.02%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1806636.60    | 0.00%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $4677714.85    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                                                              | ABB Finance USA Inc                                                              | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     260000 | PA      | $231868.00     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1328124 | PA      | $1278034.44    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1711449.40    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS ST TRANSPRTN FUND REVENUE                                          | CUSIP: 57604TAD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    1435000 | PA      | $1510848.36    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1201092.00    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140K42Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6576523 | PA      | $6220763.95    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1440202.20    | 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        |    9821000 | PA      | $9377974.69    | 0.01%             | 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        |    2277000 | PA      | $1964618.37    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3171000 | PA      | $2952581.52    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2107522.55    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     886000 | PA      | $969948.50     | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     990000 | PA      | $893019.60     | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1965000 | PA      | $1582045.87    | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1080000 | PA      | $1020978.00    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | Nevada Power Co                                                                  | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1604857.80    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2653235.71    | 0.00%             | 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        |     650000 | PA      | $636070.50     | 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        |    1025000 | PA      | $908918.75     | 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        |    3769000 | PA      | $3392740.73    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $12085992.15   | 0.02%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                               | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    1981000 | PA      | $1991578.54    | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5454000 | PA      | $5013807.66    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1340320.80    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                               | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    1475000 | PA      | $1008506.18    | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAR4<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $970642.20     | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                            | CUSIP: 904764BB2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1439000 | PA      | $1404665.46    | 0.00%             | 2025-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1833461.10    | 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        |    2385000 | PA      | $1925028.90    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1698000 | PA      | $1238640.06    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    1855000 | PA      | $1603944.30    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2284000 | PA      | $1792985.68    | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180XDT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18968 | PA      | $18030.85      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2857000 | PA      | $2576071.19    | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     190000 | PA      | $134607.40     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                  | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    7432000 | PA      | $7234680.40    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6587172 | PA      | $6278823.83    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10628347 | PA      | $10220106.84   | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                             | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     904000 | PA      | $952110.88     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1635000 | PA      | $1420062.90    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8406711 | PA      | $7681771.43    | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2736015.70    | 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        |    8942000 | PA      | $8817885.04    | 0.01%             | 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        |    2193000 | PA      | $1953699.84    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $966484.40     | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | 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        |    3164000 | PA      | $3074395.52    | 0.00%             | 2025-11-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                                | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    2335000 | PA      | $1422668.80    | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29170528 | PA      | $26537165.98   | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1105000 | PA      | $757433.30     | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1785528.80    | 0.00%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $949673.80     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2043000 | PA      | $2219229.18    | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     216000 | PA      | $227672.64     | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36184CR56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80261 | PA      | $75800.99      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $947731.40     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1606000 | PA      | $1365116.06    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $2581540.50    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12103503 | PA      | $10883759.04   | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                         | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     525000 | PA      | $532360.50     | 0.00%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    1321000 | PA      | $1264778.24    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306YMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      40428 | PA      | $39247.24      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LKA83<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2472860 | PA      | $2377163.58    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $820132.72     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                      | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     220000 | PA      | $223156.34     | 0.00%             | 2026-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                           | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1485000 | PA      | $1172422.35    | 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        |    5893000 | PA      | $5758639.60    | 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        |    2269000 | PA      | $2227386.54    | 0.00%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN REVENUE                                                       | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    1100000 | PA      | $762284.60     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3016000 | PA      | $2544961.12    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3637000 | PA      | $3077593.03    | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                          | PNC FINL SVCS GROUP INC                                                          | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3324189.00    | 0.00%             | 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        |    2952000 | PA      | $3191200.56    | 0.00%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     965000 | PA      | $984618.45     | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                                | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1277486.10    | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167AZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     615000 | PA      | $686911.95     | 0.00%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     569000 | PA      | $377081.99     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9065000 | PA      | $8382949.40    | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129761 | PA      | $117263.35     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6181000 | PA      | $5547323.88    | 0.01%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMTJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4082063 | PA      | $3911604.03    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29339416 | PA      | $27154292.77   | 0.03%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1095000 | PA      | $979335.15     | 0.00%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                      | Markel Corp                                                                      | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2296000 | PA      | $1753983.28    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1223000 | PA      | $1189807.78    | 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        |     360000 | PA      | $331398.00     | 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        |     945000 | PA      | $884227.05     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| JETBLUE AIRWAYS CORP                                                             | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2187652 | PA      | $1938390.50    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                 | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    2962000 | PA      | $2826251.54    | 0.00%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28026626 | PA      | $25927525.81   | 0.03%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1998587.25    | 0.00%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5093000 | PA      | $4203049.18    | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64972.70      | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                   | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     650000 | PA      | $691197.00     | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1063715.65    | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12688440 | PA      | $12005696.81   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2514000 | PA      | $2312352.06    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1844751.80    | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1869000 | PA      | $1954076.88    | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     935000 | PA      | $718369.85     | 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        |    2633000 | PA      | $2012033.28    | 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        |    2002000 | PA      | $1561499.94    | 0.00%             | 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        |    2814000 | PA      | $2743621.86    | 0.00%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1140358.68    | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | Enel Chile SA                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    3037000 | PA      | $2922201.40    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2300000 | PA      | $1587782.00    | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $2869639.20    | 0.00%             | 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        |    5790000 | PA      | $5374567.50    | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5486000 | PA      | $5159473.28    | 0.01%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                            | CUSIP: 534187BE8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1413000 | PA      | $1363686.30    | 0.00%             | 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        |   12687000 | PA      | $11062556.52   | 0.01%             | 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        |     375000 | PA      | $369862.50     | 0.00%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $880594.00     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    9234000 | PA      | $8343196.02    | 0.01%             | 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        |    1591000 | PA      | $1337394.60    | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2677000 | PA      | $2719778.46    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    2999000 | PA      | $2626134.33    | 0.00%             | 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        |    3900000 | PA      | $2967627.00    | 0.00%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10468660 | PA      | $9951589.98    | 0.01%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    7206000 | PA      | $7596204.90    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  187400000 | PA      | $159831704.06  | 0.20%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                 | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5125000 | PA      | $3967769.88    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2257000 | PA      | $1614590.09    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     251000 | PA      | $189527.59     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6876000 | PA      | $4284710.64    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8049000 | PA      | $5583027.87    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2083851.00    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JRUM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1918856 | PA      | $1775140.44    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1266889.75    | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138E7XN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18903 | PA      | $18238.73      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PulteGroup Inc                                                                   | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $453897.00     | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300LQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     202750 | PA      | $201783.32     | 0.00%             | 2041-08-01      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CS1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1716000 | PA      | $1642572.36    | 0.00%             | 2025-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                             | CUSIP: 64990GWW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     275000 | PA      | $214470.85     | 0.00%             | 2043-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138Y3U58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75953 | PA      | $72219.02      | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620AS2P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     193990 | PA      | $190142.84     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4746000 | PA      | $4478467.98    | 0.01%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2367000 | PA      | $2376539.01    | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3871630.00    | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129917 | PA      | $119228.52     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    4987000 | PA      | $4403820.22    | 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        |    2280000 | PA      | $1799148.00    | 0.00%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28890029 | PA      | $24748710.06   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BAFH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26428215 | PA      | $23415427.93   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | Southwest Gas Corp                                                               | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1344000 | PA      | $968808.96     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5483000 | PA      | $5221186.75    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128CUWB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     537458 | PA      | $510273.62     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4704000 | PA      | $3805912.32    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3050621.75    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4350000 | PA      | $4170345.00    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $859829.40     | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  144100000 | PA      | $129464843.75  | 0.16%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                 | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     548000 | PA      | $388351.16     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FK9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     459000 | PA      | $453487.41     | 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        |    2445000 | PA      | $1798273.05    | 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        |   11614000 | PA      | $11165118.90   | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3027251.20    | 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        |    1405000 | PA      | $1377490.10    | 0.00%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                      | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1740602.15    | 0.00%             | 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        |    1197000 | PA      | $1016025.57    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $1684821.60    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5915000 | PA      | $4434830.40    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354355 | PA      | $340744.33     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     521309 | PA      | $516836.24     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                         | CUSIP: 50064FAE4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     100000 | PA      | $102002.00     | 0.00%             | 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        |     600000 | PA      | $650616.00     | 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        |    1576000 | PA      | $1421615.04    | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Northwest Pipeline LLC                                                           | Northwest Pipeline LLC                                                           | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    2474000 | PA      | $2341863.66    | 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        |    3515000 | PA      | $3332009.10    | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2680542 | PA      | $2609090.97    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                   | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2249857.35    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9085000 | PA      | $8524455.50    | 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        |    1747000 | PA      | $1654321.65    | 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        |    6599000 | PA      | $5815104.79    | 0.01%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2476065.50    | 0.00%             | 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        |    5754000 | PA      | $5622463.56    | 0.01%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     484000 | PA      | $338877.44     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     793000 | PA      | $719726.80     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EKAR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7323093 | PA      | $6905497.65    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    3299000 | PA      | $2919582.01    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EUQ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1011996 | PA      | $944674.67     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    3620000 | PA      | $3155590.20    | 0.00%             | 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        |    8425000 | PA      | $7649563.00    | 0.01%             | 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        |    2518000 | PA      | $2218030.66    | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                  | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    2350000 | PA      | $2641656.15    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                        | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1630127.70    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F4NA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     655945 | PA      | $611404.02     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13999530 | PA      | $11954367.62   | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                             | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2587400.10    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | CUSIP: 94989AAV7<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |    6824649 | PA      | $6630710.97    | 0.01%             | 2047-12-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9429000 | PA      | $9210812.94    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6337000 | PA      | $5527638.36    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                     | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3025000 | PA      | $3406791.30    | 0.00%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88170000 | PA      | $85445684.55   | 0.11%             | 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        |    3130000 | PA      | $2756997.90    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK29                                                                  | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5760000 | PA      | $4543479.99    | 0.01%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5XF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2206674 | PA      | $2252819.77    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138X3BS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20799 | PA      | $18988.30      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     857000 | PA      | $675101.75     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3471000 | PA      | $3401441.16    | 0.00%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                                | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $1164197.87    | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EU2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34623 | PA      | $34370.38      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1567000 | PA      | $1424559.70    | 0.00%             | 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        |    2350000 | PA      | $2208013.00    | 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        |     770000 | PA      | $607553.10     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      90000 | PA      | $104863.50     | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                                                                | Crane Holdings Co                                                                | CUSIP: 224399AR6<br>LEI: 549300X1RO9ID7AUCA83 | Long             | DBT              | CORP              | US        |     967000 | PA      | $958616.11     | 0.00%             | 2023-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $3969384.30    | 0.00%             | 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        |    3064000 | PA      | $2817256.08    | 0.00%             | 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        |    8863000 | PA      | $8420204.52    | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                        | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    3629000 | PA      | $3409300.34    | 0.00%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2151091 | PA      | $2168826.44    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W1ZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41658 | PA      | $38031.54      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                         | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17329FXG4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1303750.50    | 0.00%             | 2024-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                         | CUSIP: 485170AQ7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $1695718.08    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HH4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78822 | PA      | $75772.50      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36184Q2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3858428 | PA      | $3658628.84    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                     | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4128372.00    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    2380000 | PA      | $1776360.60    | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667AF8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3852295.60    | 0.00%             | 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        |    3538000 | PA      | $3359401.76    | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6634000 | PA      | $5233960.64    | 0.01%             | 2047-04-01      | 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        |    2308000 | PA      | $2123798.52    | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38702407 | PA      | $36601095.77   | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     368000 | PA      | $359046.56     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2444000 | PA      | $2439429.72    | 0.00%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     440000 | PA      | $371096.00     | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                                | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1061461.80    | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4297000 | PA      | $4841773.66    | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5499000 | PA      | $3862222.65    | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1261000 | PA      | $1103841.57    | 0.00%             | 2059-06-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F0EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     297065 | PA      | $288193.67     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    6980000 | PA      | $6836281.80    | 0.01%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2566463 | PA      | $2508488.40    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8055000 | PA      | $7490183.40    | 0.01%             | 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        |    5165000 | PA      | $4525676.30    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6813000 | PA      | $5402368.35    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                         | CUSIP: 12201PAN6<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     250000 | PA      | $290962.50     | 0.00%             | 2031-12-01      | Fixed         | 7.40%                 | 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        |    2597000 | PA      | $2529789.64    | 0.00%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  136513655 | PA      | $112624180.50  | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5257000 | PA      | $5187239.61    | 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        |    5927000 | PA      | $5494388.27    | 0.01%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H3XW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4119356 | PA      | $3838972.13    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    1000000 | PA      | $1003020.00    | 0.00%             | 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        |    2717000 | PA      | $2250844.31    | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $891380.00     | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4924813 | PA      | $4825342.48    | 0.01%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $6724841.20    | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    1301000 | PA      | $1256297.64    | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2749000 | PA      | $1671831.84    | 0.00%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ENQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12505674 | PA      | $12468940.02   | 0.02%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $2653950.35    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1825893.52    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417ECR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4151766 | PA      | $3799611.46    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8794000 | PA      | $8385958.40    | 0.01%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3206000 | PA      | $2560888.68    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2673000 | PA      | $2944656.99    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    2816000 | PA      | $2570247.68    | 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        |    2566000 | PA      | $2468107.10    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                     | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    9330000 | PA      | $9079360.56    | 0.01%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     982000 | PA      | $788153.20     | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7LH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     722952 | PA      | $733209.00     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $2469550.20    | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5142000 | PA      | $4462279.02    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    2615000 | PA      | $2543793.55    | 0.00%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQKY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88790 | PA      | $83660.58      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $1312312.32    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     248068 | PA      | $226472.19     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     525000 | PA      | $505848.00     | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PNC BANK NA                                                                      | PNC Bank NA                                                                      | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    3072000 | PA      | $2602444.80    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                       | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    2929000 | PA      | $2722476.21    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1382608.20    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3523267 | PA      | $3082820.71    | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1328357.80    | 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        |    2410000 | PA      | $1985285.70    | 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        |    6596000 | PA      | $6341658.24    | 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        |    6280000 | PA      | $6128212.40    | 0.01%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                             | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    2064000 | PA      | $1354561.92    | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9062401 | PA      | $8617269.99    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49300000 | PA      | $46623164.31   | 0.06%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1210814.64    | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138A9L93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     324312 | PA      | $317857.47     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     210000 | PA      | $210165.90     | 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        |    2158000 | PA      | $1661465.78    | 0.00%             | 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        |     205000 | PA      | $234868.50     | 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        |    5323000 | PA      | $4387216.60    | 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        |    1530000 | PA      | $1222898.40    | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   23353000 | PA      | $18369236.27   | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                               | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1206241.00    | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2523000 | PA      | $1875547.74    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9266000 | PA      | $8851531.82    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $994278.60     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  184800000 | PA      | $166883063.42  | 0.21%             | 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        |    2675000 | PA      | $2153615.75    | 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        |    2368000 | PA      | $2073823.36    | 0.00%             | 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        |    4571000 | PA      | $4403884.24    | 0.01%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | Texas Health Resources                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     729000 | PA      | $622609.74     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2091338.10    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2123000 | PA      | $1696255.77    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5245000 | PA      | $4516941.55    | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMU35<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    7316502 | PA      | $6980956.27    | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402DF70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187753 | PA      | $197697.28     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3285000 | PA      | $2818848.65    | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    1045000 | PA      | $837431.65     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     709000 | PA      | $638163.81     | 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        |    3283000 | PA      | $3214516.62    | 0.00%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     985000 | PA      | $615418.15     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                          | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     996000 | PA      | $928690.32     | 0.00%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     840000 | PA      | $640432.80     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                      | Volkswagen Auto Lease Trust 2020-A                                               | CUSIP: 92868VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     917609 | PA      | $910219.65     | 0.00%             | 2024-01-22      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10882486 | PA      | $10760508.80   | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     710000 | PA      | $576846.60     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    4171000 | PA      | $3845703.71    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306YZQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     113155 | PA      | $109850.41     | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     325680 | PA      | $313297.27     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1360208.50    | 0.00%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $9195076.33    | 0.01%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2434000 | PA      | $2007417.16    | 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        |  151540000 | PA      | $145152825.40  | 0.18%             | 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        |    1445000 | PA      | $1459334.40    | 0.00%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAP9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    3462000 | PA      | $2694855.42    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8MD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     173025 | PA      | $164925.35     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9207000 | PA      | $8233543.89    | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1173403 | PA      | $1173059.50    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     828168 | PA      | $879383.98     | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2325000 | PA      | $2418983.48    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                | CUSIP: 79625GDG5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     480000 | PA      | $349600.32     | 0.00%             | 2048-02-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2015-C27                                   | CUSIP: 94989DAW9<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8066395.96    | 0.01%             | 2048-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1716416.90    | 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        |    9810000 | PA      | $8556968.70    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4102000 | PA      | $2797810.12    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    1888000 | PA      | $1493880.00    | 0.00%             | 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        |    1759000 | PA      | $1693776.28    | 0.00%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1558000 | PA      | $1583442.14    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | 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        |    2115000 | PA      | $1636925.40    | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q75P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43169 | PA      | $40633.79      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1403000 | PA      | $1336539.89    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3404000 | PA      | $2955454.92    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24102313 | PA      | $21785482.49   | 0.03%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1208310.60    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2669000 | PA      | $2150760.27    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                            | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1396821.20    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2501000 | PA      | $2104016.27    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WXYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1903979 | PA      | $1794693.59    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175656.00     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | 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        |    2383000 | PA      | $2455252.56    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WLCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10160161 | PA      | $9769903.56    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JRT50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     475804 | PA      | $458878.57     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                                          | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 865622BJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    3365000 | PA      | $3315399.90    | 0.00%             | 2024-01-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAP5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     430000 | PA      | $416807.60     | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1953000 | PA      | $1534374.45    | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81239.20      | 0.00%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5484000 | PA      | $3604029.96    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                          | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3332000 | PA      | $3274889.52    | 0.00%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8477675 | PA      | $8455811.53    | 0.01%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                      | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2540698.30    | 0.00%             | 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        |    1425000 | PA      | $1383789.00    | 0.00%             | 2025-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1234111.71    | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                              | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $1488314.36    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                 | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $853405.20     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     990000 | PA      | $1095761.70    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155300000 | PA      | $148802878.52  | 0.18%             | 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        |    7929000 | PA      | $7449057.63    | 0.01%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6950577 | PA      | $6488204.02    | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137B7YY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10700000 | PA      | $10543747.37   | 0.01%             | 2024-01-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5618000 | PA      | $5326931.42    | 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        |    1188000 | PA      | $1158751.44    | 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        |    3677000 | PA      | $4116438.27    | 0.01%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1452000 | PA      | $1286936.64    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23976856 | PA      | $21485781.39   | 0.03%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6063000 | PA      | $3666841.77    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1128908.40    | 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        |    3331000 | PA      | $3056758.77    | 0.00%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12470000 | PA      | $15969917.49   | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31089746 | PA      | $28135847.21   | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3545000 | PA      | $3553047.15    | 0.00%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1507000 | PA      | $1326054.51    | 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        |    1433000 | PA      | $1247813.41    | 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        |  109700000 | PA      | $104600664.61  | 0.13%             | 2023-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XAL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51832472 | PA      | $42750928.60   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    2176000 | PA      | $2275203.84    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F0NL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3319273 | PA      | $3001722.95    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36183W6J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     155869 | PA      | $147996.18     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1572000 | PA      | $1304005.44    | 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        |    4520000 | PA      | $4360308.40    | 0.01%             | 2025-05-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1890000 | PA      | $1594063.80    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3302820.00    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     959000 | PA      | $912632.35     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1100734.65    | 0.00%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3479000 | PA      | $2871601.39    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3130AAHE1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $977350.00     | 0.00%             | 2023-12-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  253702000 | PA      | $240561030.49  | 0.30%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $1988648.80    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1681836 | PA      | $1677711.27    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1566653.40    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5D98<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     804159 | PA      | $848994.19     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                       | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1657236.95    | 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        |    2620000 | PA      | $2067363.40    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5138000 | PA      | $4100021.24    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     853000 | PA      | $907711.42     | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1397538.45    | 0.00%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15840539 | PA      | $13549331.92   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | Medtronic Inc                                                                    | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    6752000 | PA      | $6457545.28    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1272000 | PA      | $1180899.36    | 0.00%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1257000 | PA      | $1391674.98    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                              | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    1423000 | PA      | $1373365.76    | 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        |   10070000 | PA      | $8759993.70    | 0.01%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $795049.50     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2499000 | PA      | $1834865.76    | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WHHG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     921797 | PA      | $860077.41     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53989034 | PA      | $44615943.05   | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  229400000 | PA      | $171404812.50  | 0.21%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2638000 | PA      | $2164267.96    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                 | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1755000 | PA      | $1418659.52    | 0.00%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                       | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    2128000 | PA      | $1934330.72    | 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        |    3627000 | PA      | $3425411.34    | 0.00%             | 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        |    3280000 | PA      | $3228012.00    | 0.00%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 312945LK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     987839 | PA      | $988500.72     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                         | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     885000 | PA      | $671564.55     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     743850 | PA      | $717450.66     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                            | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    4075000 | PA      | $5208591.65    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3471000 | PA      | $2806858.86    | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1091000 | PA      | $915599.93     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                              | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1130000 | PA      | $805841.42     | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                                                                | General Mills Inc                                                                | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     427000 | PA      | $426658.40     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                        | CUSIP: 056752AM0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    3149000 | PA      | $3099340.27    | 0.00%             | 2024-05-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $849610.80     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1294000 | PA      | $1136520.20    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FCXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27610 | PA      | $27345.65      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                         | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $2123089.64    | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                       | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     142000 | PA      | $141393.66     | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ERP Operating LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    2743000 | PA      | $2546436.62    | 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        |    2133000 | PA      | $1662886.80    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7361000 | PA      | $8104240.17    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                      | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    2633000 | PA      | $2123382.85    | 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        |    4737000 | PA      | $4382625.03    | 0.01%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12083577 | PA      | $12214198.78   | 0.02%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8WD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     255810 | PA      | $246219.71     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11121000 | PA      | $10949514.18   | 0.01%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  143930000 | PA      | $137970398.44  | 0.17%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                          | CUSIP: 00507VAM1<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2219627.65    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10615886 | PA      | $9982804.77    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1521413.15    | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1110629 | PA      | $1073880.69    | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                      | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    2400000 | PA      | $2712290.40    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                   | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    3055000 | PA      | $2860091.00    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DE6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2090000 | PA      | $1981738.00    | 0.00%             | 2024-02-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| INGREDION INC                                                                    | Ingredion Inc                                                                    | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1572800.30    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                          | Bank of New York Mellon/The                                                      | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2190766.50    | 0.00%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  220797396 | PA      | $189163828.19  | 0.23%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                       | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    3949000 | PA      | $3591220.60    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8490000 | PA      | $7241460.60    | 0.01%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DH9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2670000 | PA      | $2495942.70    | 0.00%             | 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        |    5073000 | PA      | $4994216.31    | 0.01%             | 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        |    2300000 | PA      | $2130536.00    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9968000 | PA      | $9447969.44    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    2635000 | PA      | $2098935.60    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     450000 | PA      | $451264.50     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14527457 | PA      | $13068262.43   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                           | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    3550000 | PA      | $2680640.50    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7197000 | PA      | $7085446.50    | 0.01%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                            | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $4014980.00    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2927473 | PA      | $2991002.67    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAE3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3308298.75    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     168382 | PA      | $160029.34     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2278436.35    | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1125099 | PA      | $1123724.57    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  164300000 | PA      | $147266711.76  | 0.18%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3221934.30    | 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        |  165330000 | PA      | $160977171.92  | 0.20%             | 2023-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                         | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     968000 | PA      | $835790.56     | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4633174.20    | 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        |    2650000 | PA      | $2526642.50    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6624000 | PA      | $5711146.56    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   11644000 | PA      | $10965154.80   | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                       | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    2738000 | PA      | $2565725.04    | 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        |    5111000 | PA      | $4473453.86    | 0.01%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E26C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     364703 | PA      | $352528.08     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     782000 | PA      | $828317.86     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XB3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   94506066 | PA      | $81300858.18   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                 | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2050000 | PA      | $1661908.35    | 0.00%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QL41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15648751 | PA      | $14414258.24   | 0.02%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1303443.70    | 0.00%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1920000 | PA      | $1641830.40    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp II                                                   | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2834706.90    | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B11 Mortgage Trust                                                | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20650000 | PA      | $18581111.61   | 0.02%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410GGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     503173 | PA      | $538936.12     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2210000 | PA      | $1836134.30    | 0.00%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3166000 | PA      | $2410465.76    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38907000 | PA      | $35135933.58   | 0.04%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3994000 | PA      | $3745253.68    | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3478000 | PA      | $3301943.64    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1748751.50    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18897301 | PA      | $16726443.14   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176XFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1880511 | PA      | $1838870.80    | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1711000 | PA      | $1319625.86    | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L7GL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     334380 | PA      | $334127.47     | 0.00%             | 2034-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7884000 | PA      | $6448796.64    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2792000 | PA      | $2596783.36    | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31078966 | PA      | $25641432.21   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1121493.46    | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $4256677.50    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                 | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2269268.00    | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                 | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1293729.32    | 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        |    3801000 | PA      | $3073792.68    | 0.00%             | 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        |    2883000 | PA      | $2597871.30    | 0.00%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1159287 | PA      | $1128385.92    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1148081.00    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11681000 | PA      | $11204999.25   | 0.01%             | 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        |    1795000 | PA      | $1686456.35    | 0.00%             | 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        |    3890000 | PA      | $3366989.50    | 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        |    2960000 | PA      | $3044863.20    | 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        |    1140000 | PA      | $1058022.60    | 0.00%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     653000 | PA      | $538411.56     | 0.00%             | 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        |    2507000 | PA      | $2409778.54    | 0.00%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2757019.72    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    2977000 | PA      | $2851698.07    | 0.00%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8538000 | PA      | $6801370.80    | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    2193000 | PA      | $2092450.95    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14197534 | PA      | $13363682.56   | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1591000 | PA      | $1499772.06    | 0.00%             | 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        |    3164000 | PA      | $3026745.68    | 0.00%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1898383.80    | 0.00%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| Carlisle Cos Inc                                                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1387514.80    | 0.00%             | 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        |    6237000 | PA      | $6203070.72    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                            | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1092075.00    | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63609 | PA      | $57482.25      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $654858.63     | 0.00%             | 2051-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26950000 | PA      | $29362867.19   | 0.04%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                     | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    1827000 | PA      | $1504534.50    | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6961000 | PA      | $6434748.40    | 0.01%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $908834.85     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                       | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1802000 | PA      | $1342580.10    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10279006 | PA      | $9376495.96    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAJY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     653151 | PA      | $659295.89     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     645000 | PA      | $638556.45     | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | 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        |    2730000 | PA      | $2805102.30    | 0.00%             | 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        |    2699000 | PA      | $2784261.41    | 0.00%             | 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        |    1175000 | PA      | $992134.75     | 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        |    1985000 | PA      | $1795730.25    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8122009 | PA      | $7671177.68    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1375060.00    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138M8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9995 | PA      | $9165.52       | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | 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        |    1326837 | PA      | $1229208.00    | 0.00%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX UNIV REVENUES                                                   | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     765000 | PA      | $492292.80     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     423000 | PA      | $371262.87     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | Snap-on Inc                                                                      | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     510000 | PA      | $442669.80     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L6CQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4140472 | PA      | $3915085.01    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1816000 | PA      | $1621542.72    | 0.00%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1150000 | PA      | $883338.00     | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3495000 | PA      | $3096744.75    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866BF4<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1383184.51    | 0.00%             | 2025-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QL58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6111530 | PA      | $5802828.11    | 0.01%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6557000 | PA      | $5933363.73    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31419LZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1690156 | PA      | $1689650.00    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                            | Prospect Capital Corp                                                            | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    1894000 | PA      | $1660791.78    | 0.00%             | 2026-01-22      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6205740 | PA      | $6068492.12    | 0.01%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    3364000 | PA      | $2944811.96    | 0.00%             | 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        |    3772000 | PA      | $3260743.12    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1486858.62    | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26189174 | PA      | $24406606.98   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    1714000 | PA      | $1138455.94    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1300941.18    | 0.00%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ACGQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1046915 | PA      | $959989.68     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                                | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $994111.45     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2948000 | PA      | $2860326.48    | 0.00%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1000000 | PA      | $958300.00     | 0.00%             | 2060-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     660000 | PA      | $649558.80     | 0.00%             | 2024-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                          | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    2258000 | PA      | $1890939.52    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2389000 | PA      | $2219548.23    | 0.00%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8223000 | PA      | $5561626.05    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61320134 | PA      | $57705288.80   | 0.07%             | 2037-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2M1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   10658446 | PA      | $9942868.10    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | 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        |   12460000 | PA      | $10461042.20   | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                          | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |     647000 | PA      | $443389.10     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6010000 | PA      | $6655293.70    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2955888.00    | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     814392 | PA      | $820405.45     | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3773000 | PA      | $2829108.59    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JXQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136707 | PA      | $129405.20     | 0.00%             | 2034-07-01      | 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        |  122340000 | PA      | $106779881.25  | 0.13%             | 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        |    5592000 | PA      | $5466795.12    | 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        |    3778000 | PA      | $2943062.00    | 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        |    2662000 | PA      | $2495065.98    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96190000 | PA      | $80739481.25   | 0.10%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8635000 | PA      | $7383184.05    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 312936NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     738389 | PA      | $738806.40     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36600000 | PA      | $35113125.00   | 0.04%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    3549000 | PA      | $3406188.24    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3270000 | PA      | $3032205.60    | 0.00%             | 2026-05-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                                                     | Chevron Corp                                                                     | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9623000 | PA      | $8998659.76    | 0.01%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15170362 | PA      | $14192528.81   | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2045000 | PA      | $2127638.45    | 0.00%             | 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        |     862000 | PA      | $688729.38     | 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        |    2272000 | PA      | $2249007.36    | 0.00%             | 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        |    2560000 | PA      | $2401715.20    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49708385 | PA      | $42744681.06   | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3503472.20    | 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        |    2285000 | PA      | $1994096.65    | 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        |    1216000 | PA      | $1164928.00    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51124904 | PA      | $43780944.60   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | Dollar General Corp                                                              | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3669209.70    | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2144000 | PA      | $1567306.88    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     237000 | PA      | $151236.81     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1835000 | PA      | $1241355.48    | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $1686894.00    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9776000 | PA      | $8242927.68    | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1351000 | PA      | $1419941.53    | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5841000 | PA      | $5721434.73    | 0.01%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    4381000 | PA      | $4525660.62    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                    | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2658000 | PA      | $2132221.02    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                           | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    2037000 | PA      | $1796348.82    | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3127000 | PA      | $2874557.29    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43150000 | PA      | $37210132.81   | 0.05%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                                | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    2817000 | PA      | $2773054.80    | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HAFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     308067 | PA      | $304859.00     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     915000 | PA      | $969561.45     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $2578754.00    | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1810000 | PA      | $1678431.10    | 0.00%             | 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        |    1265000 | PA      | $1121207.45    | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     525000 | PA      | $577767.75     | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | Southwest Airlines Co                                                            | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1560850.20    | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2672006 | PA      | $2432773.50    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1872000 | PA      | $1490261.76    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4342993.60    | 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        |    2448000 | PA      | $2424303.36    | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140KLWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     211964 | PA      | $188052.93     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9956169 | PA      | $8703282.90    | 0.01%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                      | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2018000 | PA      | $1940044.66    | 0.00%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58551702 | PA      | $48289657.61   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1208145.65    | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital UK PLC                                           | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    6885000 | PA      | $6584332.05    | 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        |    2715000 | PA      | $2680872.45    | 0.00%             | 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        |    2190000 | PA      | $1730143.80    | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     490000 | PA      | $565019.00     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2355000 | PA      | $2122867.65    | 0.00%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L7U96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14138573 | PA      | $13085980.27   | 0.02%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3089453 | PA      | $3024768.30    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                             | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1668697.70    | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                              | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     858000 | PA      | $780187.98     | 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        |    5670000 | PA      | $5055372.00    | 0.01%             | 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        |    5527000 | PA      | $4647654.30    | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17532953 | PA      | $14531910.06   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EUR8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     811000 | PA      | $800967.93     | 0.00%             | 2024-01-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2371000 | PA      | $1609387.38    | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3349671.45    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    7000000 | PA      | $6410600.00    | 0.01%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4247543 | PA      | $4020681.54    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118100000 | PA      | $108790399.03  | 0.14%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                        | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    2530000 | PA      | $2142277.50    | 0.00%             | 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        |    8480000 | PA      | $7903699.20    | 0.01%             | 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        |    2540000 | PA      | $2147747.80    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3082001.40    | 0.00%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    2130000 | PA      | $2028377.70    | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | 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        |    3817000 | PA      | $3443430.21    | 0.00%             | 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        |    2503000 | PA      | $2409863.37    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BJP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4823643.70    | 0.01%             | 2025-03-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $2797884.45    | 0.00%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   13391000 | PA      | $7491996.68    | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2988000 | PA      | $2350151.64    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    3835000 | PA      | $4101417.45    | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3224247.45    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENTRL PUGET SOUND WA REGL TRANSIT AUTH SALES & USE TAX                          | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1200000 | PA      | $1265025.60    | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $1927022.21    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84885000 | PA      | $85848628.95   | 0.11%             | 2052-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                               | STORE Capital Corp                                                               | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    1990000 | PA      | $1512738.30    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2449000 | PA      | $2477947.18    | 0.00%             | 2115-09-15      | Fixed         | 6.13%                 | 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        |    3092000 | PA      | $3034303.28    | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                 | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1395821.70    | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6193328.80    | 0.01%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $3405231.50    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3635564 | PA      | $3266098.74    | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     220000 | PA      | $178376.00     | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI BANKING                                                          | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 865622BW3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    3800000 | PA      | $3662440.00    | 0.00%             | 2025-07-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $2111073.60    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WE3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9837880 | PA      | $9253058.01    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    3651000 | PA      | $3747094.32    | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GU6R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17284 | PA      | $17103.51      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3410000 | PA      | $2509930.50    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ATUD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     373354 | PA      | $373180.62     | 0.00%             | 2041-10-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9WR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     805844 | PA      | $779169.54     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ACJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     863715 | PA      | $811587.78     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                               | CUSIP: 756109AQ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2175000 | PA      | $2132565.75    | 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        |    3010000 | PA      | $2726608.50    | 0.00%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31419GPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     805416 | PA      | $790421.91     | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19827734 | PA      | $18852972.40   | 0.02%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1781266.00    | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                 | CUSIP: 52107QAG0<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    3012000 | PA      | $2918176.20    | 0.00%             | 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        |    1047000 | PA      | $1156390.56    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3567000 | PA      | $2887629.18    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     680000 | PA      | $749162.80     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7280000 | PA      | $6930268.80    | 0.01%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    2214000 | PA      | $2179417.32    | 0.00%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $1765265.50    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | Southwest Gas Corp                                                               | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1833000 | PA      | $1683335.55    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4345000 | PA      | $2935047.50    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    1772000 | PA      | $1438739.96    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $2747536.50    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36294UWN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9653 | PA      | $8864.67       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     768000 | PA      | $667184.64     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2983000 | PA      | $2808047.05    | 0.00%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                         | CUSIP: 882722VP3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    1255000 | PA      | $1246143.47    | 0.00%             | 2033-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1140979.20    | 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        |     635000 | PA      | $542353.50     | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     823000 | PA      | $947602.20     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2901600.00    | 0.00%             | 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        |  672200000 | PA      | $599518375.00  | 0.74%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3387320.40    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4466625.30    | 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        |   39730000 | PA      | $38528167.50   | 0.05%             | 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        |    3760000 | PA      | $2825903.20    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VeriSign Inc                                                                     | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2078216.25    | 0.00%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                            | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     590000 | PA      | $456429.90     | 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        |    6497000 | PA      | $6133687.76    | 0.01%             | 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        |    4367000 | PA      | $4278087.88    | 0.01%             | 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        |    2475000 | PA      | $2370678.75    | 0.00%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1182000 | PA      | $1274302.38    | 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        |    2200000 | PA      | $1899502.00    | 0.00%             | 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        |    3028000 | PA      | $3012436.08    | 0.00%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                          | Children's Health System of Texas                                                | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1136818.48    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     580000 | PA      | $425360.40     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                            | CUSIP: 69371RR73<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24039.50      | 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        |     846000 | PA      | $785553.30     | 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        |    1100000 | PA      | $1105217.30    | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36178XCG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     516378 | PA      | $491073.34     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2959000 | PA      | $2780749.84    | 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        |   93750000 | PA      | $87410888.44   | 0.11%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    7125000 | PA      | $5833237.50    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1318229.25    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1473000 | PA      | $1167205.20    | 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        |    5000000 | PA      | $4925250.00    | 0.01%             | 2023-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25743003 | PA      | $23868886.11   | 0.03%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4856000 | PA      | $4581975.92    | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAV6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |   12000000 | PA      | $11082048.12   | 0.01%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $4127963.70    | 0.01%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2656982 | PA      | $2401082.27    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                             | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    6295000 | PA      | $5277665.05    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPLH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     290057 | PA      | $262571.47     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6780452 | PA      | $6382974.98    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5648000 | PA      | $5437781.44    | 0.01%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176SB82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     107125 | PA      | $101833.91     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10494098 | PA      | $9589878.41    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    1729000 | PA      | $1355172.91    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8367000 | PA      | $7936434.18    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    2263000 | PA      | $1449270.46    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9244000 | PA      | $8815078.40    | 0.01%             | 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        |    2437000 | PA      | $2384726.35    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1371053.25    | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   15480000 | PA      | $14328597.60   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1918000 | PA      | $1556974.86    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418VWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10743 | PA      | $10975.93      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $1800910.80    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3274000 | PA      | $2844287.50    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                   | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     345000 | PA      | $331783.05     | 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        |    3623000 | PA      | $3339681.40    | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $4236051.50    | 0.01%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8873000 | PA      | $8463422.32    | 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        |     840000 | PA      | $668698.80     | 0.00%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WQQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     325565 | PA      | $297222.77     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  466600000 | PA      | $317142187.50  | 0.39%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59620595 | PA      | $51125017.76   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34452922 | PA      | $28545071.00   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1488956.00    | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $1851322.20    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     545000 | PA      | $656141.85     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4202450.00    | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                           | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     635000 | PA      | $619493.30     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y3RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     690425 | PA      | $696920.99     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | 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        |    3216000 | PA      | $3107106.24    | 0.00%             | 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        |    1873000 | PA      | $1816472.86    | 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        |    1635000 | PA      | $1350886.05    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FFFT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1441249 | PA      | $1386450.43    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95300.00      | 0.00%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3608000 | PA      | $3528912.64    | 0.00%             | 2028-10-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2288756.25    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2048000 | PA      | $1863639.04    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VLB55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65954 | PA      | $65239.66      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2452000 | PA      | $2479437.88    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     370000 | PA      | $289151.30     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1770000 | PA      | $1488888.60    | 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        |    1111000 | PA      | $1043173.45    | 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        |    1899000 | PA      | $2177830.17    | 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        |    1738000 | PA      | $1722931.54    | 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        |    2484000 | PA      | $2279641.32    | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Healthcare                                                               | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    1139000 | PA      | $753084.02     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1333834.20    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4513000 | PA      | $3132022.00    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33091707 | PA      | $27325147.06   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2260000 | PA      | $2331551.60    | 0.00%             | 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        |    1150000 | PA      | $934214.00     | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158AV8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1834000 | PA      | $1795100.86    | 0.00%             | 2024-07-31      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust 2014-C22                              | CUSIP: 46642NBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6761030.92    | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11022815 | PA      | $10481391.11   | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                        | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1030579.00    | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6636734 | PA      | $6577216.53    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4178000 | PA      | $3921429.02    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2154000 | PA      | $1487229.30    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    2484000 | PA      | $2324899.80    | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    5973000 | PA      | $5215205.49    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    3346000 | PA      | $3027460.80    | 0.00%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42438574 | PA      | $38351364.93   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WNJK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     305309 | PA      | $302425.69     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $488630.00     | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27616860 | PA      | $26548245.62   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4322000 | PA      | $3825618.30    | 0.00%             | 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        |     835000 | PA      | $802902.60     | 0.00%             | 2025-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4277265 | PA      | $4031755.71    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     922000 | PA      | $881284.48     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402DK58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     150115 | PA      | $158065.88     | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                    | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1652119.05    | 0.00%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4139260 | PA      | $3798729.72    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2565004.20    | 0.00%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQTX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2082348 | PA      | $2014779.74    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1721321.65    | 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        |    2346000 | PA      | $2100538.02    | 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        |    2244000 | PA      | $2176455.60    | 0.00%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1121696.80    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36182R4W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27278 | PA      | $25930.80      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3871000 | PA      | $3713218.04    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3528831.10    | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                              | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2971000 | PA      | $3276923.87    | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $817644.80     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1487000 | PA      | $1264336.62    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7390000 | PA      | $6344093.30    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2294682.63    | 0.00%             | 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        |    2612000 | PA      | $2440992.36    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36297DWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     448561 | PA      | $439664.24     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     668384 | PA      | $641420.53     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3012784.60    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                         | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     885000 | PA      | $794172.45     | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                     | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $997589.50     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4349000 | PA      | $3997165.90    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7562283 | PA      | $6445438.12    | 0.01%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    6960000 | PA      | $6349956.00    | 0.01%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                        | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1326042.00    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     320000 | PA      | $335523.20     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9200000 | PA      | $8921843.80    | 0.01%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    5752000 | PA      | $4667345.36    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33149 | PA      | $30929.23      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WF6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12737541 | PA      | $11980346.90   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 225433AF8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    6083000 | PA      | $4308345.58    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    1841000 | PA      | $1662846.43    | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $988949.52     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J75K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2873621 | PA      | $2777690.92    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1745000 | PA      | $1660646.70    | 0.00%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8812824 | PA      | $8297148.98    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2259000 | PA      | $1800264.87    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4168000 | PA      | $3783877.12    | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $955586.25     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     740936 | PA      | $735522.17     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2130000 | PA      | $2646997.86    | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XYEL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171872 | PA      | $165389.97     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                  | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $1504467.90    | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410GKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1500080 | PA      | $1606698.32    | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5354000 | PA      | $3924374.92    | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5287000 | PA      | $3694925.69    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3414000 | PA      | $3348007.38    | 0.00%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                                                             | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     924000 | PA      | $800074.04     | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX                                                                 | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    2400000 | PA      | $2378716.80    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5438000 | PA      | $5112155.04    | 0.01%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14600000 | PA      | $16559593.75   | 0.02%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7786000 | PA      | $6659817.76    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                        | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    5758000 | PA      | $4965814.36    | 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        |    6795000 | PA      | $5648683.50    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3554000 | PA      | $3232611.78    | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5948000 | PA      | $5805723.84    | 0.01%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2936000 | PA      | $1915328.96    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                             | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     630000 | PA      | $565670.70     | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                               | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     900000 | PA      | $948295.80     | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3489000 | PA      | $3277950.39    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1387718.80    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1608136.37    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335ALX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3884616 | PA      | $3887218.75    | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8296000 | PA      | $7723990.80    | 0.01%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5594835 | PA      | $5716051.00    | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2302000 | PA      | $2658165.44    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                         | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2133367.50    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                          | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    3314000 | PA      | $3022268.58    | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4697000 | PA      | $3931013.24    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2245000 | PA      | $2030692.30    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    2190000 | PA      | $1978796.40    | 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        |    2670000 | PA      | $2552947.20    | 0.00%             | 2025-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2299757 | PA      | $2179519.48    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                          | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     465000 | PA      | $431566.50     | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     851000 | PA      | $951962.64     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     625000 | PA      | $410931.25     | 0.00%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   11860000 | PA      | $10609244.40   | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                               | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     703000 | PA      | $458426.30     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2156000 | PA      | $1961054.48    | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X6QT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191813 | PA      | $167674.79     | 0.00%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2237000 | PA      | $1810784.39    | 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        |     225000 | PA      | $200868.75     | 0.00%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                | Howard University                                                                | CUSIP: 442851BH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     843000 | PA      | $656444.10     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1653000 | PA      | $1651115.58    | 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        |    1063000 | PA      | $845297.60     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $1667849.60    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EUU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     360734 | PA      | $347018.30     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     652240 | PA      | $646390.50     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     540000 | PA      | $446013.00     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                    | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    1820000 | PA      | $1972162.92    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9013815.10    | 0.01%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FDET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     800821 | PA      | $723692.30     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   16776000 | PA      | $13577487.84   | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5852000 | PA      | $5711903.12    | 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        |    1365000 | PA      | $1287304.20    | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     967000 | PA      | $804302.25     | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3202000 | PA      | $3134501.84    | 0.00%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20020000 | PA      | $18818591.59   | 0.02%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                               | STORE Capital Corp                                                               | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |     889000 | PA      | $703296.79     | 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        |    1550000 | PA      | $1485008.50    | 0.00%             | 2024-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18259705 | PA      | $17248771.15   | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4694491 | PA      | $3795174.84    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERTW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21619914 | PA      | $20370882.95   | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617HP7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2466243 | PA      | $2391019.69    | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2740000 | PA      | $2446162.40    | 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        |  208200000 | PA      | $177246516.67  | 0.22%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     220000 | PA      | $212091.00     | 0.00%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                   | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |     986000 | PA      | $958175.08     | 0.00%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                | GM Financial Consumer Automobile Receivables Trust 2022-1                        | CUSIP: 380146AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2940000 | PA      | $2681939.12    | 0.00%             | 2028-04-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care                                                             | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    2181000 | PA      | $1750666.89    | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                   | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2277576.32    | 0.00%             | 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        |    1380000 | PA      | $1369843.20    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    1768000 | PA      | $1653256.80    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617AUQF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     200959 | PA      | $204455.86     | 0.00%             | 2048-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E5HG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     315282 | PA      | $285119.38     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                    | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    1358000 | PA      | $1166196.08    | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29187016 | PA      | $25004917.77   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2903000 | PA      | $2735758.17    | 0.00%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6735309 | PA      | $6148965.63    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1937000 | PA      | $1679533.96    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                        | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    2641000 | PA      | $2145337.12    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     730000 | PA      | $613097.80     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                        | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    2604000 | PA      | $2109422.28    | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1346000 | PA      | $966320.32     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3726444.60    | 0.00%             | 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        |    2402000 | PA      | $2322373.70    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WF2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     334940 | PA      | $327374.20     | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8152000 | PA      | $8474819.20    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2096000 | PA      | $2221256.96    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3957000 | PA      | $3037155.78    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     990000 | PA      | $888188.40     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    6780000 | PA      | $4753254.60    | 0.01%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                  | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1698757.70    | 0.00%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                            | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2445782.71    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36198RPK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13922 | PA      | $13218.56      | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    2565000 | PA      | $2305858.05    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $2904657.30    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    4156000 | PA      | $3541992.56    | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $959406.00     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4230593 | PA      | $4242505.56    | 0.01%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3788000 | PA      | $3006838.64    | 0.00%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4995166 | PA      | $4871991.74    | 0.01%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4260000 | PA      | $4021014.00    | 0.00%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45872716 | PA      | $39207566.22   | 0.05%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2304339.00    | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Black Hills Corp                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     115000 | PA      | $102268.35     | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMHQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59176218 | PA      | $48670271.53   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     360000 | PA      | $290556.00     | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2678846.40    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBR6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     704000 | PA      | $673347.84     | 0.00%             | 2028-10-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1818662 | PA      | $1696561.96    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2112985.70    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1888000 | PA      | $2095453.44    | 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        |    5160000 | PA      | $5051227.20    | 0.01%             | 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        |    3590000 | PA      | $2908223.10    | 0.00%             | 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        |  360900000 | PA      | $323146478.37  | 0.40%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617BKPT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2949428 | PA      | $2859467.51    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    1565000 | PA      | $1592731.80    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3321000 | PA      | $2780706.51    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $654462.00     | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69272039 | PA      | $58934367.04   | 0.07%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2894000 | PA      | $2447918.84    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4422000 | PA      | $3600790.38    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4928000 | PA      | $4294604.16    | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FE2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29396 | PA      | $26564.55      | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $1893879.60    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3163037.80    | 0.00%             | 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        |    1821000 | PA      | $1802462.22    | 0.00%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFKU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5228787 | PA      | $4922270.84    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RBF5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $866895.01     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2983704.90    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1137668.04    | 0.00%             | 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        |    4605000 | PA      | $3860878.05    | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MISSISSIPPI ST                                                                   | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1032683.00    | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2722000 | PA      | $2629588.10    | 0.00%             | 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        |    3820000 | PA      | $3590074.20    | 0.00%             | 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        |    3644000 | PA      | $4161885.28    | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   74324085 | PA      | $63971975.97   | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3235000 | PA      | $3262432.80    | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    3975000 | PA      | $3712292.25    | 0.00%             | 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        |    3135000 | PA      | $3104778.60    | 0.00%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620A9EJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23282 | PA      | $22820.22      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8127000 | PA      | $6760363.68    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                  | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1664823.45    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GWFR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     845930 | PA      | $788351.64     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3871000 | PA      | $3637733.54    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                 | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    3021000 | PA      | $2551415.76    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                  | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    1136000 | PA      | $909833.76     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5202000 | PA      | $4923797.04    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1597551.90    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128CUJL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     421556 | PA      | $418278.28     | 0.00%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     971307 | PA      | $929865.99     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9496000 | PA      | $9024808.48    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WP3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1919104 | PA      | $1808950.18    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DL0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3435000 | PA      | $3176688.00    | 0.00%             | 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        |    3726000 | PA      | $3428776.98    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                   | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    3740000 | PA      | $3993714.12    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                   | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    2347000 | PA      | $2013514.77    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                 | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    2534000 | PA      | $2270641.38    | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     365000 | PA      | $323922.90     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                          | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $5317841.65    | 0.01%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                              | First Republic Bank/CA                                                           | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1046790.00    | 0.00%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    2642000 | PA      | $2573228.74    | 0.00%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     384447 | PA      | $381147.97     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9910019 | PA      | $8928954.39    | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1255232.40    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1754859.58    | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1319000 | PA      | $1371509.39    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1094822.82    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1130191.65    | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14672860 | PA      | $13574040.91   | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2428000 | PA      | $2011622.28    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6303982 | PA      | $6035022.08    | 0.01%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | Tucson Electric Power Co                                                         | CUSIP: 898813AP5<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     260000 | PA      | $249641.60     | 0.00%             | 2025-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36183E4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3272 | PA      | $3213.49       | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                 | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1332974.65    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4402000 | PA      | $4676068.52    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3551000 | PA      | $3124347.35    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   18619000 | PA      | $17007711.74   | 0.02%             | 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        |    2309000 | PA      | $2000725.41    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30686134 | PA      | $26850039.50   | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2222608.50    | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1058407.35    | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1398716.55    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2514832.20    | 0.00%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XDJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119561 | PA      | $117106.80     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3651000 | PA      | $3834937.38    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     746095 | PA      | $784949.32     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                            | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    2020000 | PA      | $1744714.40    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     906000 | PA      | $986942.04     | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2406662.95    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   92822271 | PA      | $81315664.72   | 0.10%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8180000 | PA      | $6555288.40    | 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        |    5169000 | PA      | $4819523.91    | 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        |    3545000 | PA      | $3274800.10    | 0.00%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                      | CUSIP: 292505AE4<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1865287.40    | 0.00%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1654000 | PA      | $1402608.54    | 0.00%             | 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        |   11012000 | PA      | $10874129.76   | 0.01%             | 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        |    2098000 | PA      | $1760809.44    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3088398 | PA      | $2793793.03    | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    4675000 | PA      | $4430123.50    | 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        |     470000 | PA      | $452783.90     | 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        |    3495000 | PA      | $3168252.45    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617KDEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     747962 | PA      | $717403.55     | 0.00%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6532000 | PA      | $5514706.32    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7558007 | PA      | $7339190.54    | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1550094.00    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                                   | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     100000 | NS      | $100000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                      | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    2580000 | PA      | $2449882.86    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                 | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1432000 | PA      | $1270971.60    | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2274000 | PA      | $1615381.38    | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                            | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2562181.00    | 0.00%             | 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        |    3362000 | PA      | $3321555.14    | 0.00%             | 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        |    1786000 | PA      | $1560821.12    | 0.00%             | 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        |    3097000 | PA      | $2672401.30    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1779933.00    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $986510.25     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5074000 | PA      | $4775699.54    | 0.01%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1627720 | PA      | $1355890.81    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176XKK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     522081 | PA      | $510520.94     | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                               | CUSIP: 127097AH6<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2458564.80    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                      | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    1567000 | PA      | $1453314.15    | 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        |    3344000 | PA      | $3258694.56    | 0.00%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7966000 | PA      | $5842025.42    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4803000 | PA      | $4696565.52    | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36198SXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     161120 | PA      | $152981.51     | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3494000 | PA      | $2835031.60    | 0.00%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                    | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1130403.54    | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1085725.80    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EKQH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100264 | PA      | $97239.85      | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697319.00     | 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        |    4943000 | PA      | $3860977.30    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9567594.10    | 0.01%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                               | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2639000 | PA      | $2475566.73    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $1768987.23    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3778000 | PA      | $3556344.74    | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9227000 | PA      | $8728372.92    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2310946.00    | 0.00%             | 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        |    4571000 | PA      | $5339293.68    | 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        |    7177000 | PA      | $7009632.36    | 0.01%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1794000 | PA      | $1390870.26    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2090000 | PA      | $2062370.20    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   10268000 | PA      | $9217994.32    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5285000 | PA      | $5082478.80    | 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        |    3820000 | PA      | $3503704.00    | 0.00%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31419BBF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293479 | PA      | $276707.84     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     230000 | PA      | $206268.60     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2129000 | PA      | $2194104.82    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4141000 | PA      | $4056316.55    | 0.01%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6763000 | PA      | $6711263.05    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAU7<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |     683000 | PA      | $564151.17     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2364000 | PA      | $2283482.16    | 0.00%             | 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        |    2720000 | PA      | $2572630.40    | 0.00%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                      | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1939000 | PA      | $1815446.92    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    2597000 | PA      | $2163326.97    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospitals Group Inc                                                  | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1167254.55    | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1385000 | PA      | $1474617.81    | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                     | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    3688000 | PA      | $2446102.88    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1882440.00    | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3381000 | PA      | $3128980.26    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                      | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    3493000 | PA      | $3281743.36    | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                    | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $361404.90     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1313211.90    | 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        |     500000 | PA      | $521360.00     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9515686 | PA      | $8988857.86    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | 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        |    1422000 | PA      | $1426706.82    | 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        |    1405000 | PA      | $1325364.60    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 313382AX1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     290000 | PA      | $288028.00     | 0.00%             | 2023-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8801000 | PA      | $6975672.60    | 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        |    4410000 | PA      | $4095655.20    | 0.01%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6745000 | PA      | $4387285.25    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E9L79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74630 | PA      | $71445.63      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    2148000 | PA      | $1990852.32    | 0.00%             | 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        |    4319000 | PA      | $4084435.11    | 0.01%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4733000 | PA      | $4097926.06    | 0.01%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  183900000 | PA      | $178081289.98  | 0.22%             | 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        |    2350000 | PA      | $1980838.50    | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2395992 | PA      | $2358732.31    | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410F6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     727434 | PA      | $795968.50     | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42672357 | PA      | $38396926.42   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1013570 | PA      | $1023105.55    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARMAN INTL IND                                                                  | Harman International Industries Inc                                              | CUSIP: 413086AH2<br>LEI: 1VWDHRIRERCQ5D5M5681 | Long             | DBT              | CORP              | US        |    1946000 | PA      | $1901553.36    | 0.00%             | 2025-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10248511 | PA      | $9356325.82    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1543390.20    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GT5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2322410 | PA      | $2231359.74    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                         | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $3452106.25    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                            | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     580000 | PA      | $654002.20     | 0.00%             | 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        |    4748000 | PA      | $4416637.08    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2195342.28    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96399 | PA      | $101505.01     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | 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        |    3550000 | PA      | $3488088.00    | 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        |    6204000 | PA      | $5981152.32    | 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        |    5210000 | PA      | $5262412.60    | 0.01%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1992745 | PA      | $1857108.71    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2078344.75    | 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        |     309000 | PA      | $293043.24     | 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        |     740000 | PA      | $701490.40     | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  145500000 | PA      | $135815156.25  | 0.17%             | 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        |    4888000 | PA      | $4654940.16    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JQK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     820653 | PA      | $759188.40     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418MP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165061 | PA      | $174102.91     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8UE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3834675 | PA      | $3837244.96    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131YBC71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     258575 | PA      | $257821.41     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28889000 | PA      | $30216088.44   | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2404961.60    | 0.00%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    9724000 | PA      | $9517753.96    | 0.01%             | 2024-01-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1714000 | PA      | $1440565.58    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     270000 | PA      | $206209.80     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2038000 | PA      | $1796333.96    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $1040382.98    | 0.00%             | 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        |    1079000 | PA      | $950825.59     | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $2019265.92    | 0.00%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BA0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     111000 | PA      | $109905.54     | 0.00%             | 2023-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2891000 | PA      | $2806640.62    | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     755000 | PA      | $719220.55     | 0.00%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1262156.70    | 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        |    1439000 | PA      | $1374719.87    | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1344000 | PA      | $1140115.20    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WDDB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      83817 | PA      | $83097.43      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $3551458.15    | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2874000 | PA      | $2828447.10    | 0.00%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11175000 | PA      | $11307535.28   | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $3053212.75    | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1574015.36    | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1061111.25    | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                              | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     695000 | PA      | $586420.15     | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2325498.00    | 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        |    2739000 | PA      | $2646750.48    | 0.00%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2321000 | PA      | $1953562.49    | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14968383 | PA      | $14155943.76   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PUXS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     534021 | PA      | $523615.68     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GSN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     478897 | PA      | $482855.07     | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1624785 | PA      | $1604559.43    | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21977000 | PA      | $24538694.06   | 0.03%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31292LCR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     433693 | PA      | $443597.27     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1672000 | PA      | $1248515.84    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2166000 | PA      | $1881062.70    | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                        | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2775000 | PA      | $2197411.50    | 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        |     750000 | PA      | $640042.50     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1777000 | PA      | $1458952.54    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8938262 | PA      | $8858104.83    | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3276000 | PA      | $3079145.16    | 0.00%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H5XU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81558 | PA      | $77030.53      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                          | PPL Capital Funding Inc                                                          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    3881000 | PA      | $3628502.14    | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $2207373.24    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3990000 | PA      | $3843806.40    | 0.00%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                                | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1388843.90    | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2088000 | PA      | $2199728.88    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4061000 | PA      | $3980145.49    | 0.00%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1354138 | PA      | $1306080.39    | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    6095000 | PA      | $4898429.60    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75316518 | PA      | $67763533.32   | 0.08%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1216715.40    | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     970000 | PA      | $833462.80     | 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        |    3360000 | PA      | $3161188.80    | 0.00%             | 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        |     590000 | PA      | $555785.90     | 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        |    2593000 | PA      | $2496721.91    | 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        |    3569000 | PA      | $3176873.97    | 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        |    5378000 | PA      | $5286520.22    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                             | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     385000 | PA      | $250704.30     | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                          | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $1977035.50    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4W44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     654958 | PA      | $610378.14     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     505000 | PA      | $526947.30     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2194776.85    | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1365884 | PA      | $1277987.00    | 0.00%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3308305.14    | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2326122.38    | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6973157 | PA      | $6639712.46    | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     680000 | PA      | $664264.80     | 0.00%             | 2024-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3347451.30    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5510000 | PA      | $5634360.70    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5058000 | PA      | $4990981.50    | 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        |    6920000 | PA      | $6514003.60    | 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        |   12310000 | PA      | $10565673.00   | 0.01%             | 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        |    1803000 | PA      | $1719124.44    | 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        |    3590000 | PA      | $3174457.50    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     355000 | PA      | $236596.85     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2884000 | PA      | $2323119.68    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     277000 | PA      | $277473.67     | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903AW3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $2026215.24    | 0.00%             | 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        |   12205000 | PA      | $10076448.00   | 0.01%             | 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        |    3625000 | PA      | $3244773.75    | 0.00%             | 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        |    2236000 | PA      | $1913054.52    | 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        |    3990000 | PA      | $3798799.20    | 0.00%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JHL92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     893392 | PA      | $845675.63     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36182XKB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     124130 | PA      | $117860.45     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132KFWH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    9860898 | PA      | $9292923.34    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4407000 | PA      | $2878740.54    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2251706.60    | 0.00%             | 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        |     490000 | PA      | $386227.80     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    4230000 | PA      | $5179169.70    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    6021000 | PA      | $6603832.80    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36230UFZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1870411 | PA      | $1833626.39    | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7898000 | PA      | $7736248.96    | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WFHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106581 | PA      | $97153.17      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  285704538 | PA      | $251450912.28  | 0.31%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1613000 | PA      | $1293271.14    | 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        |    4555000 | PA      | $4276006.25    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2190969.95    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6047080 | PA      | $6020831.41    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   52705376 | PA      | $47683069.67   | 0.06%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                     | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    1723000 | PA      | $1475180.91    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3603000 | PA      | $2861538.63    | 0.00%             | 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        |     850000 | PA      | $701879.00     | 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        |    3825000 | PA      | $3255763.50    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JQW58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     310030 | PA      | $289654.85     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     586180 | PA      | $593833.84     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4737000 | PA      | $4231088.40    | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                    | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $925976.80     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                         | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    2304000 | PA      | $1804354.56    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1704500 | PA      | $1669114.58    | 0.00%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23995598 | PA      | $22183474.56   | 0.03%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                       | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     240000 | PA      | $184437.60     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | 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        |    1830000 | PA      | $1415322.00    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1976000 | PA      | $1750182.72    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3320821.00    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2089665.50    | 0.00%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     277100 | PA      | $274614.58     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7VV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100611 | PA      | $95026.80      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $3961888.40    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $5330733.80    | 0.01%             | 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        |    7500000 | PA      | $7014975.00    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                        | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    3194000 | PA      | $2756198.42    | 0.00%             | 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        |    1117000 | PA      | $948601.08     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1630000 | PA      | $1578443.10    | 0.00%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38805606 | PA      | $36699354.50   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4H90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     856969 | PA      | $806823.84     | 0.00%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16190000 | PA      | $14114270.22   | 0.02%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1278326.70    | 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        |    2915000 | PA      | $2807640.55    | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36296Q6T1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1585464 | PA      | $1591044.70    | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     795000 | PA      | $625283.40     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1066798.50    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1494805.00    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                          | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     808000 | PA      | $632849.84     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617BKXM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47103 | PA      | $45738.90      | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                              | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     475000 | PA      | $375795.30     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2321000 | PA      | $2112852.72    | 0.00%             | 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        |   10240000 | PA      | $10104012.80   | 0.01%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1583000 | PA      | $1096639.08    | 0.00%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2718000 | PA      | $2595554.10    | 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        |      45000 | PA      | $42588.45      | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                              | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2291000 | PA      | $2344288.66    | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   62325234 | PA      | $51449926.19   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                  | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $859962.48     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                         | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $6303885.12    | 0.01%             | 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        |    3125000 | PA      | $2762406.25    | 0.00%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16418134 | PA      | $15439634.21   | 0.02%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     877000 | PA      | $843858.17     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4256000 | PA      | $2842369.60    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31294NVW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1269704 | PA      | $1219480.25    | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    3318000 | PA      | $3737030.22    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617A8LE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     325594 | PA      | $308734.22     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2056000 | PA      | $1743796.40    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416WT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2890615 | PA      | $2889749.42    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E9J80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     868060 | PA      | $831024.15     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     716413 | PA      | $692497.02     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    4382000 | PA      | $4798596.74    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 68323AFC3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    3940000 | PA      | $3867582.80    | 0.00%             | 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        |    2507000 | PA      | $2332738.43    | 0.00%             | 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        |    1883000 | PA      | $1851233.79    | 0.00%             | 2025-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417ENG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4928805 | PA      | $4510740.96    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 312939QU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90463 | PA      | $92524.02      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41872 | PA      | $40945.49      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1674000 | PA      | $1648672.38    | 0.00%             | 2024-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3806000 | PA      | $2862454.54    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28048609 | PA      | $23185073.16   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1174473.55    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                   | CUSIP: 125581GX0<br>LEI: N8O96ZZJQRFYQUJY7K79 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1621380.20    | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8823000 | PA      | $8657921.67    | 0.01%             | 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        |    3595000 | PA      | $3469282.85    | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41365945 | PA      | $35088559.90   | 0.04%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1549645.02    | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                             | CUSIP: 46513CXR2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2970000 | PA      | $2822361.30    | 0.00%             | 2026-03-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                         | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36704.15      | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1371613.60    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                      | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1438129.28    | 0.00%             | 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        |    2258000 | PA      | $2046380.24    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16001562 | PA      | $13726399.80   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1985161.95    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1279946.85    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3261000 | PA      | $2966608.89    | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1304000 | PA      | $954827.92     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     865000 | PA      | $752290.50     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6307000 | PA      | $4695120.01    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3741000 | PA      | $3099755.19    | 0.00%             | 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        |    4203259 | PA      | $4120580.42    | 0.01%             | 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        |    2750000 | PA      | $2650312.50    | 0.00%             | 2026-04-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1032252.90    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2813000 | PA      | $2582924.73    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4578000 | PA      | $4092960.90    | 0.01%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    9415000 | PA      | $6430821.60    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2733000 | PA      | $2705888.64    | 0.00%             | 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        |    2851000 | PA      | $2738214.44    | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2021-4                                                   | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7490000 | PA      | $7009640.61    | 0.01%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   96169249 | PA      | $82097874.12   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    5416000 | PA      | $5409988.24    | 0.01%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2023000 | PA      | $1820234.71    | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620AWB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     240707 | PA      | $228766.57     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2481794.00    | 0.00%             | 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        |     689000 | PA      | $563829.37     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                               | CUSIP: 448055AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1932000 | PA      | $2002788.48    | 0.00%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13500166 | PA      | $12391603.35   | 0.02%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    9525000 | PA      | $9101994.75    | 0.01%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                 | CUSIP: 57582RG34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     540000 | PA      | $384169.50     | 0.00%             | 2041-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5565000 | PA      | $5458207.65    | 0.01%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                           | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4462000 | PA      | $3909470.54    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E9LR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63822 | PA      | $57716.68      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    3584000 | PA      | $2939632.64    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2559000 | PA      | $2485275.21    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1678000 | PA      | $1284374.76    | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    6985000 | PA      | $7351363.25    | 0.01%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5225120 | PA      | $4318891.48    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                  | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     777000 | PA      | $716052.12     | 0.00%             | 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        |    1716000 | PA      | $1670131.32    | 0.00%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32403000 | PA      | $34509195.00   | 0.04%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                    | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1630897.25    | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142DV2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     175000 | PA      | $168854.00     | 0.00%             | 2024-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10580625 | PA      | $9781586.81    | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1219192.00    | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1488222.50    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2254000 | PA      | $1864441.18    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                 | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    3472000 | PA      | $3362180.64    | 0.00%             | 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        |   12220000 | PA      | $11591892.00   | 0.01%             | 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        |    2205000 | PA      | $2066900.85    | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4368000 | PA      | $4244691.36    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4836000 | PA      | $4813415.88    | 0.01%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1133000 | PA      | $781294.14     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     625000 | PA      | $580418.75     | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  237686000 | PA      | $217556966.88  | 0.27%             | 2052-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                   | CUSIP: 14042TCT2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2253721.80    | 0.00%             | 2026-01-28      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $3465302.90    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $1213483.68    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140L2MG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2632093 | PA      | $2248029.32    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2037000 | PA      | $1718535.42    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     350000 | PA      | $283006.50     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 3265794387 | NS      | $3266120966.59 | 4.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49200000 | PA      | $46474781.50   | 0.06%             | 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        |    4604000 | PA      | $4497969.88    | 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        |    8616000 | PA      | $8131780.80    | 0.01%             | 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        |    4812000 | PA      | $4808439.12    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13805001 | PA      | $12078947.88   | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    2812000 | PA      | $2722775.24    | 0.00%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3298000 | PA      | $3521703.34    | 0.00%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3441000 | PA      | $2974193.94    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3459370.85    | 0.00%             | 2024-09-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp                                                                    | CUSIP: 337358BH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     355000 | PA      | $384656.70     | 0.00%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1907000 | PA      | $1533990.80    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     243000 | PA      | $201804.21     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2993000 | PA      | $2175701.49    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $2766363.60    | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    2447000 | PA      | $2267390.20    | 0.00%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                    | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    4783000 | PA      | $4668686.30    | 0.01%             | 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        |     676000 | PA      | $645992.36     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2715000 | PA      | $2389390.05    | 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        |    5279000 | PA      | $4977991.42    | 0.01%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11316000 | PA      | $7337633.88    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2132000 | PA      | $2016253.72    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4356867 | PA      | $4124166.64    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1459000 | PA      | $1206753.49    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                           | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     649000 | PA      | $593296.33     | 0.00%             | 2026-10-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    3091000 | PA      | $2880750.18    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2891000 | PA      | $2416297.80    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                  | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2530389.50    | 0.00%             | 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        |    1195000 | PA      | $1030544.10    | 0.00%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1321218.35    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1719325.30    | 0.00%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $733143.40     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X45A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3664828 | PA      | $3330359.92    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                             | CUSIP: 698299BD5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2415000 | PA      | $2379620.25    | 0.00%             | 2024-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  156500000 | PA      | $100135546.88  | 0.12%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1948038 | PA      | $1872675.26    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2726000 | PA      | $2621539.68    | 0.00%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416BMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246093 | PA      | $253390.85     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | 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        |    4821000 | PA      | $4510575.81    | 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        |    8013000 | PA      | $7624289.37    | 0.01%             | 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        |    3234000 | PA      | $3192895.86    | 0.00%             | 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        |    2290000 | PA      | $2223979.30    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $1622493.60    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8616000 | PA      | $6858666.08    | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14427741 | PA      | $13883601.20   | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4045000 | PA      | $3556404.45    | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                        | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1145698.88    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6YJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     370966 | PA      | $377685.54     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                       | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1853894.55    | 0.00%             | 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        |     270000 | PA      | $241552.80     | 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        |    3025000 | PA      | $2917945.25    | 0.00%             | 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        |    6935000 | PA      | $6857813.45    | 0.01%             | 2023-06-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412GTG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1750000 | PA      | $1715803.25    | 0.00%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1105273.00    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H2EU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     358378 | PA      | $337329.42     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $1896160.95    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9330000 | PA      | $7210783.80    | 0.01%             | 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        |    3400000 | PA      | $3214870.00    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERWT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     579105 | PA      | $545276.80     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 0778FPAJ8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    2025000 | PA      | $1516563.00    | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                       | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    3983000 | PA      | $2752014.02    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS MORTGAGE TRUST 2017-C1                                                     | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18450000 | PA      | $17250581.92   | 0.02%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FFDZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302642 | PA      | $304588.51     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $895248.90     | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1239003.36    | 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        |    5926000 | PA      | $5612514.60    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4617000 | PA      | $4641377.76    | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                          | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1079017.02    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                       | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2791000 | PA      | $2764178.49    | 0.00%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138LTJV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     978046 | PA      | $925107.24     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                       | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    2031000 | PA      | $1846849.23    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36627164 | PA      | $31512868.52   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38280832 | PA      | $32775678.14   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19872836 | PA      | $18709992.76   | 0.02%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJY61<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1317014 | PA      | $1191382.64    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1061369 | PA      | $1120543.67    | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                        | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1565695.40    | 0.00%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                   | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23505.50      | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1587000 | PA      | $1518885.96    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4127535 | PA      | $3886015.52    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3012324.00    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  185395000 | PA      | $179340694.53  | 0.22%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118848 | PA      | $114146.45     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418SYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1713 | PA      | $1750.41       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1242443.16    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4215000 | PA      | $3932468.55    | 0.00%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| SWISS RE AMERICA HOLDING                                                         | Swiss Re America Holding Corp                                                    | CUSIP: 36158FAA8<br>LEI: 549300TFNR7TTQPWQU29 | Long             | DBT              | CORP              | US        |     554000 | PA      | $586071.06     | 0.00%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JXMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     651141 | PA      | $628565.85     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1345000 | PA      | $1057250.70    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3378664.00    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                            | CUSIP: 69371RR24<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     560000 | PA      | $532235.20     | 0.00%             | 2024-02-02      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4501322 | PA      | $4329518.19    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2272000 | PA      | $2122252.48    | 0.00%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4994977 | PA      | $4584816.20    | 0.01%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                               | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     970000 | PA      | $1135113.40    | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAC0<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9473968.50    | 0.01%             | 2048-11-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2658718.05    | 0.00%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     690000 | PA      | $685639.20     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    1503000 | PA      | $1158587.55    | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                         | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1425000 | PA      | $1287402.00    | 0.00%             | 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        |    5518000 | PA      | $5366751.62    | 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        |   11701000 | PA      | $11181475.60   | 0.01%             | 2025-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    5239000 | PA      | $4696815.89    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83200000 | PA      | $81068000.00   | 0.10%             | 2023-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                 | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1060000 | PA      | $1118887.24    | 0.00%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                 | WPP Finance 2010                                                                 | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    2641000 | PA      | $2552156.76    | 0.00%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     284500 | PA      | $267136.76     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | 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        |    3175000 | PA      | $3194399.25    | 0.00%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BANKUNITED INC                                                                   | BankUnited Inc                                                                   | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    1139000 | PA      | $1057470.38    | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   99489464 | PA      | $82017333.55   | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9MA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45047 | PA      | $42022.71      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     613978 | PA      | $546497.92     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1575153.35    | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $4528303.20    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6942347 | PA      | $6860419.71    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JM4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     980625 | PA      | $907179.94     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5124000 | PA      | $5110472.64    | 0.01%             | 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        |    3645000 | PA      | $3360252.60    | 0.00%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    2422000 | PA      | $2005149.58    | 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        |    3688000 | PA      | $3421578.88    | 0.00%             | 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        |    2737000 | PA      | $2243628.38    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138AKEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     432412 | PA      | $423642.86     | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31385XQ91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    2193155 | PA      | $2258189.32    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1326904.10    | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  277400000 | PA      | $268839610.76  | 0.33%             | 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        |    3345000 | PA      | $3157211.70    | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9SS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     830189 | PA      | $784997.50     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7489000 | PA      | $5716278.81    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                     | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    3057000 | PA      | $2630945.91    | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3301976 | PA      | $3174208.91    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1563890.20    | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    4284000 | PA      | $3789797.76    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $1768249.60    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1710000 | PA      | $1582194.60    | 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        |    7246000 | PA      | $6045627.64    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4819000 | PA      | $4104631.44    | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                     | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1050000 | PA      | $930456.45     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EAU3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     850000 | PA      | $828529.00     | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    3170000 | PA      | $2963696.40    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2466000 | PA      | $2433621.42    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  234966000 | PA      | $225613251.21  | 0.28%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2122000 | PA      | $1507490.02    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                   | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1247730.60    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   11947000 | PA      | $11319663.03   | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74000000 | PA      | $65004375.00   | 0.08%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $6669390.90    | 0.01%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138Y9AV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115026 | PA      | $110576.30     | 0.00%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2201000 | PA      | $1821063.38    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2604539.00    | 0.00%             | 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        |    3275000 | PA      | $2908986.00    | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2141000 | PA      | $1842244.86    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     650000 | PA      | $467642.50     | 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        |    3400000 | PA      | $3138948.00    | 0.00%             | 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        |  119500000 | PA      | $113889102.16  | 0.14%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                              | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $3803081.00    | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     374880 | PA      | $354125.48     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    4721000 | PA      | $4640318.11    | 0.01%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138E2MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1751024 | PA      | $1688481.59    | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    5064000 | PA      | $4863921.36    | 0.01%             | 2025-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE Capital Corp                                                               | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    2062000 | PA      | $1880626.48    | 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        |    6957000 | PA      | $6530327.19    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7662000 | PA      | $6274794.90    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3074000 | PA      | $2532299.72    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1329494.20    | 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        |    2847000 | PA      | $2738927.88    | 0.00%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2421000 | PA      | $1876081.32    | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $2035685.68    | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     212063 | PA      | $190753.15     | 0.00%             | 2037-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    8775000 | PA      | $7825369.50    | 0.01%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2165000 | PA      | $2247300.31    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3145513.20    | 0.00%             | 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        |    4374000 | PA      | $3826550.16    | 0.00%             | 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        |   16718000 | PA      | $15770423.76   | 0.02%             | 2025-03-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132HRFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11165 | PA      | $10538.82      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE Centers Corp                                                                | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    2552000 | PA      | $2411997.28    | 0.00%             | 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        |    1688000 | PA      | $1467057.68    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2037915.20    | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2984000 | PA      | $2601868.96    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2012532.64    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4364285.00    | 0.01%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2240000 | PA      | $2193049.60    | 0.00%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $1840051.20    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    3339000 | PA      | $3093216.21    | 0.00%             | 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        |    2400000 | PA      | $1955376.00    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3475039.55    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    5732000 | PA      | $5446603.72    | 0.01%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     700000 | PA      | $765016.00     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XJZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2902418 | PA      | $2624747.56    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE Centers Corp                                                                | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    2074000 | PA      | $1961278.10    | 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        |    4990000 | PA      | $4393495.40    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BorgWarner Inc                                                                   | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1574433.00    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JMCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     415241 | PA      | $398113.58     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7842532 | PA      | $7649145.68    | 0.01%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417FSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137834 | PA      | $125834.79     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    7220000 | PA      | $6361108.80    | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | Aptiv PLC                                                                        | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1367000 | PA      | $1191764.27    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1969000 | PA      | $1904633.39    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | 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        |     510000 | PA      | $490140.60     | 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        |     522000 | PA      | $504032.76     | 0.00%             | 2025-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2297015.60    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1032186.20    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2178000 | PA      | $1817453.88    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust 2022-1                                                   | CUSIP: 05601XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6125846.74    | 0.01%             | 2025-05-27      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     622000 | PA      | $633444.80     | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2444019.85    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                           | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    1315000 | PA      | $868846.80     | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1353989.40    | 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        |    2900000 | PA      | $2241381.00    | 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        |    2363000 | PA      | $2131827.71    | 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        |   12930000 | PA      | $12458830.80   | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2553000 | PA      | $1633971.06    | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     620000 | PA      | $604462.80     | 0.00%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YUA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95508 | PA      | $89154.94      | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4049765.50    | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMware Inc                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3454000 | PA      | $3251250.20    | 0.00%             | 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        |    2670000 | PA      | $2200907.70    | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JWFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293003 | PA      | $271672.07     | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                        | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |      69000 | PA      | $55529.13      | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8ZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7485420 | PA      | $7047416.81    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                              | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2862000 | PA      | $2054326.43    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $2033419.25    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8285558 | PA      | $7812016.74    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $1975019.10    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6946000 | PA      | $6636764.08    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5892395 | PA      | $5599785.66    | 0.01%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3160000 | PA      | $2655664.00    | 0.00%             | 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        |    4242000 | PA      | $3907560.72    | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J57C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11911138 | PA      | $11550644.77   | 0.01%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3800000 | PA      | $3686152.00    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PPLH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      53515 | PA      | $52972.03      | 0.00%             | 2024-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    1075000 | PA      | $909063.00     | 0.00%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10522644 | PA      | $9509184.41    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-CCRE20 Mortgage Trust                                                  | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5783945 | PA      | $5527644.19    | 0.01%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4490000 | PA      | $3907287.80    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2896000 | PA      | $2062878.72    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $1621345.10    | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   29866000 | PA      | $21088681.26   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8RR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20723025 | PA      | $17172736.54   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     875000 | PA      | $733766.25     | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $1835749.89    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1787000 | PA      | $1029401.35    | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1525651.20    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     964000 | PA      | $794875.84     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5394000 | PA      | $5309691.78    | 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        |   12106000 | PA      | $10422539.64   | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19769959 | PA      | $17426415.00   | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                              | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5067.95       | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3474000 | PA      | $3962444.40    | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    9687000 | PA      | $6854230.59    | 0.01%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2040340.00    | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1336047 | PA      | $1284729.12    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $912884.40     | 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        |    2795000 | PA      | $2607958.60    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXMK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     681147 | PA      | $708453.66     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $3025996.05    | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36178MSR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     117917 | PA      | $112092.46     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6040000 | PA      | $6362762.50    | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58144 | PA      | $55950.94      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    2638000 | PA      | $2104385.36    | 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        |    9185000 | PA      | $8224983.80    | 0.01%             | 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        |  326715000 | PA      | $308771201.24  | 0.38%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                             | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    5180000 | PA      | $4783263.80    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                       | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    1549000 | PA      | $1296528.49    | 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        |    1385000 | PA      | $1350790.50    | 0.00%             | 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        |     747000 | PA      | $732239.28     | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   88677000 | PA      | $88593865.31   | 0.11%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1897803.10    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    7749000 | PA      | $7300642.86    | 0.01%             | 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        |    1113000 | PA      | $938993.58     | 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        |    5825000 | PA      | $5756032.00    | 0.01%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMRN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47799 | PA      | $46396.50      | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B7 Mortgage Trust                                                 | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10093000 | PA      | $9741099.38    | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8X42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     751803 | PA      | $729125.74     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $2042514.24    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | 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        |    6495000 | PA      | $6014045.25    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1782000 | PA      | $2353255.74    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1823620.00    | 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        |    4598000 | PA      | $4314349.38    | 0.01%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     565000 | PA      | $580074.20     | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2776000 | PA      | $2545814.08    | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4329993 | PA      | $4377429.89    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    6916000 | PA      | $6267832.48    | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     990000 | PA      | $804919.50     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $6048381.50    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2206723.50    | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2473000 | PA      | $2390945.86    | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                      | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    2198000 | PA      | $2161051.62    | 0.00%             | 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        |    3264000 | PA      | $2565340.80    | 0.00%             | 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        |    6281000 | PA      | $5354992.17    | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    7185000 | PA      | $4779821.25    | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    4993000 | PA      | $4832674.77    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2831000 | PA      | $2265819.16    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $893511.36     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1786097.88    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152118000 | PA      | $127826656.88  | 0.16%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95430000 | PA      | $83121021.57   | 0.10%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31413YRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18720 | PA      | $20050.56      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6414000 | PA      | $6350180.70    | 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        |  273600000 | PA      | $235980000.00  | 0.29%             | 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        |    3867000 | PA      | $3705668.76    | 0.00%             | 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        |    8671000 | PA      | $8481885.49    | 0.01%             | 2026-01-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                     | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1802646.00    | 0.00%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5923000 | PA      | $5746968.44    | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     580607 | PA      | $518520.52     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4729000 | PA      | $4565896.79    | 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        |    3870000 | PA      | $3808815.30    | 0.00%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F1ZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197956 | PA      | $181946.31     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     895000 | PA      | $722864.65     | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1649929.95    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    3418000 | PA      | $2990339.84    | 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        |    5636000 | PA      | $5159476.20    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY AUTH                                                         | CUSIP: 650009S61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1005000 | PA      | $794522.85     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9168000 | PA      | $8263851.84    | 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        |    2933000 | PA      | $2828115.92    | 0.00%             | 2024-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20279591 | PA      | $18607956.56   | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12820000 | PA      | $11957654.75   | 0.01%             | 2024-10-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EPWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4069127 | PA      | $3837087.40    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22091635 | PA      | $18202155.43   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2731000 | PA      | $2253812.37    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3123372.00    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1054153 | PA      | $991431.92     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                         | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    4003000 | PA      | $3518356.79    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| FEDEX 2020-1 CLASS AA                                                            | FedEx Corp 2020-1 Class AA Pass Through Trust                                    | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2450542 | PA      | $1995599.10    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1098000 | PA      | $1141195.32    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9988324 | PA      | $9601833.64    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WFEH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2251264 | PA      | $2118198.68    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10945717 | PA      | $9775256.91    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3350000 | PA      | $4285762.20    | 0.01%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                               | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     473000 | PA      | $415237.24     | 0.00%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | Autodesk Inc                                                                     | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3113717.00    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W9RJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107667 | PA      | $103263.19     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1859976.76    | 0.00%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28046038 | PA      | $25328566.03   | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1885044.00    | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2696905 | PA      | $2667397.72    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GSCM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     516638 | PA      | $501821.00     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                         | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    3265000 | PA      | $3996010.65    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1209925.15    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1498747 | PA      | $1434802.44    | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                        | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     760000 | PA      | $594996.40     | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | 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        |    8190000 | PA      | $7510393.80    | 0.01%             | 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        |    1060000 | PA      | $857041.80     | 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        |    2478000 | PA      | $2087268.96    | 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        |    3620000 | PA      | $3622135.80    | 0.00%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1572000 | PA      | $1322617.92    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1226513.65    | 0.00%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7786924 | PA      | $7546823.43    | 0.01%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNH44<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     588312 | PA      | $555295.41     | 0.00%             | 2042-10-01      | 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: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    5500000 | PA      | $5334780.00    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   86621318 | PA      | $73640968.76   | 0.09%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4806000 | PA      | $4630821.30    | 0.01%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                       | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1476931.30    | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    4531120 | PA      | $5762225.30    | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     211000 | PA      | $231817.26     | 0.00%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48662994 | PA      | $40139564.16   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                         | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    6623000 | PA      | $6227805.59    | 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        |    3749000 | PA      | $3576358.55    | 0.00%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                                | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1860000 | PA      | $1864482.60    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                    | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1568000 | PA      | $1415841.28    | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $2681489.20    | 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        |     375000 | PA      | $294723.75     | 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        |    2670000 | PA      | $2571450.30    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25798946 | PA      | $25046697.17   | 0.03%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1260107.50    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2630000 | PA      | $2241233.40    | 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        |     525000 | PA      | $426788.25     | 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        |     991000 | PA      | $968068.26     | 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        |    2989000 | PA      | $2781174.83    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1286114.80    | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36182WLM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     226122 | PA      | $207335.30     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2516976.00    | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2638000 | PA      | $2324368.18    | 0.00%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23682 | PA      | $23402.85      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    1184000 | PA      | $1173166.40    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                   | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     317000 | PA      | $339992.01     | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3551000 | PA      | $3321427.85    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5NT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     324480 | PA      | $312016.79     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1333820 | PA      | $1263924.26    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $4854000.30    | 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        |    8192000 | PA      | $6581288.96    | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2121000 | PA      | $1567906.83    | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1916000 | PA      | $1823553.00    | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620ARHE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1330190 | PA      | $1334793.21    | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                        | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    4120000 | PA      | $4933382.76    | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36178W7C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105806 | PA      | $100551.43     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                     | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    3958000 | PA      | $3205980.00    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1640101.75    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1958000 | PA      | $1310176.12    | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GVRB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214371 | PA      | $204982.79     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                            | CUSIP: 3135G0V34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     200000 | PA      | $195226.00     | 0.00%             | 2024-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK                                                                     | Cadence Bank                                                                     | CUSIP: 05971JAA0<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |     625000 | PA      | $588431.25     | 0.00%             | 2029-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6326000 | PA      | $5969087.08    | 0.01%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | Medtronic Inc                                                                    | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    7410000 | PA      | $7138349.40    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1483496.60    | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | 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        |    2019000 | PA      | $1947769.68    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FTW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65154 | PA      | $64531.14      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3704000 | PA      | $3595287.60    | 0.00%             | 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        |    6796000 | PA      | $6540742.24    | 0.01%             | 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        |    1485000 | PA      | $1423372.50    | 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        |    1726000 | PA      | $1588644.92    | 0.00%             | 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        |   42800000 | PA      | $38269218.96   | 0.05%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132J2SY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     236175 | PA      | $224809.11     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    7119000 | PA      | $5536161.54    | 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        |    2121000 | PA      | $1675674.84    | 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        |    4443000 | PA      | $4352673.81    | 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        |    2827000 | PA      | $2490558.73    | 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        |    2339000 | PA      | $2109684.44    | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4702000 | PA      | $4642942.88    | 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        |    4744000 | PA      | $4709368.80    | 0.01%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                           | GE Healthcare Holding LLC                                                        | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2418295.50    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2711000 | PA      | $2592014.21    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2928000 | PA      | $2772142.56    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                    | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1788459.60    | 0.00%             | 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        |    9510000 | PA      | $7723261.20    | 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        |    6200000 | PA      | $5989820.00    | 0.01%             | 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        |    2300000 | PA      | $1863874.00    | 0.00%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1155757.75    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $4516308.55    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2989000 | PA      | $3228717.80    | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3405000 | PA      | $3551380.95    | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                            | CUSIP: 02765UDN1<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1343210.70    | 0.00%             | 2047-02-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   21970000 | PA      | $18313532.90   | 0.02%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $1640900.67    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10537000 | PA      | $9725334.89    | 0.01%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19000000 | PA      | $17966875.00   | 0.02%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9311000 | PA      | $9181856.43    | 0.01%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    7103000 | PA      | $5281293.59    | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                              | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1227105.00    | 0.00%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1052556.70    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1317521.70    | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140L6P99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12461291 | PA      | $10276733.93   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                  | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     836000 | PA      | $614752.60     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $1857448.50    | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133G83E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     821866 | PA      | $777588.44     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                        | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    3023000 | PA      | $2892557.55    | 0.00%             | 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        |    2491000 | PA      | $2354269.01    | 0.00%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3704000 | PA      | $2770999.44    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $245705.00     | 0.00%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11703000 | PA      | $11134234.20   | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     340000 | PA      | $331187.20     | 0.00%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6196834 | PA      | $6141261.63    | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                       | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    2881000 | PA      | $2454986.53    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2283000 | PA      | $1893109.26    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1099000 | PA      | $946535.73     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $1413323.18    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     740000 | PA      | $776807.60     | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    3218000 | PA      | $2327740.30    | 0.00%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3368000 | PA      | $3055146.48    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2742016.84    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MAFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6261444 | PA      | $5350144.61    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6363000 | PA      | $5907536.46    | 0.01%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5463192 | PA      | $5159945.03    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                    | Aircastle Ltd                                                                    | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1882000 | PA      | $1814643.22    | 0.00%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5083717 | PA      | $4951171.73    | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1596331.10    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WD4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6022491 | PA      | $5878454.42    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    8290000 | PA      | $6821509.40    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                    | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3102289.60    | 0.00%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                      | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1255000 | PA      | $1401901.52    | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6468000 | PA      | $6317748.36    | 0.01%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10564000 | PA      | $9262092.64    | 0.01%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1434628.86    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9UT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1995223 | PA      | $1882995.82    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3263000 | PA      | $2656767.23    | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9UR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254220 | PA      | $260762.01     | 0.00%             | 2048-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1960518.00    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1692207 | PA      | $1710499.39    | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | Arrow Electronics Inc                                                            | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    1581000 | PA      | $1535419.77    | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    7596000 | PA      | $8570338.92    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                               | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4198957.50    | 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        |    1262000 | PA      | $1230147.12    | 0.00%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    3335000 | PA      | $3267833.10    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                              | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $1388825.19    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| VONTIER CORP                                                                     | Vontier Corp                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2216182.50    | 0.00%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    1510000 | PA      | $1383854.60    | 0.00%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4271000 | PA      | $3925860.49    | 0.00%             | 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        |    1659000 | PA      | $1620643.92    | 0.00%             | 2025-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2623000 | PA      | $2323637.01    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     735000 | PA      | $479756.55     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202ET25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     734687 | PA      | $764935.58     | 0.00%             | 2038-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    5203000 | PA      | $3579507.91    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2807317.20    | 0.00%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13067908 | PA      | $11809308.16   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GN2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223329 | PA      | $214750.79     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WNK43<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     966969 | PA      | $957836.37     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4503759.80    | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2397000 | PA      | $2062618.50    | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     935000 | PA      | $918431.80     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                        | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    2319000 | PA      | $2322895.92    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    3253000 | PA      | $2001148.01    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2838447 | PA      | $2729420.83    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                      | CUSIP: 61690QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1761494.54    | 0.00%             | 2050-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620C04Y1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     420612 | PA      | $422067.39     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   72722907 | PA      | $59892720.50   | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30871739 | PA      | $26490303.55   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2097000 | PA      | $1824494.85    | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                    | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     923000 | PA      | $870564.37     | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42226178 | PA      | $39756169.30   | 0.05%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120000000 | PA      | $104812500.00  | 0.13%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                        | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     325000 | PA      | $285703.60     | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128LLDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70234 | PA      | $69382.47      | 0.00%             | 2042-01-01      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3368000 | PA      | $3023453.60    | 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        |     260000 | PA      | $239415.80     | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1511354.74    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                              | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $2116659.18    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3438000 | PA      | $2550720.96    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1215904.65    | 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        |    3910000 | PA      | $3064462.50    | 0.00%             | 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        |    1630000 | PA      | $1500545.40    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2457000 | PA      | $2693437.11    | 0.00%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4787000 | PA      | $4484413.73    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1037193.85    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2214000 | PA      | $1703208.06    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8629000 | PA      | $8036446.57    | 0.01%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     707000 | PA      | $625617.23     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3040800.00    | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                                | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    2004000 | PA      | $2110472.52    | 0.00%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2275156.25    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $1161821.31    | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                               | CUSIP: 878744AB7<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    1178000 | PA      | $1025260.52    | 0.00%             | 2042-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1886000 | PA      | $1824591.84    | 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        |    1245000 | PA      | $944270.25     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $902396.97     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90500000 | PA      | $87558750.00   | 0.11%             | 2025-02-28      | 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        |    3620000 | PA      | $3605447.60    | 0.00%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1401174.00    | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5358000 | PA      | $3641671.86    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3018000 | PA      | $2848297.86    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                     | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1926000 | PA      | $1326821.40    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1919634.05    | 0.00%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                 | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    2675000 | PA      | $1855053.65    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $4901509.80    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    6348000 | PA      | $6404878.08    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1872000 | PA      | $1508307.84    | 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        |     160000 | PA      | $156073.60     | 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        |    1714000 | PA      | $1636938.56    | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3947000 | PA      | $3601874.32    | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6445000 | PA      | $5062096.35    | 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        |    9524000 | PA      | $9284757.12    | 0.01%             | 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        |    1353000 | PA      | $1312951.20    | 0.00%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2032000 | PA      | $1789277.60    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2781000 | PA      | $2544587.19    | 0.00%             | 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        |    1687000 | PA      | $1367752.12    | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WEUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     651603 | PA      | $617457.01     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13001409 | PA      | $11365695.67   | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     925000 | PA      | $649562.75     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180MXS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     281760 | PA      | $267952.49     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FAPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153322 | PA      | $140501.52     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | 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        |    7800000 | PA      | $6156150.00    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                           | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    3792000 | PA      | $2672715.36    | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $2541955.50    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                            | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1766000 | PA      | $1637187.96    | 0.00%             | 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        |    2705000 | PA      | $2520032.10    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BL9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3457000 | PA      | $3345719.17    | 0.00%             | 2024-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10113000 | PA      | $9941685.78    | 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        |    6338000 | PA      | $5647855.18    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2186963 | PA      | $2006692.88    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | 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        |    3530000 | PA      | $3383505.00    | 0.00%             | 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        |    8630000 | PA      | $8271596.10    | 0.01%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31292K4B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1587696 | PA      | $1623875.62    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1306572.96    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0HW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      20962 | PA      | $20350.01      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1276543.15    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2509000 | PA      | $2004866.63    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4048000 | PA      | $3871992.96    | 0.00%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2307230.30    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8770000 | PA      | $6761143.80    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31419A6R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50048 | PA      | $49305.15      | 0.00%             | 2025-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                                | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2897000 | PA      | $2765592.08    | 0.00%             | 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        |    5995000 | PA      | $5906573.75    | 0.01%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WESA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11637053 | PA      | $11344552.13   | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                           | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $973814.40     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $1923519.18    | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3373702.10    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1683750.75    | 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        |    6454000 | PA      | $6828719.24    | 0.01%             | 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        |    2950000 | PA      | $2735564.50    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                            | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $1452692.70    | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Gulf Power Co                                                                    | Gulf Power Co                                                                    | CUSIP: 402479CF4<br>LEI: BLVY3B5CY5IDPCFLQ577 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1497247.44    | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $3994427.70    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    1543000 | PA      | $1396692.74    | 0.00%             | 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        |    1284000 | PA      | $1513784.64    | 0.00%             | 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        |    3710000 | PA      | $3584824.60    | 0.00%             | 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        |     751000 | PA      | $699241.08     | 0.00%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2877000 | PA      | $2518986.12    | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  106414014 | PA      | $82814676.00   | 0.10%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5450000 | PA      | $4029675.50    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2842000 | PA      | $2740341.66    | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1285914.84    | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5514000 | PA      | $5383924.74    | 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        |    1896000 | PA      | $1801674.00    | 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        |    6193000 | PA      | $6040032.90    | 0.01%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1128944 | PA      | $1128605.81    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1882000 | PA      | $1426047.86    | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                                | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    2971000 | PA      | $2177743.00    | 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        |    2180000 | PA      | $2153927.20    | 0.00%             | 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        |     486000 | PA      | $456844.86     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1754337.20    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $2948286.00    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                                                                | Crane Holdings Co                                                                | CUSIP: 224399AT2<br>LEI: 549300X1RO9ID7AUCA83 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $906076.20     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3829000 | PA      | $3691270.87    | 0.00%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1604000 | PA      | $1238111.56    | 0.00%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2980000 | PA      | $2846108.60    | 0.00%             | 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        |    1643000 | PA      | $1581502.51    | 0.00%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1210010.40    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2725000 | PA      | $2574171.25    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                 | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |     405000 | PA      | $388678.50     | 0.00%             | 2025-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2012352.00    | 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        |    1795000 | PA      | $1725730.95    | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     823000 | PA      | $709738.74     | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5680000 | PA      | $3663202.40    | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063DMB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1110000 | PA      | $991233.33     | 0.00%             | 2029-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   11045000 | PA      | $10770752.65   | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     645000 | PA      | $595502.70     | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5502000 | PA      | $4230267.72    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | 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        |    3786000 | PA      | $2982837.96    | 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        |    2080000 | PA      | $1954846.40    | 0.00%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1621392.50    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1669000 | PA      | $1316023.19    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3001229.10    | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36179JU54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     108454 | PA      | $103097.39     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4054000 | PA      | $4217984.30    | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                        | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3298746.50    | 0.00%             | 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        |    2920000 | PA      | $2376763.20    | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  105393386 | PA      | $92561988.76   | 0.11%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JXAL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     900199 | PA      | $852119.62     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1802498.32    | 0.00%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591CJ9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    7000000 | PA      | $7475160.00    | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90371 | PA      | $86792.05      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2104000 | PA      | $2400474.64    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2504040.00    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2462996.25    | 0.00%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1886000 | PA      | $1644761.74    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10146000 | PA      | $9934354.44    | 0.01%             | 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        |    3099000 | PA      | $3011887.11    | 0.00%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20513621 | PA      | $20023007.90   | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136000000 | PA      | $137020000.00  | 0.17%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YXRQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     657036 | PA      | $594178.64     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     808666 | PA      | $799904.97     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1991000 | PA      | $1644665.55    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3499000 | PA      | $3505473.15    | 0.00%             | 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        |    3712000 | PA      | $4063823.36    | 0.01%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H3NK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59302 | PA      | $56010.27      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2851000 | PA      | $2301213.16    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ET4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61232 | PA      | $61050.34      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16776344 | PA      | $15459864.10   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $868762.70     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F9MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131385 | PA      | $124092.58     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7051000 | PA      | $4619180.61    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                            | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2205656.31    | 0.00%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                             | CUSIP: 884903BH7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    2254000 | PA      | $2211151.46    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303279.00     | 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        |     789000 | PA      | $685940.82     | 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        |      75000 | PA      | $73070.25      | 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        |    2983000 | PA      | $2403432.93    | 0.00%             | 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        |    2567000 | PA      | $2512887.64    | 0.00%             | 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        |    6742000 | PA      | $6413327.50    | 0.01%             | 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        |    1690000 | PA      | $1545167.00    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23148328 | PA      | $20940187.60   | 0.03%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2419000 | PA      | $2477467.23    | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128278 | PA      | $131057.18     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2451920.20    | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AY69<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2653359 | PA      | $2647756.30    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2683000 | PA      | $2714981.36    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2022013 | PA      | $1952832.51    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | 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        |    3265000 | PA      | $2705901.40    | 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        |    2684000 | PA      | $2646262.96    | 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        |    1165000 | PA      | $1099084.30    | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                            | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    2233000 | PA      | $1994962.20    | 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        |    2185000 | PA      | $1782173.40    | 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        |    2568000 | PA      | $2523856.08    | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | Washington Gas Light Co                                                          | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    2066000 | PA      | $1576006.78    | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2729000 | PA      | $2481043.06    | 0.00%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $2925290.30    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     976492 | PA      | $990885.55     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                | CUSIP: 906548CK6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1896997.00    | 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        |    4270000 | PA      | $3359080.90    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     573000 | PA      | $578151.27     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKQR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9198885 | PA      | $8658615.15    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1670954.40    | 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        |    3635000 | PA      | $3253288.65    | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1155321.30    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: —       |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     553000 | PA      | $448626.78     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                              | CUSIP: 168863BW7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1475000 | PA      | $1436738.50    | 0.00%             | 2025-03-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8441000 | PA      | $7828183.40    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  252900000 | PA      | $182759765.63  | 0.23%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    7212000 | PA      | $4894351.68    | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7530135 | PA      | $6734864.29    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1439000 | PA      | $1034396.37    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  146750000 | PA      | $136660937.50  | 0.17%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3086000 | PA      | $2645627.80    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6630000 | PA      | $5750000.10    | 0.01%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     525000 | PA      | $429056.25     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1672800.00    | 0.00%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                              | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     614000 | PA      | $487347.15     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8CF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     602807 | PA      | $612646.09     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630CY2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1602000 | PA      | $1524911.76    | 0.00%             | 2024-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                     | CUSIP: 79765RSV2<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2645747.50    | 0.00%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6114002 | PA      | $6041841.50    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7636147 | PA      | $7177589.16    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                           | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $790627.25     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                      | CUSIP: 012873AH8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1244830.60    | 0.00%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8684000 | PA      | $7953415.08    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     380000 | PA      | $308028.00     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2297000 | PA      | $1517076.62    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  189000000 | PA      | $157224375.00  | 0.20%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     140000 | PA      | $159198.20     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2065816.35    | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10580000 | PA      | $9918326.80    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                         | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    2785000 | PA      | $2320545.55    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8715610 | PA      | $7535622.66    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    3987000 | PA      | $3722622.03    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     855000 | PA      | $805657.95     | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   14527000 | PA      | $13361062.98   | 0.02%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10067362 | PA      | $9524138.85    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                              | CUSIP: 929160AS8<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    1582000 | PA      | $1569929.34    | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    2631000 | PA      | $2044681.65    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     550000 | PA      | $542234.00     | 0.00%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    2662000 | PA      | $2523176.70    | 0.00%             | 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        |    1313000 | PA      | $1297506.60    | 0.00%             | 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        |    2803000 | PA      | $2562782.90    | 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        |    2790000 | PA      | $2676419.10    | 0.00%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    4426000 | PA      | $4022083.24    | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39369456 | PA      | $33706058.23   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1692000 | PA      | $1587925.08    | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     410000 | PA      | $395387.60     | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1480000 | PA      | $951033.20     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4139000 | PA      | $3147626.72    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416CMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        920 | PA      | $915.95        | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9406089 | PA      | $9119193.92    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AGAT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   68019253 | PA      | $56113958.38   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     914000 | PA      | $845422.58     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1365650 | PA      | $1330179.17    | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                        | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1737490.84    | 0.00%             | 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        |    6070000 | PA      | $5845410.00    | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     760000 | PA      | $512764.40     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2492000 | PA      | $2427855.92    | 0.00%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9354000 | PA      | $8075308.20    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3302000 | PA      | $2606103.50    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1486000 | PA      | $1272045.72    | 0.00%             | 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        |    2217000 | PA      | $2128342.17    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                        | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     580000 | PA      | $516884.40     | 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        |    2516000 | PA      | $2452848.40    | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64328469 | PA      | $55089667.71   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2889000 | PA      | $2691623.52    | 0.00%             | 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        |    2918000 | PA      | $2644933.56    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5574000 | PA      | $4880705.88    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2714000 | PA      | $2472426.86    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                         | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    1350000 | PA      | $1077799.50    | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4422000 | PA      | $4200280.92    | 0.01%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $2961676.00    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                  | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     535000 | PA      | $579843.70     | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1517716.10    | 0.00%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1220984.70    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1086475.60    | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1009546 | PA      | $1017893.95    | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3230000 | PA      | $3178158.50    | 0.00%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK25                                                                  | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $5529763.92    | 0.01%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36198K6A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30660 | PA      | $29817.47      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4180900.10    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2525000 | PA      | $2439099.50    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    1291000 | PA      | $1099415.60    | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2409000 | PA      | $2182264.92    | 0.00%             | 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        |    4758000 | PA      | $4718127.96    | 0.01%             | 2024-01-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    5669000 | PA      | $3567274.94    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  215509000 | PA      | $207191699.53  | 0.26%             | 2024-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAET2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3223552 | PA      | $3128691.38    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                          | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1643649.00    | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FTT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      96710 | PA      | $92011.19      | 0.00%             | 2041-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    4962000 | PA      | $4440047.22    | 0.01%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $802590.75     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3225000 | PA      | $2208189.75    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                             | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4407000 | PA      | $4695261.87    | 0.01%             | 2026-01-29      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  131000000 | PA      | $112250625.00  | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                         | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $910888.66     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1717100.32    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1428247.80    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4814000 | PA      | $4620332.78    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                           | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1150000 | PA      | $1421239.00    | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83950000 | PA      | $78926117.19   | 0.10%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7A97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326060 | PA      | $332434.60     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     750000 | PA      | $611557.50     | 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        |   16826000 | PA      | $20306794.62   | 0.03%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31339USX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1015548 | PA      | $974579.75     | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |    4761000 | PA      | $4357648.08    | 0.01%             | 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        |    3260000 | PA      | $3246699.20    | 0.00%             | 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        |     925000 | PA      | $916073.75     | 0.00%             | 2025-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     605000 | PA      | $489372.40     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5466000 | PA      | $3595534.80    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1098004.25    | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69261 | PA      | $67241.41      | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1228000 | PA      | $1054176.60    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6858000 | PA      | $6203266.74    | 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        |    2380000 | PA      | $2222182.20    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8043367.50    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    3129000 | PA      | $3088197.84    | 0.00%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                            | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    2666000 | PA      | $2219711.60    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $5281374.00    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                   | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3691154.40    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29343690 | PA      | $25697456.32   | 0.03%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $3784894.40    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                       | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $672809.00     | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    2427000 | PA      | $2320891.56    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     375000 | PA      | $357116.25     | 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        |    1245000 | PA      | $963791.85     | 0.00%             | 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        |    2210749 | PA      | $1862003.45    | 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        |    3660000 | PA      | $2990988.60    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                       | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    2872000 | PA      | $2329192.00    | 0.00%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                               | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1687259.20    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MAQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2862818 | PA      | $2453107.10    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QM4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18960569 | PA      | $16244094.55   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9409000 | PA      | $7338173.19    | 0.01%             | 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        |    6150000 | PA      | $6054490.50    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14796 | PA      | $15116.32      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                 | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $860348.58     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1439967 | PA      | $1372561.90    | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13900000 | PA      | $12981992.57   | 0.02%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    8445000 | PA      | $8824180.50    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36196H4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     606564 | PA      | $620466.34     | 0.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                      | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1561342.90    | 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        |    3346000 | PA      | $3095250.76    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14822354 | PA      | $14478668.63   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1630638 | PA      | $1612971.47    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20                    | CUSIP: 46642CBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $8738079.93    | 0.01%             | 2047-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7298399 | PA      | $6848178.56    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11241000 | PA      | $10593293.58   | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H1F47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103034 | PA      | $97314.53      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42883097 | PA      | $35341057.53   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6153000 | PA      | $4569279.33    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | 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        |    3250000 | PA      | $3093057.50    | 0.00%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1382340.38    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | Emerson Electric Co                                                              | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1440878.40    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    3332000 | PA      | $2928861.32    | 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        |    2569000 | PA      | $2478237.23    | 0.00%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2117928.45    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1600637.40    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105875 | PA      | $101019.75     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24847.00      | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     326000 | PA      | $280483.88     | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10343000 | PA      | $8736318.38    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1692000 | PA      | $1650952.08    | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WB2X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98652 | PA      | $90460.15      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10960000 | PA      | $10681616.00   | 0.01%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417A6N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1713433 | PA      | $1683770.06    | 0.00%             | 2032-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6912597 | PA      | $6378426.17    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $2788770.60    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180HG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24523 | PA      | $23321.49      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2077000 | PA      | $2004969.64    | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12319000 | PA      | $11455561.29   | 0.01%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    3024000 | PA      | $2528820.00    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1356000 | PA      | $1332785.28    | 0.00%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2664588.15    | 0.00%             | 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        |    2696000 | PA      | $2522997.68    | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH REVENUE                                                    | CUSIP: 594615HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1250000 | PA      | $921430.00     | 0.00%             | 2040-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F4L95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     706294 | PA      | $658334.17     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                     | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1342682.88    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2602221.00    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2357000 | PA      | $2148028.38    | 0.00%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     412950 | PA      | $408075.99     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BNP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1884354 | PA      | $1821690.90    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                                             | BNSF Funding Trust I                                                             | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1777000 | PA      | $1644613.50    | 0.00%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5053326.40    | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6120000 | PA      | $5741416.80    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17452379 | PA      | $15771500.61   | 0.02%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1613000 | PA      | $1259527.18    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    4089000 | PA      | $4020141.24    | 0.00%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32507948 | PA      | $29377033.94   | 0.04%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2062500 | PA      | $1920765.00    | 0.00%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                              | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    2939000 | PA      | $2511140.38    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1666000 | PA      | $1446154.64    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153700000 | PA      | $149527284.77  | 0.19%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1387000 | PA      | $1303682.91    | 0.00%             | 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        |     675000 | PA      | $531846.00     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2453000 | PA      | $2384683.95    | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    1092000 | PA      | $794113.32     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 64990FXE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     450000 | PA      | $334154.25     | 0.00%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: —       |
| JD.COM INC                                                                       | JD.com Inc                                                                       | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    1975000 | PA      | $1384929.25    | 0.00%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     936103 | PA      | $929413.83     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                         | Devon Energy Corp                                                                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $1145716.86    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41890026 | PA      | $34554687.84   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1722909.64    | 0.00%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42300000 | PA      | $40528687.50   | 0.05%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                       | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    4611000 | PA      | $3204552.78    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKW54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19721699 | PA      | $16342908.98   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2122000 | PA      | $1910181.96    | 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        |    2100000 | PA      | $2169426.00    | 0.00%             | 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        |    2341000 | PA      | $1826682.30    | 0.00%             | 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        |     837000 | PA      | $910881.99     | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     630000 | PA      | $644490.00     | 0.00%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81504 | PA      | $87313.64      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3824000 | PA      | $3389211.20    | 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        |    4840000 | PA      | $3802400.80    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2042000 | PA      | $1463419.72    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                         | Western Alliance Bancorp                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    1967000 | PA      | $1668252.04    | 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        |    3105000 | PA      | $3032932.95    | 0.00%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    1728000 | PA      | $993081.60     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6955000 | PA      | $6526293.80    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   30063000 | PA      | $21113846.16   | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1602455.20    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1330000 | PA      | $1198274.14    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     280000 | PA      | $225971.20     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WG6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1962719 | PA      | $1829444.28    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4375000 | PA      | $4132406.25    | 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        |    2855000 | PA      | $2460553.20    | 0.00%             | 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        |    1774000 | PA      | $1660801.06    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7PH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1231077 | PA      | $1228936.03    | 0.00%             | 2030-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1267498.30    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     201108 | PA      | $200234.97     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust 2014-C24                              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16995000 | PA      | $16290344.47   | 0.02%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3652000 | PA      | $3568515.28    | 0.00%             | 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        |   44600000 | PA      | $41617375.00   | 0.05%             | 2025-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126923 | PA      | $122102.43     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                        | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    1362000 | PA      | $1297413.96    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7790000 | PA      | $6611606.70    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $3738476.00    | 0.00%             | 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        |    4397000 | PA      | $4158814.51    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3288000 | PA      | $2440682.40    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    7904000 | PA      | $6683069.12    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NFW6<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $18591841.80   | 0.02%             | 2026-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $1479265.80    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     175000 | PA      | $153319.25     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14951000 | PA      | $14541193.09   | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                         | XLIT Ltd                                                                         | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    2600000 | PA      | $2468726.00    | 0.00%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1412358.00    | 0.00%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAH92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1075355 | PA      | $1062663.38    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | 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        |    4503000 | PA      | $4289827.98    | 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        |    3997000 | PA      | $3691869.02    | 0.00%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  126327495 | PA      | $104216608.55  | 0.13%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3628000 | PA      | $3383037.44    | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5EJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     773000 | PA      | $743309.03     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                     | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     886000 | PA      | $743212.24     | 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        |    1605000 | PA      | $1399351.35    | 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        |    1530000 | PA      | $1466719.20    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4422000 | PA      | $3652483.56    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1350801.72    | 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        |    1308000 | PA      | $1139529.60    | 0.00%             | 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        |    2619000 | PA      | $2494126.08    | 0.00%             | 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        |     565000 | PA      | $524449.95     | 0.00%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1661792.80    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286AL1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1024000 | PA      | $1114542.08    | 0.00%             | 2024-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2367000 | PA      | $2084853.60    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3915398.20    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1900225.60    | 0.00%             | 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        |    3060000 | PA      | $2899533.60    | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3246232 | PA      | $3156087.22    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9472000 | PA      | $8880000.00    | 0.01%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     415000 | PA      | $404766.10     | 0.00%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                 | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4538000 | PA      | $3952008.06    | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                        | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     825000 | PA      | $713658.00     | 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        |    2670000 | PA      | $2601541.20    | 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        |    5421000 | PA      | $5270892.51    | 0.01%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1867892.40    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8524000 | PA      | $8066090.72    | 0.01%             | 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        |    2682000 | PA      | $2545003.44    | 0.00%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2080710.60    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2147823.20    | 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        |    2828000 | PA      | $2688523.04    | 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        |    1013000 | PA      | $927249.55     | 0.00%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5331000 | PA      | $5054747.58    | 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        |    1731000 | PA      | $1528473.00    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $3051489.60    | 0.00%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7198000 | PA      | $5751633.88    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                   | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1142323.70    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                           | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $4283534.20    | 0.01%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XH7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14549254 | PA      | $13766137.37   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2215000 | PA      | $2243927.90    | 0.00%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F1T28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1008114 | PA      | $949124.66     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6555000 | PA      | $5333213.55    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                         | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1116039.60    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3252000 | PA      | $3612809.40    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36179HVF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     666124 | PA      | $633223.07     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4438000 | PA      | $4676853.16    | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2248000 | PA      | $2163138.00    | 0.00%             | 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        |    1972000 | PA      | $1564012.92    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140L23B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8347727 | PA      | $6878878.26    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QP5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     371956 | PA      | $369872.41     | 0.00%             | 2040-11-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22972371 | PA      | $21237631.48   | 0.03%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1023000 | PA      | $851166.69     | 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        |     641000 | PA      | $679254.88     | 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        |     430000 | PA      | $349207.30     | 0.00%             | 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        |    3545000 | PA      | $3465343.85    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4419000 | PA      | $4530800.70    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                           | CUSIP: 00254ENA6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    1685000 | PA      | $1571683.75    | 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        |    1114000 | PA      | $1095663.56    | 0.00%             | 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        |    1309000 | PA      | $1019789.54    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                  | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1328376.00    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| LIFESTORAGE LP                                                                   | LifeStorage LP/CA                                                                | CUSIP: 84610WAB1<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    1594000 | PA      | $1505102.62    | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144086 | PA      | $145277.32     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3707000 | PA      | $3529175.21    | 0.00%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1642000 | PA      | $1483563.42    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     115000 | PA      | $123787.15     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                           | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3006917.55    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                          | CUSIP: 6461366R7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    1200000 | PA      | $987363.60     | 0.00%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $2158083.08    | 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        |    2095000 | PA      | $1683269.65    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     613000 | PA      | $589135.91     | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $1855239.36    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26133080 | PA      | $20319268.17   | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2422411 | PA      | $2257921.93    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                         | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1079770.80    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                  | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1364871.90    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1281000 | PA      | $1219857.87    | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2149462.70    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                      | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    3713000 | PA      | $3571831.74    | 0.00%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $3482509.95    | 0.00%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23662855 | PA      | $20252520.25   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $4392586.00    | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    3058000 | PA      | $2895987.16    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                     | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1007690.00    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   30511000 | PA      | $22651976.62   | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AK1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     710000 | PA      | $692732.80     | 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        |    7202000 | PA      | $7031528.66    | 0.01%             | 2024-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1761533 | PA      | $1625413.22    | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1944000 | PA      | $1498726.80    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2929797 | PA      | $2834730.57    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1047667.50    | 0.00%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1674024.00    | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                      | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2589120.00    | 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        |    3410000 | PA      | $3334161.60    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1627000 | PA      | $1545731.35    | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1865866.13    | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     629000 | PA      | $667765.27     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | Aptiv PLC                                                                        | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1000000 | PA      | $931550.00     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $510895.10     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50933000 | PA      | $54347102.66   | 0.07%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                      | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    3621429 | PA      | $3811365.26    | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                           | CUSIP: 254845RM4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $734899.00     | 0.00%             | 2048-10-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    7235846 | PA      | $6545612.01    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    2768000 | PA      | $2082975.36    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                      | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     950000 | PA      | $747507.50     | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25490000 | PA      | $22280975.45   | 0.03%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    3158000 | PA      | $2667531.02    | 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        |   21820000 | PA      | $25890302.80   | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5987000 | PA      | $5750034.54    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9745643 | PA      | $9421558.72    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68760000 | PA      | $50087362.50   | 0.06%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                            | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   17530000 | PA      | $13955457.70   | 0.02%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EKG25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1289924 | PA      | $1315440.72    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202F2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1501506 | PA      | $1477135.77    | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9978000 | PA      | $9176367.48    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2003128 | PA      | $1940463.46    | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9826000 | PA      | $9391690.80    | 0.01%             | 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        |    3976000 | PA      | $3725432.48    | 0.00%             | 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        |     335000 | PA      | $324769.10     | 0.00%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $1980735.85    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $1978811.90    | 0.00%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36209SD65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127838 | PA      | $125302.73     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617JF4Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     639880 | PA      | $629246.07     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36196H4X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     169439 | PA      | $171598.15     | 0.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1893164 | PA      | $1843991.75    | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                       | CUSIP: 45950KCR9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    1470000 | PA      | $1389252.90    | 0.00%             | 2024-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WP3X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1823936 | PA      | $1665152.83    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     680000 | PA      | $735916.40     | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2157000 | PA      | $1867789.44    | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     845000 | PA      | $622874.85     | 0.00%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1257000 | PA      | $1000823.40    | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                      | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $1844608.93    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1475402.39    | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L7LF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    9558597 | PA      | $8931237.34    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    1922000 | PA      | $1264541.46    | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2518000 | PA      | $2341740.00    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2506000 | PA      | $2365162.80    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJJP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6354784 | PA      | $5962772.95    | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                               | First Horizon Bank                                                               | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1535116.08    | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4481099 | PA      | $4327941.21    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4055739 | PA      | $3943114.38    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     415000 | PA      | $451511.70     | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1687000 | PA      | $1733426.24    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                           | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1951037.55    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2479000 | PA      | $2355322.69    | 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        |    1322000 | PA      | $1184749.96    | 0.00%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2478000 | PA      | $2008195.98    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7026000 | PA      | $6713483.52    | 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        |    8164000 | PA      | $7261224.88    | 0.01%             | 2026-06-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1772000 | PA      | $1302738.96    | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241LT89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     699720 | PA      | $729509.30     | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7474000 | PA      | $6879667.52    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                         | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1158009.30    | 0.00%             | 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        |    2860000 | PA      | $2702271.00    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5405000 | PA      | $3493792.00    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1611309.51    | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3286000 | PA      | $3198132.36    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12887000 | PA      | $12511463.15   | 0.02%             | 2047-06-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                      | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    1441000 | PA      | $1125161.62    | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57851803 | PA      | $47726100.52   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMU76<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4261356 | PA      | $4065923.72    | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    2792000 | PA      | $2619007.68    | 0.00%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MCJ97<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      49715 | PA      | $49172.06      | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1166855 | PA      | $1086759.93    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    3444000 | PA      | $3213596.40    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306XSB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     314089 | PA      | $304916.57     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4474765.20    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JU2Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     811292 | PA      | $800797.38     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58000000 | PA      | $36839062.50   | 0.05%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     845000 | PA      | $666703.31     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1330936.10    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4033000 | PA      | $4044252.07    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1427411.70    | 0.00%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132AAYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     414184 | PA      | $400354.10     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2867158.83    | 0.00%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $1994757.75    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1094170.00    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                   | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     444000 | PA      | $495797.04     | 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        |    3284000 | PA      | $3199174.28    | 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        |    4508000 | PA      | $3998686.16    | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    1809000 | PA      | $1647980.91    | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KPNP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1134095 | PA      | $934011.47     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   53910833 | PA      | $44545550.86   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1634000 | PA      | $1798609.16    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2646000 | PA      | $2060757.72    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     255000 | PA      | $272513.40     | 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        |   11652000 | PA      | $11543403.36   | 0.01%             | 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        |    1550000 | PA      | $1564136.00    | 0.00%             | 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        |    7040000 | PA      | $6641254.40    | 0.01%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32000000 | PA      | $34340000.00   | 0.04%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                       | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1947000 | PA      | $1576174.38    | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                         | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    5791000 | PA      | $5429236.23    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    3533000 | PA      | $3217503.10    | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2115066.25    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2284162.20    | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1702057.00    | 0.00%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3176000 | PA      | $3091486.64    | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     547000 | PA      | $597373.23     | 0.00%             | 2032-10-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XVNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     676249 | PA      | $612168.81     | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87235226 | PA      | $71847449.52   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    3145000 | PA      | $3441498.02    | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26453725 | PA      | $22768886.69   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AV0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $724432.80     | 0.00%             | 2041-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                   | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $861502.25     | 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        |    3784000 | PA      | $3431217.68    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4712000 | PA      | $3837641.28    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WCSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117713 | PA      | $113052.03     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41323072 | PA      | $36593576.35   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5006000 | PA      | $4416092.96    | 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        |     615000 | PA      | $536864.25     | 0.00%             | 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        |    4645000 | PA      | $4209856.40    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2151264.74    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    7005000 | PA      | $5607292.35    | 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        |    3193000 | PA      | $2953940.09    | 0.00%             | 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        |    2256000 | PA      | $1946567.04    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                                          | Wintrust Financial Corp                                                          | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |     485000 | PA      | $443537.35     | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2145000 | PA      | $2093520.00    | 0.00%             | 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        |     700000 | PA      | $649817.00     | 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        |    2005000 | PA      | $2048929.55    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9418952 | PA      | $8634363.72    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | Mississippi Power Co                                                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $2002226.32    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1328533.35    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2275115.00    | 0.00%             | 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        |    5000000 | PA      | $4651562.50    | 0.01%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1417678 | PA      | $1282444.84    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | Trinity Health Corp                                                              | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $958079.62     | 0.00%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    2886000 | PA      | $2402537.28    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     315000 | PA      | $202198.50     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                                | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2400000 | PA      | $2334067.20    | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2029000 | PA      | $1855682.82    | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1741000 | PA      | $1469525.87    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                     | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3000512.25    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152800000 | PA      | $117035250.00  | 0.15%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15678512 | PA      | $14098787.03   | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1068844.95    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1911000 | PA      | $1639809.99    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                      | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    2382000 | PA      | $2364230.28    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $1991410.00    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  244200000 | PA      | $224778468.75  | 0.28%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                         | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    2387000 | PA      | $2217117.21    | 0.00%             | 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        |    4280000 | PA      | $4145394.00    | 0.01%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1621000 | PA      | $1203868.07    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2670000 | PA      | $1872027.78    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2503000 | PA      | $2425757.42    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    3090000 | PA      | $2784615.30    | 0.00%             | 2025-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1514000 | PA      | $1564204.24    | 0.00%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1000000 | PA      | $868230.00     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PYWU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      27596 | PA      | $26790.01      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                        | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    3249000 | PA      | $3701488.23    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.com Inc                                                                       | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     885000 | PA      | $843281.10     | 0.00%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     348069 | PA      | $319433.99     | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WFDH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2146262 | PA      | $2002557.79    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FQS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     934563 | PA      | $911885.73     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     385000 | PA      | $337718.15     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3813626.60    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27685000 | PA      | $30142043.75   | 0.04%             | 2036-02-15      | Fixed         | 4.50%                 | 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        |    3091000 | PA      | $2912834.76    | 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        |    3613000 | PA      | $3406336.40    | 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        |      25000 | PA      | $23919.50      | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3914000 | PA      | $3248150.32    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                            | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     740000 | PA      | $649786.60     | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                       | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    5302000 | PA      | $3289678.92    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5053605.70    | 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        |    5248000 | PA      | $4862062.08    | 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        |    3202000 | PA      | $2747636.20    | 0.00%             | 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        |    1661000 | PA      | $1617730.95    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     409000 | PA      | $431969.44     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    2956000 | PA      | $2708907.96    | 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        |    1615000 | PA      | $1431972.05    | 0.00%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3420618.00    | 0.00%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1671659.79    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4046102 | PA      | $3587269.82    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2018000 | PA      | $2118274.42    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $1545185.96    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     425000 | PA      | $422943.00     | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4060000 | PA      | $3949446.20    | 0.00%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   12448000 | PA      | $8542315.52    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3317000 | PA      | $2894115.67    | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GJR35<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1264346 | PA      | $1229489.64    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    1440000 | PA      | $1078819.20    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9108000 | PA      | $8522902.08    | 0.01%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     430000 | PA      | $421365.60     | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QDHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25309181 | PA      | $23946270.14   | 0.03%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                               | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    2399000 | PA      | $2369180.43    | 0.00%             | 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        |  141000000 | PA      | $130953750.00  | 0.16%             | 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        |    2050000 | PA      | $1914228.50    | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617HS5R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     144982 | PA      | $143682.01     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1228502.10    | 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        |    4963000 | PA      | $4539060.54    | 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        |    1926000 | PA      | $1685365.56    | 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        |    2718000 | PA      | $2553098.94    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                            | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     550000 | PA      | $527994.50     | 0.00%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140L7XL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     919991 | PA      | $855010.47     | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1165868.40    | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6472508 | PA      | $6120242.32    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3573892 | PA      | $3406596.29    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2654000 | PA      | $2414794.98    | 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        |    2640000 | PA      | $2270320.80    | 0.00%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1790903.90    | 0.00%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                             | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     625000 | PA      | $600437.50     | 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        |    1349000 | PA      | $1093755.71    | 0.00%             | 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        |    1790000 | PA      | $1887232.80    | 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        |    3417000 | PA      | $3055686.42    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6415000 | PA      | $4446878.00    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158746 | PA      | $154149.97     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                              | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $999620.36     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $1784070.60    | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3155511 | PA      | $3028214.54    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                         | AmeriCredit Automobile Receivables Trust 2021-1                                  | CUSIP: 03063FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11050000 | PA      | $10465215.88   | 0.01%             | 2026-10-19      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2273425.05    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2029212.00    | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                                          | MultiCare Health System                                                          | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |     933000 | PA      | $558801.69     | 0.00%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | Tucson Electric Power Co                                                         | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1137000 | PA      | $1000332.60    | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                              | CUSIP: 110709DL3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     188000 | PA      | $198313.68     | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1037315 | PA      | $1020479.30    | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2905000 | PA      | $2818053.35    | 0.00%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $2535232.50    | 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        |    7105000 | PA      | $5756968.35    | 0.01%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFF29<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2154702 | PA      | $2096767.11    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36178MB91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     755625 | PA      | $742681.82     | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                         | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |      25000 | PA      | $23127.00      | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | Ralph Lauren Corp                                                                | CUSIP: 751212AC5<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3667575.00    | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                                | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     787000 | PA      | $552954.07     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                                | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    2468000 | PA      | $2249853.48    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                                | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1772988.80    | 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        |    2914000 | PA      | $2745833.06    | 0.00%             | 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        |    2266000 | PA      | $2189363.88    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                          | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    2022000 | PA      | $1805079.84    | 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        |     415000 | PA      | $334402.85     | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1803000 | PA      | $1270123.35    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $2855941.25    | 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        |    2788000 | PA      | $2336483.40    | 0.00%             | 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        |    2255000 | PA      | $1718129.60    | 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        |    5110000 | PA      | $4498384.10    | 0.01%             | 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        |    7149000 | PA      | $7014169.86    | 0.01%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                                           | Children's Hospital/DC                                                           | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $713202.12     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | Electronic Arts Inc                                                              | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    2793000 | PA      | $2804730.60    | 0.00%             | 2026-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3272000 | PA      | $2889634.08    | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2839000 | PA      | $2555752.97    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8348000 | PA      | $7522382.80    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6052000 | PA      | $5391363.68    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    6251000 | PA      | $6084035.79    | 0.01%             | 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        |    2781000 | PA      | $2559827.07    | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                      | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $3097356.00    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   81216943 | PA      | $73545548.96   | 0.09%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                      | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1874000 | PA      | $1816524.42    | 0.00%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2883000 | PA      | $2195058.54    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3789000 | PA      | $3772820.97    | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36182WMT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10247 | PA      | $9965.70       | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2368000 | PA      | $1953647.36    | 0.00%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53658000 | PA      | $61237192.50   | 0.08%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46541.50      | 0.00%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMS20<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   10736023 | PA      | $10218680.30   | 0.01%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    4200000 | PA      | $2860536.00    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9505000 | PA      | $9361949.75    | 0.01%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    5310000 | PA      | $3540442.50    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KLHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21857768 | PA      | $18032040.07   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   13050000 | PA      | $10691212.50   | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     339857 | PA      | $323163.82     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     951000 | PA      | $928195.02     | 0.00%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 225433AR2<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    4654000 | PA      | $4100872.10    | 0.01%             | 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        |    9591000 | PA      | $9003167.61    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19300000 | PA      | $16371828.13   | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                         | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    3042000 | PA      | $2993571.36    | 0.00%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7XH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10028312 | PA      | $9130449.46    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5483015 | PA      | $5414762.47    | 0.01%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286AP2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5336000 | PA      | $6027065.36    | 0.01%             | 2025-03-16      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2821000 | PA      | $1860110.98    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JQK77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     468707 | PA      | $452033.74     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                   | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     504000 | PA      | $579720.96     | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                              | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    2652000 | PA      | $2453444.76    | 0.00%             | 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        |    5665000 | PA      | $5027121.00    | 0.01%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1566000 | PA      | $1257811.20    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2938000 | PA      | $2559791.26    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1044104.80    | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                            | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $4770495.68    | 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        |    3095000 | PA      | $2710105.80    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3227405 | PA      | $3328665.74    | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17546000 | PA      | $16482536.94   | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70577322 | PA      | $58164576.16   | 0.07%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23175518 | PA      | $22278758.36   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   73286657 | PA      | $60567626.96   | 0.08%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     605000 | PA      | $398604.25     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3102000 | PA      | $2932041.42    | 0.00%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                   | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1371723.05    | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     921000 | PA      | $746977.05     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXAV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     549945 | PA      | $571010.76     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YY3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     426971 | PA      | $412717.32     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | 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        |     690377 | PA      | $595671.28     | 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        |     196000 | PA      | $173644.24     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13211319 | PA      | $10882554.53   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9551902 | PA      | $9119507.13    | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    2165000 | PA      | $2105289.30    | 0.00%             | 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        |    5297000 | PA      | $4163865.76    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                     | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    2117000 | PA      | $2124959.92    | 0.00%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10456000 | PA      | $8795587.20    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $1042471.68    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89500000 | PA      | $71795781.25   | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4064000 | PA      | $3519342.72    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5329000 | PA      | $4765937.86    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1927000 | PA      | $1831189.56    | 0.00%             | 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        |    5388000 | PA      | $5157393.60    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1396267.50    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $2869987.05    | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4240141 | PA      | $4190096.91    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $808951.50     | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    1988000 | PA      | $1639404.20    | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43687962 | PA      | $40048801.49   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11526700 | PA      | $11651301.63   | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2625635.70    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                                                                | Iowa Health System                                                               | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |     275000 | PA      | $204063.75     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1096866.00    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9138000 | PA      | $8235896.64    | 0.01%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    6073000 | PA      | $5940244.22    | 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        |     970000 | PA      | $932334.90     | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2684000 | PA      | $2541506.44    | 0.00%             | 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        |     250000 | PA      | $204127.50     | 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        |    2073000 | PA      | $1904071.23    | 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        |    5567000 | PA      | $5302177.81    | 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        |    1200000 | PA      | $1088184.00    | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2524032.00    | 0.00%             | 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        |    1853000 | PA      | $1826390.92    | 0.00%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2114000 | PA      | $2012041.78    | 0.00%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5609510 | PA      | $5333959.71    | 0.01%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25200000 | PA      | $23158406.38   | 0.03%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15500289 | PA      | $15058802.71   | 0.02%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1642091.55    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2634854.40    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    7253000 | PA      | $7056371.17    | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1668000 | PA      | $1302224.28    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      50000 | PA      | $55668.00      | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2739000 | PA      | $2687479.41    | 0.00%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3382000 | PA      | $2512217.24    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                                          | Morgan Stanley Domestic Holdings Inc                                             | CUSIP: 269246BS2<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |    1487000 | PA      | $1432947.55    | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | Nasdaq Inc                                                                       | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    3656000 | PA      | $3542152.16    | 0.00%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6376000 | PA      | $6263591.12    | 0.01%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JHEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     475031 | PA      | $473645.78     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1232168.28    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     725000 | PA      | $502497.50     | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    9286000 | PA      | $8104727.94    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                          | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    2683000 | PA      | $2315348.51    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1811487 | PA      | $1742611.21    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                        | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     348000 | PA      | $335948.76     | 0.00%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36183HRG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     116305 | PA      | $107072.81     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36177JNB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9266 | PA      | $9060.46       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                         | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1482664.40    | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    3243000 | PA      | $3216115.53    | 0.00%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                           | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    1249000 | PA      | $1121152.36    | 0.00%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2151027.30    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38757728 | PA      | $33094751.92   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                                         | LYB International Finance II BV                                                  | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      75000 | PA      | $69450.75      | 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        |   10244000 | PA      | $8917606.88    | 0.01%             | 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        |    5500000 | PA      | $5370255.00    | 0.01%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WD6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     319213 | PA      | $303520.33     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044CY5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3165762.39    | 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        |    3332000 | PA      | $3266492.88    | 0.00%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2029000 | PA      | $2078142.38    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                         | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    2436000 | PA      | $2305722.72    | 0.00%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1554019 | PA      | $1494327.94    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  129100000 | PA      | $113002843.75  | 0.14%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4039000 | PA      | $3546605.51    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2058000 | PA      | $1693075.44    | 0.00%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    4039000 | PA      | $3207773.80    | 0.00%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268761 | PA      | $258361.68     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | Kennametal Inc                                                                   | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     725000 | PA      | $684980.00     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11243806 | PA      | $10843840.15   | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $3775591.95    | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                              | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    3288000 | PA      | $2480763.12    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     955000 | PA      | $599348.45     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B2J67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2110667 | PA      | $1738241.36    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3108759.50    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1641000 | PA      | $1577165.10    | 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        |    2650000 | PA      | $2164732.00    | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     217252 | PA      | $210916.61     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                             | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    2898000 | PA      | $2636745.30    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2578342.40    | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XDCS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     736863 | PA      | $692964.53     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1823000 | PA      | $1535130.07    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6277000 | PA      | $6408440.38    | 0.01%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     910000 | PA      | $814568.30     | 0.00%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11120000 | PA      | $11821004.80   | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     177000 | PA      | $146998.50     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $1457871.03    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc                                                            | Reynolds American Inc                                                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2206000 | PA      | $1979311.44    | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2066000 | PA      | $1788949.40    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| WRKCo Inc                                                                        | WRKCo Inc                                                                        | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    4422000 | PA      | $4357527.24    | 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        |    2943000 | PA      | $2529537.93    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                   | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    1620000 | PA      | $1162058.40    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2490000 | PA      | $2347148.70    | 0.00%             | 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        |    1630000 | PA      | $1497562.50    | 0.00%             | 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        |    2473000 | PA      | $2054024.34    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J93N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1027399 | PA      | $979306.09     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                         | CUSIP: 298785HT6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   12940000 | PA      | $12742794.40   | 0.02%             | 2023-12-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1920156.80    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1669029.84    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131Y1US7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170678 | PA      | $152812.09     | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                                | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2726431.95    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2358000 | PA      | $2308175.46    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2972000 | PA      | $2666864.76    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                        | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $765336.20     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48000000 | PA      | $46507500.00   | 0.06%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8750000 | PA      | $7642449.41    | 0.01%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                        | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     775000 | PA      | $807929.75     | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE                           | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1150000 | PA      | $869498.90     | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2716000 | PA      | $2641310.00    | 0.00%             | 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        |    3015000 | PA      | $2499254.10    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25000000 | PA      | $19934767.75   | 0.02%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                           | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    2162000 | PA      | $1246349.76    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $2964622.95    | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | Masco Corp                                                                       | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1448334.00    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                                                            | Lincoln National Corp                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2437000 | PA      | $2557558.39    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2972074.05    | 0.00%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26723485 | PA      | $24520683.81   | 0.03%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    1999000 | PA      | $1848595.24    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15591298 | PA      | $14006828.04   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1571837.85    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176MXA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12353 | PA      | $12108.03      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8314000 | PA      | $7711318.14    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5540000 | PA      | $3802102.00    | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10165000 | PA      | $9666813.35    | 0.01%             | 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        |    3600000 | PA      | $3424572.00    | 0.00%             | 2025-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                     | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     350000 | PA      | $298197.20     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2425918.95    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2029101.00    | 0.00%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4397000 | PA      | $4341509.86    | 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        |    3030000 | PA      | $2265894.60    | 0.00%             | 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        |  185000000 | PA      | $161311329.05  | 0.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     388386 | PA      | $361950.34     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                           | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    5844000 | PA      | $5541982.08    | 0.01%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2872000 | PA      | $2126974.48    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                 | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    3700000 | PA      | $3859629.10    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| WORKDAY INC                                                                      | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1730448.00    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FBLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256658 | PA      | $246899.22     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2821310.45    | 0.00%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     774088 | PA      | $744655.74     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 70109HAL9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1107000 | PA      | $1071221.76    | 0.00%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     307282 | PA      | $304645.38     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     830000 | PA      | $772937.50     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                         | Time Warner Cable Enterprises LLC                                                | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $4430799.11    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                 | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1083403.10    | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J74Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62771 | PA      | $60871.06      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | Discover Card Execution Note Trust                                               | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   18000000 | PA      | $17438959.44   | 0.02%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1175793.34    | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31412M3T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32998 | PA      | $32840.60      | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HMPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342792 | PA      | $345627.10     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     590000 | PA      | $454901.80     | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   99727000 | PA      | $84269315.00   | 0.10%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1177546.35    | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1404796.44    | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    1441000 | PA      | $1214301.88    | 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        |    1171000 | PA      | $1064626.36    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B5NU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9101316 | PA      | $7478936.91    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15500000 | PA      | $14768871.36   | 0.02%             | 2048-07-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11120000 | PA      | $10810530.40   | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1904000 | PA      | $1826164.48    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $382269.00     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418WG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1308 | PA      | $1336.70       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | Albemarle Corp                                                                   | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1108925.30    | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1245000 | PA      | $1041044.10    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422ETC3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     710000 | PA      | $691731.70     | 0.00%             | 2025-09-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1596000 | PA      | $1387466.64    | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2304079.75    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    7014000 | PA      | $5905647.72    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1393899.00    | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | Bunge Ltd Finance Corp                                                           | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    3223000 | PA      | $3021175.74    | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1133000 | PA      | $835553.51     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     220000 | PA      | $157361.60     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1885464 | PA      | $1814354.26    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    2446000 | PA      | $1663231.08    | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36178GHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80087 | PA      | $77281.81      | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                       | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    2398000 | PA      | $2088370.24    | 0.00%             | 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        |    2125000 | PA      | $1901960.00    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OREGON ST                                                                        | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    8020000 | PA      | $8334881.24    | 0.01%             | 2027-06-01      | Fixed         | 5.89%                 | 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        |    4350000 | PA      | $3814297.50    | 0.00%             | 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        |    3410000 | PA      | $3253344.60    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QF4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23256396 | PA      | $19891262.36   | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                                | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1349316.00    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1432281.84    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    2026000 | PA      | $1924011.16    | 0.00%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                 | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1993929.00    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23285 | PA      | $22666.63      | 0.00%             | 2040-12-01      | 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        |   87250000 | PA      | $81384482.64   | 0.10%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37153.60      | 0.00%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180MXM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     185289 | PA      | $170154.69     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5797000 | PA      | $5726276.60    | 0.01%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6735342 | PA      | $6276900.97    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                             | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2275081.90    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3881000 | PA      | $2661745.04    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1461594.80    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7346000 | PA      | $6863588.18    | 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        |    1929000 | PA      | $1898965.47    | 0.00%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12300000 | PA      | $11639840.30   | 0.01%             | 2030-08-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                            | CUSIP: 3135G0X24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   11645000 | PA      | $10994393.85   | 0.01%             | 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        |   12363000 | PA      | $12061466.43   | 0.01%             | 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        |   10000000 | PA      | $11901500.00   | 0.01%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KHW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2168507 | PA      | $1998860.02    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2594000 | PA      | $2186716.06    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2541000 | PA      | $1977787.35    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3823000 | PA      | $3714197.42    | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MUNICH RE AMERICA CORP                                                           | Munich Re America Corp                                                           | CUSIP: 029163AD4<br>LEI: 5493000NTMGI8RSQK217 | Long             | DBT              | CORP              | US        |     235000 | PA      | $255684.70     | 0.00%             | 2026-12-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1008999.30    | 0.00%             | 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        |    1385000 | PA      | $1361219.55    | 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        |     935000 | PA      | $887417.85     | 0.00%             | 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        |    2693000 | PA      | $2353089.54    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E2FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     592537 | PA      | $577642.94     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3438000 | PA      | $3110564.88    | 0.00%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     300000 | PA      | $213726.00     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      65000 | PA      | $55168.10      | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2601642.40    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21721977 | PA      | $18590128.17   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23424507 | PA      | $21043314.07   | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38455000 | PA      | $35983965.92   | 0.04%             | 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        |    2348000 | PA      | $2237784.88    | 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        |    1958000 | PA      | $1740857.80    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YUA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59970 | PA      | $54232.63      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | 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        |    1857000 | PA      | $1741791.72    | 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        |    1785000 | PA      | $1545417.30    | 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        |    2270000 | PA      | $2114323.40    | 0.00%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     110000 | PA      | $93170.00      | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1625000 | PA      | $1681631.25    | 0.00%             | 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        |    1868000 | PA      | $1463988.96    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4474633 | PA      | $4352675.34    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     693000 | PA      | $763235.55     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28641611 | PA      | $25743146.05   | 0.03%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     715000 | PA      | $604539.65     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10557000 | PA      | $9765119.43    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2717000 | PA      | $2277633.93    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     900000 | PA      | $999216.00     | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1306493.57    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7337000 | PA      | $7028552.52    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3733000 | PA      | $3437869.02    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1877712.90    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9KW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5630041 | PA      | $5418981.29    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241LAR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2438802 | PA      | $2513570.48    | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3158490.00    | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     896000 | PA      | $713825.28     | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AFQA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44958126 | PA      | $37052948.40   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2755000 | PA      | $2520163.80    | 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        |    3082000 | PA      | $2884073.96    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36241KYZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1352681 | PA      | $1392946.11    | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                          | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    2280000 | PA      | $2188725.90    | 0.00%             | 2033-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1330000 | PA      | $1263965.50    | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $2612481.12    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60519000 | PA      | $52282742.34   | 0.06%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2420000 | PA      | $2400446.40    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622AAQ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1968592 | PA      | $1911557.53    | 0.00%             | 2049-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1701997.50    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3817000 | PA      | $4091938.51    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3432000 | PA      | $3143986.56    | 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        |    9090000 | PA      | $8846569.80    | 0.01%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1488000 | PA      | $1516048.80    | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4718000 | PA      | $3326944.88    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6444616 | PA      | $5525297.42    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | Snap-on Inc                                                                      | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1691681.50    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    4108000 | PA      | $3954442.96    | 0.00%             | 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        |    2170000 | PA      | $2097543.70    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $4284210.27    | 0.01%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1754000 | PA      | $1782765.60    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6214201 | PA      | $6012561.63    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1306000 | PA      | $1042161.88    | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAWR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9953410 | PA      | $9603454.30    | 0.01%             | 2027-03-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24810.25      | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1741000 | PA      | $1703429.22    | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30702594 | PA      | $25328771.32   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9976000 | PA      | $9662953.12    | 0.01%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                     | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3411000 | PA      | $2552826.51    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   99468012 | PA      | $81821076.33   | 0.10%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                            | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1864000 | PA      | $1594428.32    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5981336 | PA      | $5655802.04    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3371415 | PA      | $3341180.24    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J77C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345809 | PA      | $323930.65     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | Discover Card Execution Note Trust                                               | CUSIP: 254683CR4<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    6900000 | PA      | $6476062.55    | 0.01%             | 2027-02-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                               | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2733000 | PA      | $2470987.29    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  137367916 | PA      | $120192665.35  | 0.15%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     598000 | PA      | $495323.40     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7134882 | PA      | $6686876.19    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $2736498.60    | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1156754.40    | 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        |    1965000 | PA      | $1920414.15    | 0.00%             | 2025-06-13      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2182000 | PA      | $2246085.34    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38519 | PA      | $36541.12      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWMN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    7245819 | PA      | $6760670.53    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2999525.90    | 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        |    5092000 | PA      | $4350197.44    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3941000 | PA      | $2823450.63    | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $1662185.20    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630DM7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1865000 | PA      | $1704703.25    | 0.00%             | 2025-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1616000 | PA      | $1422370.88    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7217000 | PA      | $6834932.02    | 0.01%             | 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        |    1615000 | PA      | $1232487.25    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $907911.00     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     418000 | PA      | $355028.30     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | Lloyds Bank PLC                                                                  | CUSIP: 53944VAH2<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $192716.00     | 0.00%             | 2025-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    4096000 | PA      | $3988848.64    | 0.00%             | 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        |    2710000 | PA      | $2575394.30    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     525000 | PA      | $437325.00     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                           | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    1182000 | PA      | $917019.24     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36004835 | PA      | $32561438.88   | 0.04%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617JF4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     401089 | PA      | $394751.74     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5574000 | PA      | $3562733.58    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CA0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     835000 | PA      | $749571.15     | 0.00%             | 2026-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5696000 | PA      | $5182904.32    | 0.01%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7745000 | PA      | $7385477.10    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2227423.68    | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2055884.88    | 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        |    2241000 | PA      | $2015084.79    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418M4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2556251 | PA      | $2691642.50    | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6139000 | PA      | $5805590.91    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5622000 | PA      | $5142274.74    | 0.01%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                    | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    4044000 | PA      | $3775033.56    | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAR0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     907000 | PA      | $902165.69     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4970000 | PA      | $4493774.60    | 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        |    2140000 | PA      | $1795353.00    | 0.00%             | 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        |   91100000 | PA      | $87075230.24   | 0.11%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2822000 | PA      | $2706072.24    | 0.00%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3042128.00    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $3098542.40    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    3020000 | PA      | $2810200.60    | 0.00%             | 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        |   93800000 | PA      | $81115016.09   | 0.10%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1953991 | PA      | $1930929.01    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13412196 | PA      | $13010148.47   | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1861000 | PA      | $1669000.63    | 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        |    1261000 | PA      | $961222.47     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNH51<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    7069065 | PA      | $6672341.30    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                          | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    3876000 | PA      | $3339329.04    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37940732 | PA      | $31283550.24   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9154000 | PA      | $8524021.72    | 0.01%             | 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        |    3625000 | PA      | $2872740.00    | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2973000 | PA      | $2582704.56    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131YCLY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     872651 | PA      | $845353.26     | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2100564.00    | 0.00%             | 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        |    3460000 | PA      | $3340768.40    | 0.00%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10360000 | PA      | $9681005.60    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                        | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    1905000 | PA      | $2063153.10    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9933441 | PA      | $9358454.87    | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3974000 | PA      | $3153965.10    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     697000 | PA      | $595837.42     | 0.00%             | 2027-10-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                         | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $781459.50     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8248000 | PA      | $8096484.24    | 0.01%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XD6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   60653362 | PA      | $51994869.07   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1091000 | PA      | $861519.06     | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                              | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1349656.00    | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    7040000 | PA      | $6837248.00    | 0.01%             | 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        |    4098000 | PA      | $3823352.04    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6957000 | PA      | $6610750.11    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2840612 | PA      | $2731502.14    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                      | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1813000 | PA      | $1343233.57    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109AZ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    2778000 | PA      | $2558426.88    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                              | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    1527000 | PA      | $1264401.81    | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                       | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     297000 | PA      | $306408.96     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5469390.00    | 0.01%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     776000 | PA      | $484968.96     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     500000 | PA      | $471675.00     | 0.00%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                          | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    5060000 | PA      | $4309956.20    | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3279000 | PA      | $2192962.41    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1106817.45    | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    4058000 | PA      | $3492842.34    | 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        |    1608000 | PA      | $1479199.20    | 0.00%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3444000 | PA      | $2980782.00    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1357566.72    | 0.00%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $975113.70     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAB4<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     881000 | PA      | $839214.17     | 0.00%             | 2025-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140M94X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1289830 | PA      | $1065488.75    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                                | Kirby Corp                                                                       | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    2812000 | PA      | $2559679.24    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2182000 | PA      | $1632288.74    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3212000 | PA      | $3022010.20    | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                       | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $884904.30     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1225688.10    | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9VA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54204 | PA      | $51612.03      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12290000 | PA      | $10766777.40   | 0.01%             | 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        |    3050000 | PA      | $2498712.50    | 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        |    5115000 | PA      | $4738842.90    | 0.01%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2472624.00    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2580000 | PA      | $1764204.00    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2353502.25    | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11228000 | PA      | $10447204.88   | 0.01%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36286917 | PA      | $29818818.29   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4280000 | PA      | $3618312.00    | 0.00%             | 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        |    3667000 | PA      | $3662746.28    | 0.00%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    1613000 | PA      | $1172167.10    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    2306000 | PA      | $2088152.18    | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2911216 | PA      | $2672162.59    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $1957280.68    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1222000 | PA      | $1356969.90    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1391238.24    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11318962 | PA      | $10550371.37   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    6167000 | PA      | $5425603.26    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                  | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     510000 | PA      | $430144.20     | 0.00%             | 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        |    2305000 | PA      | $1937467.75    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     890000 | PA      | $962374.80     | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11320000 | PA      | $10362780.80   | 0.01%             | 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        |    1347000 | PA      | $1293793.50    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6118 | PA      | $5781.12       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                   | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70397.25      | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  213750000 | PA      | $205684278.41  | 0.26%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7208000 | PA      | $6989309.28    | 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        |    3034000 | PA      | $2846225.74    | 0.00%             | 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        |    3823000 | PA      | $3673291.32    | 0.00%             | 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        |    3290000 | PA      | $3206598.50    | 0.00%             | 2024-02-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11322000 | PA      | $10180742.40   | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4641000 | PA      | $4348245.72    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1740000 | PA      | $1116088.20    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2602732.20    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     640000 | PA      | $692742.40     | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                              | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    2179000 | PA      | $1614137.83    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    7266000 | PA      | $6439492.50    | 0.01%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BN6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $14352254.25   | 0.02%             | 2025-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     728000 | PA      | $600607.28     | 0.00%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138LUQ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1204493 | PA      | $1155744.53    | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29670000 | PA      | $23684172.74   | 0.03%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                          | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    2695000 | PA      | $2819374.25    | 0.00%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2854069.80    | 0.00%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2963000 | PA      | $2756538.16    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                 | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     430000 | PA      | $401353.40     | 0.00%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FVHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89620 | PA      | $88686.87      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1734428.10    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417C3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78001 | PA      | $71525.17      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2813000 | PA      | $2660394.75    | 0.00%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC Holdings Inc                                                                 | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    1767000 | PA      | $1423212.48    | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2302000 | PA      | $2034461.56    | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3108000 | PA      | $2977432.92    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                     | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1943000 | PA      | $1726666.38    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1945000 | PA      | $1636289.60    | 0.00%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     975000 | PA      | $936282.75     | 0.00%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $767220.30     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $2426645.50    | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    9679000 | PA      | $8896743.22    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3204000 | PA      | $2520106.20    | 0.00%             | 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        |    3541000 | PA      | $3409133.16    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9627940 | PA      | $9094896.72    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    3434000 | PA      | $3355121.02    | 0.00%             | 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        |    4594000 | PA      | $4476255.78    | 0.01%             | 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        |   10441000 | PA      | $8961301.48    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1780000 | PA      | $1516417.60    | 0.00%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                          | MASSACHUSETTS ST WTR RESOURCES AUTH                                              | CUSIP: 576051ZT6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     925000 | PA      | $677627.25     | 0.00%             | 2041-08-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8740000 | PA      | $8498863.40    | 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        |    6965000 | PA      | $5979104.25    | 0.01%             | 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        |    8510000 | PA      | $7180227.40    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4084000 | PA      | $3688627.96    | 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        |    7125000 | PA      | $7041637.50    | 0.01%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19398146 | PA      | $18795277.64   | 0.02%             | 2047-09-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                    | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    2112000 | PA      | $1561908.48    | 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        |    2110000 | PA      | $1979496.50    | 0.00%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1452975.50    | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31419HEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35018 | PA      | $35776.51      | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5889000 | PA      | $4658552.34    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1190314.50    | 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        |    5250000 | PA      | $4527810.00    | 0.01%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2014-GC25                                    | CUSIP: 17322YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3781067 | PA      | $3695073.50    | 0.00%             | 2047-10-10      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153300000 | PA      | $143419336.70  | 0.18%             | 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        |    5580000 | PA      | $5233872.60    | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  232600000 | PA      | $198818485.54  | 0.25%             | 2027-11-30      | Fixed         | 0.63%                 | 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        |    2360000 | PA      | $2002129.60    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                        | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1465714.47    | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2558000 | PA      | $1944514.86    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2405000 | PA      | $1782561.95    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3947000 | PA      | $3668262.86    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1352832 | PA      | $1300868.90    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CU93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3991075 | PA      | $3949511.02    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2341000 | PA      | $2418768.02    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133630 | PA      | $132351.58     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2968000 | PA      | $2900003.12    | 0.00%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W7UK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6113109 | PA      | $5583461.54    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                              | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    1094000 | PA      | $1041914.66    | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5730561 | PA      | $5414571.83    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1855551.60    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2561000 | PA      | $2438507.37    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2627979 | PA      | $2406339.48    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131YDLB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     552106 | PA      | $514905.93     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    2949000 | PA      | $2898984.96    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71800000 | PA      | $63442031.25   | 0.08%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5115000 | PA      | $4549536.75    | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1656000 | PA      | $1391106.24    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3608000 | PA      | $3250338.96    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $848038.20     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     442000 | PA      | $419811.60     | 0.00%             | 2024-03-18      | Fixed         | 0.75%                 | 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        |    2614000 | PA      | $2590526.28    | 0.00%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3551693.15    | 0.00%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617A1GG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5882659 | PA      | $5578040.25    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103434 | PA      | $96508.11      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622A25T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34843680 | PA      | $32734014.11   | 0.04%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    6926000 | PA      | $4521708.36    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    2280000 | PA      | $1582000.80    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1672862.40    | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $5849235.05    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5269000 | PA      | $4248342.01    | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2287000 | PA      | $2094434.60    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2002000 | PA      | $1879157.28    | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3246000 | PA      | $2986741.98    | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71462273 | PA      | $58865589.73   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1135816.50    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11838000 | PA      | $11034436.56   | 0.01%             | 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        |    1280000 | PA      | $1219814.40    | 0.00%             | 2024-11-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     765000 | PA      | $723904.20     | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                         | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   16880000 | PA      | $15197064.00   | 0.02%             | 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        |  193750000 | PA      | $179839356.44  | 0.22%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                          | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4090000 | PA      | $3489547.10    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                      | Eni USA Inc                                                                      | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $509846.00     | 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        |    3708000 | PA      | $3660315.12    | 0.00%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1292026 | PA      | $1282792.82    | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WHVR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     266164 | PA      | $248342.37     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                      | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3612000 | PA      | $3114844.32    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3763000 | PA      | $3520926.21    | 0.00%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                      | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1199200.80    | 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        |    5779000 | PA      | $5557317.56    | 0.01%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2698000 | PA      | $2636863.32    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6104000 | PA      | $7355136.88    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1726000 | PA      | $1451013.68    | 0.00%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3271297.80    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1904000 | PA      | $1902191.20    | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46500000 | PA      | $44589140.63   | 0.06%             | 2025-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2818396.35    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST CO SALES TAX REVENUE                                         | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     700000 | PA      | $787769.50     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2873000 | PA      | $2796836.77    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617AUS68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     605774 | PA      | $617937.80     | 0.00%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                          | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $773252.31     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3011855.90    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                    | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2472000 | PA      | $2348177.52    | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                     | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    3194000 | PA      | $3092175.28    | 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        |   69380000 | PA      | $66298552.52   | 0.08%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36183FLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1566890 | PA      | $1487744.48    | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $2047652.64    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3198000 | PA      | $3070048.02    | 0.00%             | 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        |    1381000 | PA      | $1171101.81    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     940956 | PA      | $948737.10     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | 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        |    1950000 | PA      | $1880463.00    | 0.00%             | 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        |    4562000 | PA      | $4494208.68    | 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        |    7156000 | PA      | $7068195.88    | 0.01%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     235000 | PA      | $212825.40     | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WKLR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      93034 | PA      | $84159.75      | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47415817 | PA      | $39059308.53   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2250031.05    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2229110.40    | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3405704.50    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     983000 | PA      | $884788.47     | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   11130000 | PA      | $8978237.10    | 0.01%             | 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        |   60090000 | PA      | $64577971.88   | 0.08%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $2159136.00    | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    4304000 | PA      | $4037754.56    | 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        |    2641000 | PA      | $2440680.15    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    8563000 | PA      | $7883097.80    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                       | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     675000 | PA      | $629329.50     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9147000 | PA      | $8323587.06    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X42R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     692693 | PA      | $656393.85     | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $3995575.00    | 0.00%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion PLC                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    2001000 | PA      | $1727263.20    | 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        |    1236000 | PA      | $1135105.32    | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3616123 | PA      | $3373346.57    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22026256 | PA      | $19630416.09   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    5015000 | PA      | $4900758.30    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688AAQ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     824000 | PA      | $783739.36     | 0.00%             | 2024-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     820000 | PA      | $639813.20     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3438000 | PA      | $3360782.52    | 0.00%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Republic of Peru                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4316000 | PA      | $4643109.64    | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3264000 | PA      | $2272168.32    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2581000 | PA      | $2281991.15    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3815000 | PA      | $2442820.80    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2814000 | PA      | $2486422.26    | 0.00%             | 2042-08-21      | Fixed         | 4.13%                 | 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        |    4746000 | PA      | $4444486.62    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     691387 | PA      | $696383.07     | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2708823 | PA      | $2684530.53    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3035000 | PA      | $2530734.75    | 0.00%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YBS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     782638 | PA      | $741625.95     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                              | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2382422.92    | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMVN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10404676 | PA      | $8590469.95    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                           | CUSIP: 00254EMX7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    5050000 | PA      | $4892187.50    | 0.01%             | 2023-12-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3269000 | PA      | $3062954.93    | 0.00%             | 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        |    2667000 | PA      | $2609579.49    | 0.00%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVAQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371576 | PA      | $354181.95     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F9Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138422 | PA      | $129022.87     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1966000 | PA      | $1676644.12    | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1084447.80    | 0.00%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1830000 | PA      | $1586353.80    | 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        |    1516000 | PA      | $1608809.52    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     450000 | PA      | $471663.00     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                             | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5608000 | PA      | $5113037.92    | 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        |    2896000 | PA      | $2720328.64    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2451019.20    | 0.00%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EAA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58684 | PA      | $55337.45      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7718000 | PA      | $6649751.62    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1355496 | PA      | $1297663.67    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  159829000 | PA      | $151725171.03  | 0.19%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WEBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4778056 | PA      | $4502017.26    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2187000 | PA      | $2114107.29    | 0.00%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $975790.80     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10024000 | PA      | $7445426.24    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2469000 | PA      | $2267381.46    | 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        |   10900000 | PA      | $10068875.00   | 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        |     125000 | PA      | $120800.00     | 0.00%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5582000 | PA      | $5528691.90    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $817589.10     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3102000 | PA      | $3093221.34    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   74970488 | PA      | $61830810.58   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28498072 | PA      | $23534574.50   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0126C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77625000 | PA      | $60465629.69   | 0.08%             | 2052-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2218000 | PA      | $1996244.36    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     445000 | PA      | $390371.80     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                                                         | Merck Sharp & Dohme Corp                                                         | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     915000 | PA      | $991951.50     | 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        |    2440000 | PA      | $2165963.60    | 0.00%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     750000 | PA      | $620670.00     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9865000 | PA      | $7856486.00    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31306Y3L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      14691 | PA      | $14261.80      | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2679000 | PA      | $2472020.46    | 0.00%             | 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        |    1970000 | PA      | $1642290.50    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | Comm 2014-UBS2 Mortgage Trust                                                    | CUSIP: 12591UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4159449 | PA      | $4056025.25    | 0.01%             | 2047-03-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1544329.50    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FRQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144269 | PA      | $142889.57     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9327560 | PA      | $8206376.93    | 0.01%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     970000 | PA      | $982949.50     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $2889951.75    | 0.00%             | 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        |     770000 | PA      | $751273.60     | 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        |    2817000 | PA      | $2731391.37    | 0.00%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6208083 | PA      | $5841801.63    | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31413DKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     992240 | PA      | $1046596.79    | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWPW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66350 | PA      | $61895.03      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3090000 | PA      | $2456828.10    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36180MYW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     154478 | PA      | $146806.87     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12790000 | PA      | $11792763.70   | 0.01%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    9700000 | PA      | $6502977.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                    | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    6021000 | PA      | $5832121.23    | 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        |    3222000 | PA      | $3129947.46    | 0.00%             | 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        |    3333000 | PA      | $2851948.11    | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JMDK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161742 | PA      | $144446.66     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                           | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     816000 | PA      | $692808.48     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2788049.40    | 0.00%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3171000 | PA      | $2772658.98    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7598000 | PA      | $5584605.98    | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58700000 | PA      | $51243265.63   | 0.06%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2511000 | PA      | $1867857.57    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                           | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     630000 | PA      | $454696.20     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4504000 | PA      | $3587526.08    | 0.00%             | 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        |    8449000 | PA      | $8630569.01    | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2101000 | PA      | $1953005.56    | 0.00%             | 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        |    5037000 | PA      | $4878636.72    | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4066606 | PA      | $4065388.55    | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12265000 | PA      | $10063800.45   | 0.01%             | 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        |    1906000 | PA      | $1785655.16    | 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        |    1202000 | PA      | $1194583.66    | 0.00%             | 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        |    1910000 | PA      | $1716517.00    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B11 Mortgage Trust                                                | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $18228558.40   | 0.02%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3491306 | PA      | $3304835.18    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3591030.45    | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                      | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    1728000 | PA      | $1654352.64    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | 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        |    7580000 | PA      | $6327632.40    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHBV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3015891 | PA      | $2901221.42    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                      | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      13636 | PA      | $13611.17      | 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        |    2165000 | PA      | $2068635.85    | 0.00%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2708640.00    | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                            | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1099963.26    | 0.00%             | 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        |    2310000 | PA      | $2103162.60    | 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        |    2717000 | PA      | $2055437.67    | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4794000 | PA      | $4346240.40    | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | 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        |     416000 | PA      | $370356.48     | 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        |    3775000 | PA      | $3938533.00    | 0.00%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9596232 | PA      | $8795623.30    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2400000 | PA      | $2261928.00    | 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        |    7675000 | PA      | $7316424.00    | 0.01%             | 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        |    1838000 | PA      | $1692687.72    | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFFD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8303116 | PA      | $7913627.60    | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202E3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1135330 | PA      | $1182073.54    | 0.00%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     540000 | PA      | $542100.60     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1332949.47    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233JBH0<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $2815718.00    | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4095000 | PA      | $3953353.95    | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2099000 | PA      | $1846238.42    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    2787000 | PA      | $2172355.02    | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1661000 | PA      | $1546573.71    | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89633 | PA      | $86910.80      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1474918.42    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4519000 | PA      | $3371219.19    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $1995173.13    | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y1GK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1032096 | PA      | $1021148.08    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $2462019.30    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $945520.00     | 0.00%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                            | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    3061000 | PA      | $2150658.60    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                        | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    2347000 | PA      | $2311137.84    | 0.00%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307PWW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    5015428 | PA      | $4805993.62    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1178317.08    | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8996000 | PA      | $8300879.08    | 0.01%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17500000 | PA      | $16588086.03   | 0.02%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L7CJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3754935 | PA      | $3633094.10    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14213112 | PA      | $12155648.19   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8565000 | PA      | $9015604.65    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XXLN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     211319 | PA      | $198224.84     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                     | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    1405000 | PA      | $1848010.55    | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2824384.20    | 0.00%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2645866.44    | 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        |    3420000 | PA      | $2817909.00    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EXBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25456 | PA      | $23966.78      | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2968000 | PA      | $2482494.56    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1521000 | PA      | $1393890.03    | 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        |    3902000 | PA      | $3636976.16    | 0.00%             | 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        |    3080000 | PA      | $2336026.00    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                    | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    1740000 | PA      | $1515366.00    | 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        |    3604000 | PA      | $3341736.92    | 0.00%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     905000 | PA      | $872058.00     | 0.00%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    8662000 | PA      | $8692576.86    | 0.01%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1750000 | PA      | $1298972.50    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     819424 | PA      | $800913.69     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6215000 | PA      | $5354657.55    | 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        |    2782000 | PA      | $2630770.48    | 0.00%             | 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        |   12420000 | PA      | $11605869.00   | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      28200 | PA      | $29775.40      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     960000 | PA      | $803808.00     | 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        |    2579000 | PA      | $2407599.66    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1471684.39    | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7811000 | PA      | $6321754.74    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1845000 | PA      | $1799354.70    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                              | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $44691.55      | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6998000 | PA      | $7116196.22    | 0.01%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4930000 | PA      | $3714163.40    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    4413000 | PA      | $4297776.57    | 0.01%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HFGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44918 | PA      | $43387.34      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1475088.75    | 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        |    2269000 | PA      | $2197617.26    | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                     | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $1236440.00    | 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        |    4505000 | PA      | $4388230.40    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5787228.12    | 0.01%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   11036000 | PA      | $10554940.76   | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1795000 | PA      | $1265726.30    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    2349000 | PA      | $1683551.79    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2883000 | PA      | $2789706.12    | 0.00%             | 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        |     375000 | PA      | $333356.25     | 0.00%             | 2026-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU                               | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1260868.00    | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                                | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    2685000 | PA      | $2795407.20    | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                      | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2548060.35    | 0.00%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2621000 | PA      | $2419680.99    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2240000 | PA      | $1466841.60    | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $695780.00     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     594000 | PA      | $519559.92     | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    8767000 | PA      | $8380901.32    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                                                    | Comerica Bank                                                                    | CUSIP: 200339DX4<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1163640.00    | 0.00%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1557104.00    | 0.00%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   94213595 | PA      | $77606526.66   | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132MAWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87421 | PA      | $82058.71      | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EKZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101766 | PA      | $96451.35      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2499000 | PA      | $2185250.55    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                              | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    2816000 | PA      | $2265443.84    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    7246000 | PA      | $5247263.36    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5846000 | PA      | $5644371.46    | 0.01%             | 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        |   12860000 | PA      | $12092386.60   | 0.02%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                                                   | Prudential PLC                                                                   | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    2161000 | PA      | $1889794.50    | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    4357000 | PA      | $3375716.46    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                  | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     465000 | PA      | $379147.05     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     513389 | PA      | $499320.83     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2122000 | PA      | $2058021.70    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3920000 | PA      | $3606909.60    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1864000 | PA      | $1533363.68    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3292396.65    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L74A4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4086028 | PA      | $3837831.69    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TEW1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3500784.00    | 0.00%             | 2025-04-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    3245000 | PA      | $2348503.85    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5740000 | PA      | $4505957.40    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2162000 | PA      | $1755738.58    | 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        |    3495000 | PA      | $2996333.40    | 0.00%             | 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        |    1204000 | PA      | $1010565.36    | 0.00%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16000000 | PA      | $9225000.00    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1286046.30    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5759000 | PA      | $3570176.87    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     785000 | PA      | $671465.45     | 0.00%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     840000 | PA      | $849500.40     | 0.00%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3222000 | PA      | $3002066.28    | 0.00%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1362050.50    | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2802000 | PA      | $1827716.58    | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417GTQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12235 | PA      | $11170.12      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $2899683.80    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                              | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3143000 | PA      | $2537092.46    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7440000 | PA      | $6120516.00    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27000000 | PA      | $25100380.98   | 0.03%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                    | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2087000 | PA      | $2115529.29    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1730000 | PA      | $1383204.20    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 312941UZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     372385 | PA      | $380870.41     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                    | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $4961719.00    | 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        |    2620000 | PA      | $2580516.60    | 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        |    5690000 | PA      | $5483566.80    | 0.01%             | 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        |    1460000 | PA      | $1419791.60    | 0.00%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     450000 | PA      | $434151.00     | 0.00%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                        | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     636000 | PA      | $739744.32     | 0.00%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $2745371.20    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                       | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    3465000 | PA      | $3015970.65    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                       | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5018000 | PA      | $4941475.50    | 0.01%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1736646 | PA      | $1670829.63    | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                   | CUSIP: 64971M4P4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    2235000 | PA      | $2308918.16    | 0.00%             | 2037-08-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8015000 | PA      | $7863516.50    | 0.01%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3995702 | PA      | $3644874.41    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                 | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1021000 | PA      | $788160.95     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FE5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     913413 | PA      | $878328.53     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                 | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1623392.84    | 0.00%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY                                                               | DIAMONDBACK ENERGY                                                               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1716886.80    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     903000 | PA      | $846652.80     | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4510000 | PA      | $4320895.70    | 0.01%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J95Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     471570 | PA      | $455844.71     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                        | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1964000 | PA      | $1818664.00    | 0.00%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4886000 | PA      | $4763507.98    | 0.01%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $4836509.70    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2054000 | PA      | $1966006.64    | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  330102292 | PA      | $292123977.09  | 0.36%             | 2052-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                      | SANTA CLARA VLY CA TRANSPRTN AUTH SALES TAX REVENUE                              | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |    2620000 | PA      | $2726814.78    | 0.00%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31334Y2B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1057305 | PA      | $952244.81     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $2539469.10    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0EE4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      25000 | PA      | $24517.25      | 0.00%             | 2024-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5619240 | PA      | $5448437.81    | 0.01%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10649000 | PA      | $10384798.31   | 0.01%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335A5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     309884 | PA      | $282424.25     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     326000 | PA      | $314410.70     | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    4345000 | PA      | $3076694.50    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38176400 | PA      | $34349139.26   | 0.04%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1792631.25    | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3045000 | PA      | $2980385.10    | 0.00%             | 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        |    3550000 | PA      | $3388510.50    | 0.00%             | 2026-01-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     815591 | PA      | $784830.97     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5245000 | PA      | $4746410.30    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     456872 | PA      | $432219.27     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2035284.90    | 0.00%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $2565091.10    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4720343 | PA      | $4399052.23    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1764000 | PA      | $1231219.08    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180DQF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      79305 | PA      | $75418.66      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                               | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     821000 | PA      | $745303.80     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                   | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1606000 | PA      | $1606369.38    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                   | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $3910647.76    | 0.00%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1684847.00    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | Bank of America NA                                                               | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    5753000 | PA      | $6012863.01    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    4085000 | PA      | $3148023.55    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | Alleghany Corp                                                                   | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1557347.25    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  160297998 | PA      | $132216422.24  | 0.16%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2126000 | PA      | $1912613.38    | 0.00%             | 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        |    2420000 | PA      | $2359209.60    | 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        |    6740000 | PA      | $6706030.40    | 0.01%             | 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        |    4542000 | PA      | $3518823.66    | 0.00%             | 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        |     920000 | PA      | $909852.40     | 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        |    4500000 | PA      | $4405905.00    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $1647187.33    | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $883880.48     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138Y9RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268477 | PA      | $244772.47     | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31416WX31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187943 | PA      | $183433.82     | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                               | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     595000 | PA      | $606751.25     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $144914062.50  | 0.18%             | 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        |    4790000 | PA      | $4011050.20    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $2660978.52    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | 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        |    1450000 | PA      | $1440995.50    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2418338.25    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4741000 | PA      | $4226980.78    | 0.01%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418V5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2206 | PA      | $2254.22       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1464155.10    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X6CQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3066256 | PA      | $2741311.24    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                                | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1687856.40    | 0.00%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1325480.80    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1544433.80    | 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        |    1763000 | PA      | $1747873.46    | 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        |    1755000 | PA      | $1735923.15    | 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        |    2437000 | PA      | $2362525.28    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140630 | PA      | $142547.24     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                               | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1645012.25    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  136339230 | PA      | $116119451.78  | 0.14%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $2757925.50    | 0.00%             | 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        |   10160000 | PA      | $9964216.80    | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $2693966.55    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2064330.20    | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1471002.50    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     215000 | PA      | $224874.95     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                 | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $2884870.10    | 0.00%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1646980.65    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3723000 | PA      | $3649247.37    | 0.00%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71965 | PA      | $68523.84      | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                       | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    5954000 | PA      | $5888208.30    | 0.01%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     374000 | PA      | $369818.68     | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                   | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     855000 | PA      | $732811.95     | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     540000 | PA      | $411544.80     | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4094413 | PA      | $3879853.77    | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2016-P5                                      | CUSIP: 17325DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11400000 | PA      | $10414729.92   | 0.01%             | 2049-10-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     483000 | PA      | $436955.61     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                                          | Travelers Property Casualty Corp                                                 | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     858000 | PA      | $955185.66     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4748000 | PA      | $4941860.84    | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                     | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2450000 | PA      | $2190057.45    | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4898000 | PA      | $4707565.76    | 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        |    4409000 | PA      | $4067478.86    | 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        |    7985000 | PA      | $6183743.70    | 0.01%             | 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        |    3539000 | PA      | $3286775.47    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36183VZ72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37973 | PA      | $36097.78      | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1674509.20    | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    5599000 | PA      | $5679457.63    | 0.01%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33834923 | PA      | $28992654.26   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1470000 | PA      | $1133737.50    | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     395000 | PA      | $259530.80     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                              | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     910000 | PA      | $575120.00     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2948000 | PA      | $2429269.92    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4206000 | PA      | $4106738.40    | 0.01%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1808000 | PA      | $1496897.44    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91892 | PA      | $88335.90      | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                            | CUSIP: 592643AA8<br>LEI: 7HERAVJJLN8J1DZ6AZ19 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1616152.20    | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417BXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2011067 | PA      | $1896386.74    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2609899.95    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6957536 | PA      | $6250275.53    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                 | CUSIP: 84861TAG3<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     725000 | PA      | $582559.25     | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23146128 | PA      | $22476010.08   | 0.03%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     969000 | PA      | $911877.45     | 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        |  120760000 | PA      | $118462729.39  | 0.15%             | 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        |    4902000 | PA      | $3980227.92    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                        | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $1999395.30    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  469500000 | PA      | $440302968.75  | 0.55%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     903000 | PA      | $1071382.41    | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3008000 | PA      | $2090469.76    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                            | CUSIP: 69371RR40<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     619000 | PA      | $576344.71     | 0.00%             | 2024-08-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4635000 | PA      | $3412101.60    | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                             | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     741000 | PA      | $717265.77     | 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        |    2467000 | PA      | $2386945.85    | 0.00%             | 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        |   10335000 | PA      | $9215202.75    | 0.01%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                             | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     227000 | PA      | $188398.65     | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48095614 | PA      | $44874800.27   | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                      | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      55000 | PA      | $50778.20      | 0.00%             | 2026-06-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ET5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6783586 | PA      | $6322960.96    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4381000 | PA      | $3261128.78    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4209000 | PA      | $3772105.80    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33207.30      | 0.00%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132HREH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     265717 | PA      | $242930.46     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     541000 | PA      | $425480.27     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                         | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    1094000 | PA      | $900887.12     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                           | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    2160000 | PA      | $1983441.60    | 0.00%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1962000 | PA      | $1868726.52    | 0.00%             | 2025-07-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HEZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     641256 | PA      | $646558.98     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9730165 | PA      | $8919652.47    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     540000 | PA      | $529864.20     | 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        |    1946000 | PA      | $1889663.30    | 0.00%             | 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        |    8177000 | PA      | $8047231.01    | 0.01%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                     | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1168894.80    | 0.00%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                            | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     956000 | PA      | $730192.80     | 0.00%             | 2048-01-15      | 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        |     180000 | PA      | $170852.40     | 0.00%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38497927 | PA      | $32879823.80   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YDFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10992 | PA      | $10021.35      | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                  | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $3926432.30    | 0.00%             | 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        |    5551000 | PA      | $4728619.35    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A9VA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     120532 | PA      | $112686.33     | 0.00%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                          | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    1411000 | PA      | $934942.71     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31362645 | PA      | $26831940.52   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                     | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1020064.50    | 0.00%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     774000 | PA      | $797893.38     | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1559000 | PA      | $1669034.22    | 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        |   11446000 | PA      | $11002810.88   | 0.01%             | 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        |    1427000 | PA      | $1371917.80    | 0.00%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335ABF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   10022121 | PA      | $9459667.88    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1329887.75    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20928690 | PA      | $19900704.99   | 0.02%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     442000 | PA      | $412514.18     | 0.00%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1431565.20    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | Agilent Technologies Inc                                                         | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2514134.56    | 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        |    3140000 | PA      | $2970879.60    | 0.00%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    8427000 | PA      | $8464837.23    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2973000 | PA      | $2616567.03    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2271482.38    | 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        |    2125000 | PA      | $1663768.75    | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31368HNG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131336 | PA      | $138528.58     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1337476.20    | 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        |    2388000 | PA      | $2338162.44    | 0.00%             | 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        |    2702000 | PA      | $2573033.54    | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   17055000 | PA      | $16652160.90   | 0.02%             | 2024-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2066000 | PA      | $1898240.80    | 0.00%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                  | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    7425000 | PA      | $5366196.00    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6684000 | PA      | $6013995.84    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                              | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    2062000 | PA      | $1961188.82    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1390005.00    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                        | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $1920247.70    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1531165.50    | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46756882 | PA      | $41460131.00   | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    3428000 | PA      | $3558092.60    | 0.00%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     780000 | PA      | $859209.00     | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2451237.70    | 0.00%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $661970.32     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     172000 | PA      | $169019.24     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3174351.45    | 0.00%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                               | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    1716000 | PA      | $1667368.56    | 0.00%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1781000 | PA      | $1735584.50    | 0.00%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     475000 | PA      | $485279.00     | 0.00%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                             | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3920000 | PA      | $3740816.80    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $1165536.88    | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                            | CUSIP: 544495UG7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    2100000 | PA      | $2269268.40    | 0.00%             | 2039-07-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1321834.80    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7978000 | PA      | $7125710.26    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $2796214.85    | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     644000 | PA      | $583264.36     | 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        |   13612000 | PA      | $12907851.24   | 0.02%             | 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        |    1626000 | PA      | $1258995.54    | 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        |    1310000 | PA      | $1308218.40    | 0.00%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $5006026.80    | 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        |    2853000 | PA      | $2841844.77    | 0.00%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    8035000 | PA      | $8069470.15    | 0.01%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H7DD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79578 | PA      | $74041.60      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1541000 | PA      | $1203705.92    | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                           | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $2718931.32    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3198281.40    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410G4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189018 | PA      | $196472.91     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CZE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     987312 | PA      | $949893.65     | 0.00%             | 2038-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                      | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $2490267.60    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AUF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2482370 | PA      | $2335645.35    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4063088 | PA      | $3821554.22    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     951000 | PA      | $915984.18     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     894000 | PA      | $734590.86     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417DRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77561 | PA      | $73215.16      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2014235.20    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3197000 | PA      | $2623490.17    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1826959.70    | 0.00%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $2741022.45    | 0.00%             | 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        |     300000 | PA      | $290184.00     | 0.00%             | 2025-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WKQ84<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2058245 | PA      | $1861906.88    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    4730000 | PA      | $3722226.20    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $2055065.76    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4386000 | PA      | $4063848.30    | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1439000 | PA      | $1326024.11    | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMSA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3810745 | PA      | $3663274.60    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | Comm 2014-UBS2 Mortgage Trust                                                    | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9700000 | PA      | $9458409.38    | 0.01%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7216000 | PA      | $6825542.24    | 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        |     395000 | PA      | $370458.65     | 0.00%             | 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        |    1295000 | PA      | $1184277.50    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597EM3<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     550000 | PA      | $490787.00     | 0.00%             | 2025-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     295000 | PA      | $281312.00     | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     225000 | PA      | $206532.00     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | Southwest Airlines Co                                                            | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    1663000 | PA      | $1539871.48    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21959203 | PA      | $19727592.05   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     601000 | PA      | $556976.75     | 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        |    6690000 | PA      | $6329676.60    | 0.01%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1198422.30    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5620000 | PA      | $4870404.40    | 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        |    2140000 | PA      | $1972523.60    | 0.00%             | 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        |    2425000 | PA      | $2310249.00    | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    3491000 | PA      | $4010146.61    | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                    | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1554988.50    | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2153408.95    | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     576000 | PA      | $476179.20     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                             | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    1897000 | PA      | $1280323.24    | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9510000 | PA      | $7401950.53    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $923022.10     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    2015000 | PA      | $2312440.20    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $967070.18     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    8905000 | PA      | $8506145.05    | 0.01%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1059044.80    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2819000 | PA      | $1859976.20    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     620000 | PA      | $651489.80     | 0.00%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2185639.75    | 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        |    4701000 | PA      | $4151077.02    | 0.01%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31339S7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94075 | PA      | $90590.91      | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2176416.00    | 0.00%             | 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        |    3260000 | PA      | $2912288.40    | 0.00%             | 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        |    3060000 | PA      | $2977043.40    | 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        |     390000 | PA      | $348484.50     | 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        |   10150000 | PA      | $9578961.00    | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3391163.20    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    5246000 | PA      | $3627241.78    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2448000 | PA      | $2377350.72    | 0.00%             | 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        |    5341000 | PA      | $5159245.77    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20501855 | PA      | $19690481.41   | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                  | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     980000 | PA      | $704326.00     | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3556000 | PA      | $3466033.20    | 0.00%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                            | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1222482.24    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5629535 | PA      | $5411704.22    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3536637.15    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9910000 | PA      | $9596844.00    | 0.01%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | Church & Dwight Co Inc                                                           | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    1959000 | PA      | $1570314.81    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    4351000 | PA      | $4256496.28    | 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        |    2335000 | PA      | $2015478.60    | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4802661 | PA      | $4536077.97    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2236203 | PA      | $2168748.90    | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $2948814.90    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2885000 | PA      | $1840630.00    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16630950 | PA      | $14973698.10   | 0.02%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1687000 | PA      | $1215804.03    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36196JJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     160547 | PA      | $163307.79     | 0.00%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q75V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1511556 | PA      | $1408671.93    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2134000 | PA      | $1889038.14    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7342766 | PA      | $6737506.64    | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                         | XLIT Ltd                                                                         | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    1050000 | PA      | $1046430.00    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WDYQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1064326 | PA      | $993063.46     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12482782 | PA      | $10740822.02   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                              | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    2351000 | PA      | $1685431.90    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3703000 | PA      | $3603833.66    | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14615 | PA      | $14439.68      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3074000 | PA      | $3027859.26    | 0.00%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      95000 | PA      | $83799.50      | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                 | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1451000 | PA      | $1401767.57    | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1035786.00    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2123163.85    | 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        |  158150000 | PA      | $160645804.69  | 0.20%             | 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        |    5000000 | PA      | $4027280.00    | 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        |    2190000 | PA      | $1929565.20    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1936000 | PA      | $1844194.88    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    8448000 | PA      | $10432942.08   | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138YMUC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29578 | PA      | $26748.08      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1129536.24    | 0.00%             | 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        |  190870000 | PA      | $179059918.75  | 0.22%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7659000 | PA      | $7240359.06    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                          | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    1913000 | PA      | $1167695.20    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EPWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     362990 | PA      | $342019.03     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                            | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    2204000 | PA      | $1976503.12    | 0.00%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                        | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     605000 | PA      | $414993.70     | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   17323000 | PA      | $16339400.06   | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36183X2S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41859 | PA      | $39532.35      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1540027 | PA      | $1460281.12    | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123517000 | PA      | $94432606.41   | 0.12%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7091000 | PA      | $6022102.66    | 0.01%             | 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        |    3156000 | PA      | $2969291.04    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8790610 | PA      | $7927295.22    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    4789000 | PA      | $4722432.90    | 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        |    2363000 | PA      | $2078022.20    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                   | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    2484000 | PA      | $2176927.92    | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $7930656.00    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35340000 | PA      | $34020271.88   | 0.04%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1900000 | PA      | $1780300.00    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                       | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1396580.00    | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1799000 | PA      | $1834404.32    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2578000 | PA      | $2183101.96    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     689000 | PA      | $665367.30     | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3251000 | PA      | $3041895.68    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   25470000 | PA      | $24622103.70   | 0.03%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1915111 | PA      | $1820008.86    | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630DF2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    2300000 | PA      | $2147901.00    | 0.00%             | 2024-06-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148562 | PA      | $134390.52     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     698000 | PA      | $553081.24     | 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        |    1772000 | PA      | $1775703.48    | 0.00%             | 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        |    5180000 | PA      | $4850293.00    | 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        |    5534000 | PA      | $5205335.74    | 0.01%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58723991 | PA      | $52700696.07   | 0.07%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1948000 | PA      | $1584074.64    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                  | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    6040000 | PA      | $4632982.00    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1102000 | PA      | $1261095.74    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    2975000 | PA      | $2817295.25    | 0.00%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                              | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1580000 | PA      | $1282029.38    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5180000 | PA      | $5055162.00    | 0.01%             | 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        |    3721000 | PA      | $3610597.93    | 0.00%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1727000 | PA      | $1392393.75    | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $4961700.70    | 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        |    2815000 | PA      | $2735926.65    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    7077000 | PA      | $5518573.83    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    3378000 | PA      | $2943791.88    | 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        |    2030000 | PA      | $1874745.60    | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1438141.90    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307VRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20743 | PA      | $19530.12      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      45000 | PA      | $30738.60      | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3620AU3T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1717 | PA      | $1682.80       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36296QRP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     321111 | PA      | $322240.87     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1973720.00    | 0.00%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                 | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1508000 | PA      | $1216639.32    | 0.00%             | 2049-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  163800000 | PA      | $133138687.50  | 0.17%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    9318000 | PA      | $9255848.94    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055450AH3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1185000 | PA      | $1243147.95    | 0.00%             | 2026-03-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417CNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77364 | PA      | $73029.38      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J94R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     638614 | PA      | $643892.56     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2292000 | PA      | $2172586.80    | 0.00%             | 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        |    2722000 | PA      | $3448529.02    | 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        |    6075000 | PA      | $5472967.50    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $7611406.25    | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6746000 | PA      | $6334291.62    | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4235000 | PA      | $3994651.05    | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                            | CUSIP: 69371RR57<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     195000 | PA      | $181513.80     | 0.00%             | 2024-11-08      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8894000 | PA      | $7023947.56    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    9026000 | PA      | $6687002.36    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1964000 | PA      | $1497353.60    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    3120000 | PA      | $2029653.60    | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21428057 | PA      | $19081488.92   | 0.02%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10610000 | PA      | $9188578.30    | 0.01%             | 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        |      50000 | PA      | $50860.30      | 0.00%             | 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        |    3625000 | PA      | $3056890.00    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176XKP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     110323 | PA      | $104873.57     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $2976742.50    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJXQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $14620363.80   | 0.02%             | 2025-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $8532848.70    | 0.01%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7398000 | PA      | $7290729.00    | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2966000 | PA      | $2283731.02    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                                         | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    7488000 | PA      | $7058563.20    | 0.01%             | 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        |    3530000 | PA      | $2797772.10    | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71848.70      | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4377000 | PA      | $4174432.44    | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37989105 | PA      | $32518528.29   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     230000 | PA      | $182889.56     | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    3968000 | PA      | $3498030.08    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AV1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1268783.10    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    2443000 | PA      | $2162836.76    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QM5D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28461590 | PA      | $24383907.31   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                        | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    2239000 | PA      | $1912643.36    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EHNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18442 | PA      | $19753.14      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1360802 | PA      | $1272494.17    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                              | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |     458000 | PA      | $381417.82     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1737496.90    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2255000 | PA      | $1825986.25    | 0.00%             | 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        |     205000 | PA      | $206949.55     | 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        |    3397000 | PA      | $3253476.75    | 0.00%             | 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        |     165000 | PA      | $130642.05     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| RADY CHILDREN HOSP/SD CA                                                         | Rady Children's Hospital-San Diego                                               | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |     940000 | PA      | $630787.00     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1586324.85    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10356000 | PA      | $9415571.64    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1337167.90    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3813000 | PA      | $2457440.37    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                                | BA Credit Card Trust                                                             | CUSIP: 05522RDD7<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   23870000 | PA      | $22402366.89   | 0.03%             | 2026-09-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  422760000 | PA      | $364300218.75  | 0.45%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3361555 | PA      | $3367585.80    | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17025000 | PA      | $16163096.10   | 0.02%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                     | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1174883.70    | 0.00%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ACH86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     141703 | PA      | $133761.30     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WZ4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1878609 | PA      | $1715066.50    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13699518 | PA      | $12234585.67   | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    5553000 | PA      | $4801512.51    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1832000 | PA      | $1762951.92    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90184000 | PA      | $75388187.50   | 0.09%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    2084000 | PA      | $1732866.84    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     863000 | PA      | $935060.50     | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG NC HOSP AUTH HLTH CARE SYS REVENUE                         | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     750000 | PA      | $524010.75     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2052000 | PA      | $1760657.04    | 0.00%             | 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        |    1075000 | PA      | $1137360.75    | 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        |    4299000 | PA      | $4098881.55    | 0.01%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1469377.92    | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                       | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2014792.20    | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1858000 | PA      | $1779016.42    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                         | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2039552.05    | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MCRV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $3.79          | 0.00%             | 2024-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3363000 | PA      | $2649135.99    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2187000 | PA      | $2063390.76    | 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        |    5920000 | PA      | $5405492.80    | 0.01%             | 2025-05-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138M7W43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316234 | PA      | $298515.60     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                             | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    9150000 | PA      | $8320827.00    | 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        |    2980000 | PA      | $2691446.60    | 0.00%             | 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        |     610000 | PA      | $542161.90     | 0.00%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64653292 | PA      | $55450614.96   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2627000 | PA      | $2479546.49    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IHC HEALTH SERVICES INC                                                          | IHC Health Services Inc                                                          | CUSIP: 45174XAA0<br>LEI: UHH3GVKP4EW0MPCVT846 | Long             | DBT              | CORP              | US        |     310000 | PA      | $264960.10     | 0.00%             | 2048-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2531000 | PA      | $2502728.73    | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2521000 | PA      | $2284101.63    | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4824000 | PA      | $4501708.56    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JWVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400184 | PA      | $378809.82     | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5791193 | PA      | $5452325.99    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJSN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1567685 | PA      | $1462719.15    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     500000 | PA      | $558435.00     | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2758000 | PA      | $2665662.16    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8714928 | PA      | $8404919.41    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | 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        |    1775000 | PA      | $1654140.25    | 0.00%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3396000 | PA      | $3328555.44    | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L87K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1802149 | PA      | $1681157.94    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2134000 | PA      | $2123564.74    | 0.00%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2882000 | PA      | $2339665.24    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                   | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $862254.20     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21752506 | PA      | $17985438.95   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      95000 | PA      | $106617.55     | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1721772.75    | 0.00%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  260800000 | PA      | $209618000.00  | 0.26%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 312939P39<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     222420 | PA      | $222546.08     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | 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        |     405934 | PA      | $362685.70     | 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        |    1790000 | PA      | $1714873.70    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76300000 | PA      | $69909875.00   | 0.09%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1503075.20    | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1674695 | PA      | $1436293.51    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                          | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $979898.40     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138AFWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1064745 | PA      | $1064433.41    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     998197 | PA      | $965168.80     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     805000 | PA      | $757191.05     | 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        |    2170000 | PA      | $1945470.10    | 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        |    2073000 | PA      | $2054073.51    | 0.00%             | 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        |    2871000 | PA      | $2919749.58    | 0.00%             | 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        |    5810000 | PA      | $5103329.70    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1281390.63    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2736566.10    | 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        |    5052000 | PA      | $4977786.12    | 0.01%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1624000 | PA      | $1423777.04    | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     185724 | PA      | $184058.38     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418AT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37860 | PA      | $36311.41      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   15200000 | PA      | $14748454.21   | 0.02%             | 2050-08-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1838003.80    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     570000 | PA      | $561261.90     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                          | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1088807.95    | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1400215.56    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47401214 | PA      | $42835895.40   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    3522000 | PA      | $3097282.02    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4237200 | PA      | $3806564.45    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EGNL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     509578 | PA      | $520636.58     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14232601 | PA      | $13298472.51   | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3337000 | PA      | $2964156.99    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2320287.97    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                          | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    1710000 | PA      | $1602055.60    | 0.00%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XRKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33289 | PA      | $31970.75      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172378 | PA      | $170729.57     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91084.00      | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                            | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    5799000 | PA      | $5833562.04    | 0.01%             | 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        |    7300000 | PA      | $6419912.00    | 0.01%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1765656.90    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6107000 | PA      | $4674358.87    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | 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        |    2485000 | PA      | $1970306.80    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     937000 | PA      | $864991.55     | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                                                         | Beth Israel Lahey Health Inc                                                     | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     730000 | PA      | $466893.40     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1936076 | PA      | $1786537.37    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    7515000 | PA      | $6386622.75    | 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        |    1760000 | PA      | $1486988.80    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                 | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    1558000 | PA      | $1350552.30    | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1683000 | PA      | $1324066.59    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1370327.72    | 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        |    2997000 | PA      | $2586201.21    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                   | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     386000 | PA      | $316620.36     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    5053000 | PA      | $4542444.88    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2246000 | PA      | $1897286.04    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    5479000 | PA      | $5371721.18    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1780495.80    | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                  | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    2899000 | PA      | $2889114.41    | 0.00%             | 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        |     265000 | PA      | $257500.50     | 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        |    2588000 | PA      | $2420452.88    | 0.00%             | 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        |     310000 | PA      | $299841.30     | 0.00%             | 2024-06-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SM38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83852 | PA      | $78626.36      | 0.00%             | 2031-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4524000 | PA      | $3958273.80    | 0.00%             | 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        |    3975000 | PA      | $3418380.75    | 0.00%             | 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        |    1940000 | PA      | $1572932.60    | 0.00%             | 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        |    4136369 | PA      | $3808851.22    | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    5373000 | PA      | $4040281.08    | 0.01%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                      | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $1963737.75    | 0.00%             | 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        |    1037000 | PA      | $1004158.21    | 0.00%             | 2025-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $2790169.20    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7JD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12144472 | PA      | $11677996.96   | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31307SSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30078 | PA      | $28698.50      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    2431000 | PA      | $2307067.62    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13826570 | PA      | $13675310.31   | 0.02%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1345012.80    | 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        |    2700000 | PA      | $2703105.00    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     365000 | PA      | $309472.55     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     717000 | PA      | $671054.64     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1093580.85    | 0.00%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418AMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2766489 | PA      | $2608731.74    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   24444000 | PA      | $16853404.68   | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    3821000 | PA      | $3649551.73    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2868000 | PA      | $2555818.20    | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    7703000 | PA      | $7158783.05    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16258000 | PA      | $13338550.94   | 0.02%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                            | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1138813.00    | 0.00%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    4100000 | PA      | $5128731.00    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48390.00      | 0.00%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110550000 | PA      | $93103828.13   | 0.12%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2330000 | PA      | $2123631.90    | 0.00%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32546424 | PA      | $28019574.50   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                  | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     626000 | PA      | $525983.98     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                              | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1473497.40    | 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        |    2466000 | PA      | $2361441.60    | 0.00%             | 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        |    3860000 | PA      | $3624771.60    | 0.00%             | 2024-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                         | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    1223000 | PA      | $1057662.63    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2079411 | PA      | $2065642.56    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | 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        |    3539000 | PA      | $3399846.52    | 0.00%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     976275 | PA      | $938474.43     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2113000 | PA      | $1663818.46    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | Magna International Inc                                                          | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4404105.00    | 0.01%             | 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        |    1550000 | PA      | $1286329.50    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2921986 | PA      | $2808943.87    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2189894.98    | 0.00%             | 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        |    3662000 | PA      | $2951169.18    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     230000 | PA      | $192475.50     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                    | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    1230000 | PA      | $1325300.40    | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3619000 | PA      | $3413513.18    | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   12830000 | PA      | $12413025.00   | 0.02%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $5259732.10    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1590736.62    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FSGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84409 | PA      | $83601.80      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3004000 | PA      | $2843856.76    | 0.00%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $2937856.20    | 0.00%             | 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        |    8958000 | PA      | $7552131.48    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV4K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1645566 | PA      | $1579182.27    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0VE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      56777 | PA      | $55118.68      | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ASSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1551835 | PA      | $1551380.79    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                         | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2590284.00    | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1448000 | PA      | $1325832.24    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                         | CUSIP: 471048CR7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |      50000 | PA      | $48158.50      | 0.00%             | 2025-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $2542754.40    | 0.00%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $2989496.40    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                   | CUSIP: 546676AW7<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1130414.34    | 0.00%             | 2025-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1857689.50    | 0.00%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    4461000 | PA      | $4259585.85    | 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        |    2925000 | PA      | $2798005.28    | 0.00%             | 2025-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3841454.00    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8064000 | PA      | $7164702.72    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1192000 | PA      | $1127238.64    | 0.00%             | 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        |    2165000 | PA      | $1919922.00    | 0.00%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                              | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    3136000 | PA      | $3060108.80    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                             | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    1250000 | PA      | $899745.00     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4981000 | PA      | $4399966.35    | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3377000 | PA      | $3210007.35    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96000000 | PA      | $91256250.24   | 0.11%             | 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        |    1995000 | PA      | $1996715.70    | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3046614 | PA      | $2882221.85    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    9545000 | PA      | $9374430.85    | 0.01%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                    | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $1997741.49    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73432036 | PA      | $62843846.10   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    1514000 | PA      | $1633772.54    | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     591452 | PA      | $585292.00     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                        | CUSIP: 748148RZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    7157000 | PA      | $6732661.47    | 0.01%             | 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        |    2418000 | PA      | $2300122.50    | 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        |     350000 | PA      | $317569.00     | 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        |    3203000 | PA      | $3041632.86    | 0.00%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5909000 | PA      | $5231710.42    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1430597 | PA      | $1397716.21    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     836000 | PA      | $742986.64     | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4146000 | PA      | $3284585.58    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | 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        |    5560000 | PA      | $6004716.60    | 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        |    8913000 | PA      | $8181955.74    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5170680 | PA      | $5207299.80    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    4835000 | PA      | $4269111.60    | 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        |    3125000 | PA      | $3044937.50    | 0.00%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $976069.20     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                            | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3694000 | PA      | $3512661.54    | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      50000 | PA      | $58695.00      | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     517000 | PA      | $459685.38     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1735000 | PA      | $1516580.85    | 0.00%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     485120 | PA      | $443517.95     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    3541000 | PA      | $3391853.08    | 0.00%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     710000 | PA      | $668323.00     | 0.00%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WF3E7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1837615 | PA      | $1714576.55    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7254000 | PA      | $7063582.50    | 0.01%             | 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        |    9457000 | PA      | $8981123.76    | 0.01%             | 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        |    2720000 | PA      | $2808400.00    | 0.00%             | 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        |    1884000 | PA      | $1764648.60    | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66574017 | PA      | $57156792.19   | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3266000 | PA      | $2796937.08    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  146800000 | PA      | $142189562.50  | 0.18%             | 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        |     618000 | PA      | $519700.92     | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XHZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249081 | PA      | $243967.72     | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4394544.00    | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                         | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1040241.60    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8T31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4148233 | PA      | $3869732.17    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13356000 | PA      | $11077867.08   | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41537194 | PA      | $38113307.98   | 0.05%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                 | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1461445.30    | 0.00%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2329479.95    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    5943000 | PA      | $5296163.88    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $1670859.74    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     640000 | PA      | $690169.60     | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    2077000 | PA      | $2080281.66    | 0.00%             | 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        |   44110000 | PA      | $40019486.94   | 0.05%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12937097 | PA      | $12239025.79   | 0.02%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     192882 | PA      | $185650.79     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1679738 | PA      | $1726238.41    | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    5697000 | PA      | $5298096.06    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $3714306.45    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1510194 | PA      | $1407402.30    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1014351.75    | 0.00%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $754522.92     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140KQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7923343 | PA      | $6814849.21    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2574803 | PA      | $2546907.49    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1508000 | PA      | $1397358.04    | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617KDFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     527093 | PA      | $504132.23     | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $1000901.98    | 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        |    1145000 | PA      | $1105131.10    | 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        |    3574000 | PA      | $2828642.30    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XJKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25416 | PA      | $23991.97      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWB93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4603747 | PA      | $4228850.27    | 0.01%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2983000 | PA      | $2765897.26    | 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        |  140400000 | PA      | $133292250.00  | 0.17%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3534606.00    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XW5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1398285 | PA      | $1357632.66    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8502.60       | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $241732.50     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9089000 | PA      | $7747463.60    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3920000 | PA      | $3608869.60    | 0.00%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                       | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $3084868.50    | 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        |    1550000 | PA      | $1389451.00    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   14784000 | PA      | $14000300.16   | 0.02%             | 2024-10-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9214000 | PA      | $8020787.00    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    7615000 | PA      | $7379924.95    | 0.01%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14879037 | PA      | $13366950.57   | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                          | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    8159000 | PA      | $6634980.39    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PRN54<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      78434 | PA      | $77125.33      | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                        | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    2036000 | PA      | $1825131.48    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AJ9<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1579956.25    | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE Capital Corp                                                               | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    1476000 | PA      | $1352119.32    | 0.00%             | 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        |    2389000 | PA      | $2162952.82    | 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        |   11321000 | PA      | $8774454.26    | 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        |     855000 | PA      | $775083.15     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121337 | PA      | $117030.33     | 0.00%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    3198000 | PA      | $3028729.86    | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11412000 | PA      | $7701730.56    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1871808.95    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                           | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    1340000 | PA      | $1248692.40    | 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        |    4619000 | PA      | $4280381.11    | 0.01%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                             | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     975000 | PA      | $656191.58     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3280000 | PA      | $2706787.20    | 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        |    3612000 | PA      | $3561865.44    | 0.00%             | 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        |    6601000 | PA      | $6336827.98    | 0.01%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  444501500 | PA      | $380222418.12  | 0.47%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                          | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     960000 | PA      | $926793.60     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                             | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    8240000 | PA      | $6166404.00    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $1860448.80    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2318825.80    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1788500.70    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     927000 | PA      | $864631.44     | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK21                                                                  | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15310000 | PA      | $13203038.41   | 0.02%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  210661124 | PA      | $209607818.38  | 0.26%             | 2052-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    9347000 | PA      | $7455354.14    | 0.01%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                      | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $1626848.30    | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                            | NEW YORK ST URBAN DEV CORP REVENUE                                               | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    1260000 | PA      | $1312329.06    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3196000 | PA      | $2985511.44    | 0.00%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   16858000 | PA      | $12501387.06   | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9500515 | PA      | $9017870.36    | 0.01%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    2068000 | PA      | $1388930.84    | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                         | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $1558024.58    | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1993205 | PA      | $2009106.96    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                         | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $869406.66     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    3648000 | PA      | $3502700.16    | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     547000 | PA      | $489931.49     | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     570000 | PA      | $552563.70     | 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        |    2976000 | PA      | $2847079.68    | 0.00%             | 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        |    4249000 | PA      | $3901006.90    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2754737.72    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6460000 | PA      | $4704365.80    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3681899.20    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                               | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2665000 | PA      | $1921358.40    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     915000 | PA      | $810360.60     | 0.00%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                         | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      60000 | PA      | $44487.00      | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDN9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2149000 | PA      | $2104838.05    | 0.00%             | 2025-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     741000 | PA      | $688003.68     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                     | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    2101000 | PA      | $1515556.35    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2701985.65    | 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        |  132494000 | PA      | $127354682.28  | 0.16%             | 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        |     934000 | PA      | $884002.98     | 0.00%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1768883.16    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3052000 | PA      | $2261409.92    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3090808.00    | 0.00%             | 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        |   13340000 | PA      | $10776719.00   | 0.01%             | 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        |    4240000 | PA      | $4103090.40    | 0.01%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1139356.59    | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7YU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134036 | PA      | $130313.55     | 0.00%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1564000 | PA      | $1503832.92    | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63637 | PA      | $68172.20      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                         | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     950000 | PA      | $611268.00     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3585000 | PA      | $2712267.60    | 0.00%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50207000 | PA      | $54458905.31   | 0.07%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47380096 | PA      | $40767500.57   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1911375.15    | 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        |    5265000 | PA      | $5021862.30    | 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        |    1293027 | PA      | $1157051.94    | 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        |     675000 | PA      | $607020.75     | 0.00%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    1996000 | PA      | $1380812.84    | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2065109.90    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  118198565 | PA      | $97130058.20   | 0.12%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1558000 | PA      | $1730143.42    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1480539.90    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1614796.00    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MCH57<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      57101 | PA      | $56510.97      | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5669000 | PA      | $5580960.43    | 0.01%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $2236934.12    | 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        |    2731000 | PA      | $2425646.89    | 0.00%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26619510 | PA      | $23273603.35   | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3940000 | PA      | $3677556.60    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2603000 | PA      | $2504086.00    | 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        |    3210000 | PA      | $3097393.20    | 0.00%             | 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        |   13789000 | PA      | $13424832.51   | 0.02%             | 2024-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1665742.90    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3683656.90    | 0.00%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1672000 | PA      | $1542269.52    | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617BMXL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5515 | PA      | $5178.11       | 0.00%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | Athene Holding Ltd                                                               | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    4165000 | PA      | $3814265.35    | 0.00%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    3269000 | PA      | $3131963.52    | 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        |    2979000 | PA      | $2976199.74    | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2058000 | PA      | $1941434.88    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4218000 | PA      | $3602467.26    | 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        |   12620000 | PA      | $11688265.40   | 0.01%             | 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        |    1450000 | PA      | $1261746.50    | 0.00%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8160000 | PA      | $6490137.60    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267729 | PA      | $270248.37     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4668000 | PA      | $4220852.28    | 0.01%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29594985 | PA      | $25387058.64   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1773901.60    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2C3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2811892 | PA      | $2623109.65    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40300000 | PA      | $35967750.00   | 0.04%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36178NLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     171311 | PA      | $162849.86     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2223000 | PA      | $2452213.53    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15720208 | PA      | $14879983.45   | 0.02%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1042198.50    | 0.00%             | 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        |  170000000 | PA      | $152402344.60  | 0.19%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    1825000 | PA      | $1494127.50    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | Valmont Industries Inc                                                           | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    1474000 | PA      | $1293862.46    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1305548.75    | 0.00%             | 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        |    4626000 | PA      | $4412695.14    | 0.01%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                           | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1539338.30    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10550000 | PA      | $8346316.00    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                   | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    3250000 | PA      | $3207551.75    | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                              | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1837990.90    | 0.00%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                        | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1600000 | PA      | $1134913.60    | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    5006000 | PA      | $4253047.54    | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3180000 | PA      | $3158916.60    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                        | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     811000 | PA      | $706762.17     | 0.00%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4422000 | PA      | $3083106.84    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3668494 | PA      | $3549207.57    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36195HHF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33205 | PA      | $31773.96      | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      60000 | PA      | $67072.20      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                          | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1735000 | PA      | $1244047.05    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13965701 | PA      | $12219555.35   | 0.02%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CD9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     466000 | PA      | $434111.62     | 0.00%             | 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        |    3313290 | PA      | $3066980.02    | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    3371667 | PA      | $3145914.76    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     867000 | PA      | $918985.32     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  245280000 | PA      | $222610763.73  | 0.28%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3089000 | PA      | $2736915.78    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $1843611.00    | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1142000 | PA      | $922610.38     | 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        |    3120000 | PA      | $3183616.80    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9316000 | PA      | $7036281.64    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    8480000 | PA      | $8328716.80    | 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        |    5575000 | PA      | $5534637.00    | 0.01%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7110000 | PA      | $6068100.60    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                     | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1485000 | PA      | $945098.55     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   10089000 | PA      | $9737398.35    | 0.01%             | 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        |    1685000 | PA      | $1597262.05    | 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        |  159300000 | PA      | $155180602.36  | 0.19%             | 2025-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                         | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1382036.04    | 0.00%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417AQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1165539 | PA      | $1132341.81    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NG6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2367164.25    | 0.00%             | 2025-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11718160 | PA      | $11069393.00   | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1910707.05    | 0.00%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2209642.45    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  284800000 | PA      | $188858000.00  | 0.23%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    3414000 | PA      | $3128692.02    | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNLD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60568979 | PA      | $49806787.07   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | Mississippi Power Co                                                             | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3318608.40    | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ND31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58981 | PA      | $58234.64      | 0.00%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3451008 | PA      | $3323711.07    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    2103000 | PA      | $1928955.72    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AR7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1177073.45    | 0.00%             | 2024-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1965878.40    | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                          | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    3488000 | PA      | $3112516.80    | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2638000 | PA      | $2513565.54    | 0.00%             | 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        |    3233000 | PA      | $2643527.11    | 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        |    1712000 | PA      | $1607910.40    | 0.00%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1889000 | PA      | $1937509.52    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2637076 | PA      | $2458011.04    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     752128 | PA      | $731241.79     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3480000 | PA      | $3470604.00    | 0.00%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5286000 | PA      | $5048605.74    | 0.01%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $1036472.32    | 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        |    2545000 | PA      | $2343563.25    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   90840009 | PA      | $75018441.18   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6574197 | PA      | $6388420.25    | 0.01%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2994938 | PA      | $2854743.88    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3362000 | PA      | $3094384.80    | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust                                                             | CUSIP: 92348KAA1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   28690000 | PA      | $26751453.42   | 0.03%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1812000 | PA      | $1290162.12    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1901787.60    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6717916 | PA      | $6166276.04    | 0.01%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     756000 | PA      | $604973.88     | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                                | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1767790.70    | 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        |    2553000 | PA      | $2451314.01    | 0.00%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9754030 | PA      | $9190518.17    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1320756.25    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    6170000 | PA      | $5944856.70    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8576000 | PA      | $7218333.44    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1173748.90    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2772000 | PA      | $2212194.60    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87260414 | PA      | $72075113.70   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     550000 | PA      | $664895.00     | 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        |    4459000 | PA      | $4161005.03    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    2035000 | PA      | $1627572.65    | 0.00%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3130A2UW4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $971420.00     | 0.00%             | 2024-09-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138AVRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68214 | PA      | $65838.87      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13930000 | PA      | $10674698.30   | 0.01%             | 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        |     997000 | PA      | $974078.97     | 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        |    3806000 | PA      | $3784496.10    | 0.00%             | 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        |    2286000 | PA      | $2126300.04    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     470000 | PA      | $319828.89     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                       | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6233000 | PA      | $5729809.91    | 0.01%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     594000 | PA      | $478864.98     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4157000 | PA      | $4022354.77    | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     419000 | PA      | $363981.11     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1097974.00    | 0.00%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3617J3E56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     550041 | PA      | $545108.29     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope                                                                     | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     927000 | PA      | $776872.35     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    6399000 | PA      | $6198647.31    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | Diageo Investment Corp                                                           | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2383528.45    | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    1469000 | PA      | $1311464.44    | 0.00%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9968564 | PA      | $9610598.34    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    1961000 | PA      | $1841241.73    | 0.00%             | 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        |    2670000 | PA      | $2560797.00    | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1030440.00    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                               | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     520000 | PA      | $469820.00     | 0.00%             | 2045-09-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     115000 | PA      | $112075.55     | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                           | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    5986000 | PA      | $5911534.16    | 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        |    5430000 | PA      | $4849587.30    | 0.01%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2152134.90    | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $3372597.50    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3132289.05    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORA                                                         | Owl Rock Capital Corp III                                                        | CUSIP: 69122JAC0<br>LEI: 5493003BCZ22YM5BRK17 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2406014.00    | 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        |    1835000 | PA      | $1714880.90    | 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        |    3433000 | PA      | $3285792.96    | 0.00%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $2521436.55    | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     790000 | PA      | $461008.45     | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2848061.00    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2772367.80    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36294UWX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32879 | PA      | $30194.64      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     992000 | PA      | $990492.16     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     850000 | PA      | $832269.00     | 0.00%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     781000 | PA      | $523785.46     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   84536000 | PA      | $82795746.98   | 0.10%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                        | CUSIP: 748149AQ4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     225000 | PA      | $218594.25     | 0.00%             | 2024-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2191538.70    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2350000 | PA      | $2060221.50    | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3311000 | PA      | $3483536.21    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMVM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42869 | PA      | $40400.02      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    2834000 | PA      | $3226509.00    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71256413 | PA      | $60518879.48   | 0.08%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2906000 | PA      | $2787580.50    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1500000 | PA      | $1526445.00    | 0.00%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1432580 | PA      | $1448065.78    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                 | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3042666.00    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36181CEE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18207 | PA      | $17706.79      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     885000 | PA      | $718292.55     | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                      | CUSIP: 563469UD5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    2035000 | PA      | $1989375.30    | 0.00%             | 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        |    2059000 | PA      | $1952055.54    | 0.00%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133ADLZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1751421 | PA      | $1559221.61    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                           | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $2313449.00    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                     | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $568481.50     | 0.00%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                              | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    1519000 | PA      | $1501759.35    | 0.00%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22976236 | PA      | $21786471.36   | 0.03%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Finland                                                              | Finland Government International Bond                                            | CUSIP: 317873AY3<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     462000 | PA      | $495499.62     | 0.00%             | 2026-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    2235000 | PA      | $2151209.85    | 0.00%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L5UB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1053145 | PA      | $995817.03     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                       | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   10000000 | PA      | $11092300.00   | 0.01%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3304000 | PA      | $2115386.00    | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    1616000 | PA      | $1508697.60    | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $1931742.06    | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1162000 | PA      | $1138039.56    | 0.00%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    4894000 | PA      | $4537276.34    | 0.01%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    3787000 | PA      | $3372815.81    | 0.00%             | 2026-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180DVC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     186153 | PA      | $177030.70     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                           | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    8665000 | PA      | $7553887.05    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $2121873.56    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13422122 | PA      | $12058095.22   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     455000 | PA      | $435689.80     | 0.00%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1348695.00    | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7502000 | PA      | $8281907.92    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2533000 | PA      | $2169463.84    | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3156000 | PA      | $2244105.36    | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    4636000 | PA      | $4370032.68    | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    1344000 | PA      | $845456.64     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1029483.00    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3290000 | PA      | $3226996.50    | 0.00%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                   | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     870000 | PA      | $560853.33     | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                  | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    7255000 | PA      | $4968949.50    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  207890000 | PA      | $192753009.38  | 0.24%             | 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        |   24507000 | PA      | $22503552.75   | 0.03%             | 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        |    2042000 | PA      | $1800819.38    | 0.00%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3077000 | PA      | $1877800.79    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3526743 | PA      | $3430099.24    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630DE5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1700000 | PA      | $1498839.00    | 0.00%             | 2026-04-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    2776000 | PA      | $3081387.76    | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    3843000 | PA      | $3680095.23    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6575000 | PA      | $6217254.25    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15549530 | PA      | $13969304.41   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | 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        |    5350000 | PA      | $5069446.00    | 0.01%             | 2026-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Tampa Electric Co                                                                | Tampa Electric Co                                                                | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1478000 | PA      | $1228410.14    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176XCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     346359 | PA      | $339489.61     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7324339 | PA      | $6917784.93    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1608198.92    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAA2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1917000 | PA      | $1856576.16    | 0.00%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                       | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    3767000 | PA      | $3512915.85    | 0.00%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $47997.50      | 0.00%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18733401 | PA      | $16234904.29   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4550080.00    | 0.01%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8404000 | PA      | $7657556.72    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1605003.00    | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2241134 | PA      | $2166318.17    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2596000 | PA      | $2152135.92    | 0.00%             | 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        |    2494000 | PA      | $2192625.04    | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HD5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104262 | PA      | $98811.20      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1296000 | PA      | $1264118.40    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1150569 | PA      | $1030847.15    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     455000 | PA      | $404990.95     | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4197155.60    | 0.01%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     675000 | PA      | $450004.28     | 0.00%             | 2060-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     555000 | PA      | $490858.65     | 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        |  100000000 | PA      | $96000000.00   | 0.12%             | 2024-09-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20500000 | PA      | $16560944.07   | 0.02%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3709159.30    | 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        |    2315000 | PA      | $2290067.45    | 0.00%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| AutoZone Inc                                                                     | AutoZone Inc                                                                     | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    3383000 | PA      | $3252855.99    | 0.00%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2858000 | PA      | $3107932.10    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2259102.65    | 0.00%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     496200 | PA      | $477333.59     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7307000 | PA      | $7048843.69    | 0.01%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1634423.84    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $2371530.50    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1969692 | PA      | $1857371.19    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1472485.44    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     350000 | PA      | $329969.50     | 0.00%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     440000 | PA      | $482477.60     | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2030000 | PA      | $1615575.50    | 0.00%             | 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        |    4755000 | PA      | $4649914.50    | 0.01%             | 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        |  106900000 | PA      | $106895824.49  | 0.13%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1833000 | PA      | $1517430.72    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | 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        |    3210502 | PA      | $2928876.86    | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                      | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    2429000 | PA      | $2358996.22    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2622000 | PA      | $2489982.30    | 0.00%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4402904 | PA      | $4401585.81    | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8MG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166026 | PA      | $156558.65     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1511000 | PA      | $1138795.37    | 0.00%             | 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        |    4873000 | PA      | $4659124.03    | 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        |  294910000 | PA      | $252286289.06  | 0.31%             | 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        |    1135000 | PA      | $1137304.05    | 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        |   10559000 | PA      | $9744267.56    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36176PPS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80109 | PA      | $78519.78      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                             | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    2711000 | PA      | $2419404.84    | 0.00%             | 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        |    4076000 | PA      | $3792432.68    | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1755237.80    | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                     | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     886000 | PA      | $860199.68     | 0.00%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1356821 | PA      | $1367661.00    | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1741121.40    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $2962028.80    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5066000 | PA      | $4448910.54    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                   | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3540000 | PA      | $2496018.60    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1603830.00    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                               | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $782828.00     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     830140 | PA      | $811779.99     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $903842.55     | 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        |    4063000 | PA      | $4003720.83    | 0.00%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     686000 | PA      | $683139.38     | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    3452000 | PA      | $3319374.16    | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK CNTY NV ARPT REVENUE                                                       | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     850000 | PA      | $1015023.25    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1145037.80    | 0.00%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     668000 | PA      | $647545.84     | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                        | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    1766000 | PA      | $1375343.14    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     495937 | PA      | $497333.79     | 0.00%             | 2046-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $1893220.40    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     785000 | PA      | $680806.95     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95823.00      | 0.00%             | 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        |    5574000 | PA      | $5324507.76    | 0.01%             | 2025-03-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3822479 | PA      | $3643546.98    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                  | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     337000 | PA      | $313996.38     | 0.00%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3329967.75    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25106 | PA      | $26895.24      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3210188.20    | 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        |    2609000 | PA      | $2304999.32    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1061239.32    | 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        |    1758000 | PA      | $1719763.50    | 0.00%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1616000 | PA      | $1430806.40    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                                          | Delmarva Power & Light Co                                                        | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1245204.31    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1550562.65    | 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        |    4080000 | PA      | $3403536.00    | 0.00%             | 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        |    3755000 | PA      | $3225319.70    | 0.00%             | 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        |    4874000 | PA      | $3959588.86    | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP                                                                    | Lubrizol Corp/The                                                                | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |     212000 | PA      | $244773.08     | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3915000 | PA      | $3798802.80    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17120129 | PA      | $15629734.27   | 0.02%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1532752.26    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418U2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     412520 | PA      | $407029.52     | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PUHG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     767993 | PA      | $749106.51     | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  303328000 | PA      | $295223455.00  | 0.37%             | 2052-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    8162000 | PA      | $6937536.76    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3363000 | PA      | $3222493.86    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAP4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    2129000 | PA      | $2039667.16    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                 | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4805000 | PA      | $3402617.51    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                 | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1510000 | PA      | $1483318.30    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2434000 | PA      | $2412118.34    | 0.00%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7331059 | PA      | $7251634.53    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2803596.50    | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10256000 | PA      | $10034060.16   | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    3200000 | PA      | $3559193.60    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9210000 | PA      | $7990780.20    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36178DVE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     455638 | PA      | $433133.44     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4346000 | PA      | $4608324.56    | 0.01%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                            | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     385000 | PA      | $459933.32     | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    3473000 | PA      | $3251665.71    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36180HHZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25556 | PA      | $24303.76      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2125000 | PA      | $2028418.75    | 0.00%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43705377 | PA      | $39323825.04   | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                            | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3614530.70    | 0.00%             | 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        |    3986000 | PA      | $3652331.94    | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16767031 | PA      | $14363042.46   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   71296804 | PA      | $61057216.31   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4103000 | PA      | $3240508.37    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140E7NX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     307630 | PA      | $278199.55     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    2129000 | PA      | $1638244.21    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                           | GE Healthcare Holding LLC                                                        | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     375000 | PA      | $393840.00     | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4234096.90    | 0.01%             | 2024-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4300000 | PA      | $3568484.00    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y3BL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73368 | PA      | $72573.18      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8FY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36662384 | PA      | $31466368.80   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3438000 | PA      | $3219102.54    | 0.00%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2549000 | PA      | $2156887.33    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                     | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     990000 | PA      | $773942.40     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                   | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2165000 | PA      | $2120249.45    | 0.00%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                                | BA Credit Card Trust                                                             | CUSIP: 05522RDC9<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    9450000 | PA      | $8973952.19    | 0.01%             | 2026-05-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2137404.50    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    7841000 | PA      | $6662654.52    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | Progress Energy Inc                                                              | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    2547000 | PA      | $2581588.26    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1190000 | PA      | $770310.80     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    2624000 | PA      | $2087523.20    | 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        |    3155000 | PA      | $2995041.50    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WQAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227632 | PA      | $201617.95     | 0.00%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      75000 | PA      | $79821.75      | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                         | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    3517000 | PA      | $2816413.60    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6165000 | PA      | $4858759.80    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SUTTER HEALTH                                                                    | Sutter Health                                                                    | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $1006639.30    | 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        |    2775000 | PA      | $2150014.50    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    2304000 | PA      | $1792673.28    | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1096065.20    | 0.00%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     115000 | PA      | $99515.25      | 0.00%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3322000 | PA      | $3111285.54    | 0.00%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     915000 | PA      | $988135.95     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      62892 | PA      | $58669.88      | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                           | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    3326000 | PA      | $2114970.14    | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3334388 | PA      | $3178303.75    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1362032.00    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                        | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    1381000 | PA      | $1090299.50    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3590000 | PA      | $2954067.40    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2434000 | PA      | $2047797.22    | 0.00%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      70000 | PA      | $60539.50      | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1046845.20    | 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        |    3865000 | PA      | $3798367.40    | 0.00%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2169000 | PA      | $2129827.86    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     895000 | PA      | $808525.10     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                       | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1990000 | PA      | $1580816.20    | 0.00%             | 2031-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                   | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1661719.40    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $191740.00     | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1269125.74    | 0.00%             | 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        |    1964000 | PA      | $1556902.08    | 0.00%             | 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        |    2116000 | PA      | $1396771.60    | 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        |    1191000 | PA      | $1010730.24    | 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        |    4303000 | PA      | $4209409.75    | 0.01%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10748762 | PA      | $10192164.69   | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                          | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2387000 | PA      | $2329974.57    | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6673047 | PA      | $6388341.05    | 0.01%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     929000 | PA      | $847248.00     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1785112.50    | 0.00%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1304710.20    | 0.00%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    4448000 | PA      | $3738410.56    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     740000 | PA      | $671601.80     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $1563327.36    | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $1872604.50    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | Sonoco Products Co                                                               | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63709.10      | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $916794.53     | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11753608 | PA      | $10575284.76   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                       | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    2265000 | PA      | $1996529.55    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     917000 | PA      | $798734.51     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                 | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $1789287.50    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2117746.00    | 0.00%             | 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        |    3960000 | PA      | $3562218.00    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30481073 | PA      | $26132470.29   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CR7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2291520.00    | 0.00%             | 2024-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90174 | PA      | $85696.17      | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29536457 | PA      | $26546594.71   | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAF6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1550073.60    | 0.00%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     535000 | PA      | $512567.45     | 0.00%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y0YA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130477 | PA      | $124971.89     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $5943105.00    | 0.01%             | 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        |    4035000 | PA      | $3748958.85    | 0.00%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1046741.50    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1264866.11    | 0.00%             | 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        |    1000000 | PA      | $1022742.00    | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1206101.60    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1509584.24    | 0.00%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                                | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $1821385.80    | 0.00%             | 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        |    3855000 | PA      | $3040554.15    | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     750000 | PA      | $668985.00     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     970000 | PA      | $859449.10     | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1145000 | PA      | $808897.85     | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1206772.80    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4025000 | PA      | $4264085.00    | 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        |    9326000 | PA      | $8655740.38    | 0.01%             | 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        |    4205000 | PA      | $3771885.00    | 0.00%             | 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        |    3697000 | PA      | $3565571.65    | 0.00%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VeriSign Inc                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $2948486.40    | 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        |     906000 | PA      | $822783.90     | 0.00%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMUC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    4518003 | PA      | $4329340.12    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $2933305.35    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13753679 | PA      | $12715015.26   | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERUG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288384 | PA      | $274884.95     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $1799481.07    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1162194.60    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1040000 | PA      | $930623.20     | 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        |    3025000 | PA      | $2667596.25    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5838208 | PA      | $5497173.26    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   93057272 | PA      | $72363091.52   | 0.09%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4182149.00    | 0.01%             | 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        |    4066000 | PA      | $3689895.00    | 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        |    2175000 | PA      | $1630836.75    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15949000 | PA      | $16928368.28   | 0.02%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                         | CUSIP: 456873AF5<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    1395000 | PA      | $1159844.85    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1292294.25    | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    7833000 | PA      | $7457250.99    | 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        |    2420000 | PA      | $2309043.00    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     485000 | PA      | $365476.60     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Owl Rock Capital Corp                                                            | Owl Rock Capital Corp                                                            | CUSIP: 69121KAA2<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1194133.38    | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                               | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     265000 | PA      | $238492.05     | 0.00%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                        | Adobe Inc                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    3011000 | PA      | $2768644.61    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    2812000 | PA      | $2624327.12    | 0.00%             | 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        |   30510000 | PA      | $30498711.30   | 0.04%             | 2022-12-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1644000 | PA      | $1074666.36    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2398129.35    | 0.00%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                                | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $680689.50     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2257764.85    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3761911 | PA      | $3601409.22    | 0.00%             | 2030-04-01      | 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        |    2074000 | PA      | $1823025.26    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2281396.08    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4473000 | PA      | $3931990.65    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    4791000 | PA      | $4398329.64    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    1448000 | PA      | $1425946.96    | 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        |   11892000 | PA      | $11501109.96   | 0.01%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    2317000 | PA      | $2229927.14    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                         | United Airlines 2019-2 Class AA Pass Through Trust                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2756178 | PA      | $2156681.75    | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417Y6Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1351657 | PA      | $1328256.93    | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | 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        |     550000 | PA      | $515971.50     | 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        |    1495000 | PA      | $1573921.05    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32118471 | PA      | $28415832.01   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1296228.00    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $977140.00     | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10055000 | PA      | $8753480.80    | 0.01%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18824154 | PA      | $15481308.96   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                 | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    1565000 | PA      | $1114639.95    | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     545000 | PA      | $395795.35     | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1691409.40    | 0.00%             | 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        |    1956000 | PA      | $1883999.64    | 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        |    1284000 | PA      | $1115282.40    | 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        |    2180000 | PA      | $2026462.60    | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2647000 | PA      | $2495035.73    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14769.15      | 0.00%             | 2024-08-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETGM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2998184 | PA      | $2737176.62    | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3673897.50    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132AEB96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     154158 | PA      | $147938.67     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK27                                                                  | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23610000 | PA      | $19197544.10   | 0.02%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6194863 | PA      | $5774213.33    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     325000 | PA      | $313729.00     | 0.00%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                               | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    1394000 | PA      | $1139553.18    | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $6447546.00    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8118000 | PA      | $6702951.42    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                       | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $929820.00     | 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        |    2090000 | PA      | $1667631.90    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $279957.00     | 0.00%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2073276.14    | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4125000 | PA      | $3159048.75    | 0.00%             | 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        |    3937000 | PA      | $3757197.21    | 0.00%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES CA DEPT OF ARPTS CUSTOMER FAC CHARGE REVENUE                         | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     330000 | PA      | $279020.94     | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                 | CUSIP: 84861TAJ7<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     655000 | PA      | $488171.50     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024WS7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    2930000 | PA      | $2560696.94    | 0.00%             | 2031-04-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EUKZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91162 | PA      | $90289.87      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                  | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $839259.40     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1448000 | PA      | $1268172.88    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91000000 | PA      | $70837812.50   | 0.09%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                        | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1965000 | PA      | $1902552.30    | 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        |    3250000 | PA      | $3102352.50    | 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        |    3516000 | PA      | $3458829.84    | 0.00%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $1891386.90    | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                              | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1301533.75    | 0.00%             | 2028-04-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4776000 | PA      | $4295009.04    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP Carey Inc                                                                     | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    2382000 | PA      | $2368065.30    | 0.00%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   13663000 | PA      | $9199571.16    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128UGAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200030 | PA      | $196244.76     | 0.00%             | 2040-11-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4FT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     702365 | PA      | $700554.64     | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $3186608.60    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2661895 | PA      | $2760947.88    | 0.00%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     381000 | PA      | $374545.86     | 0.00%             | 2024-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20603738 | PA      | $18282465.53   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                      | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     570000 | PA      | $579946.50     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F3BF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     822581 | PA      | $791305.25     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2179000 | PA      | $2026513.58    | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     966000 | PA      | $808696.56     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2069708.00    | 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        |    4829000 | PA      | $5165822.75    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5108000 | PA      | $3973462.12    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    1525000 | PA      | $1161516.25    | 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        |    7655000 | PA      | $5999912.45    | 0.01%             | 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        |    4126000 | PA      | $3983075.36    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1737400.00    | 0.00%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                            | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3621645.00    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     592000 | PA      | $503359.84     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y0K74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130643 | PA      | $126845.11     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $4051604.80    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     575000 | PA      | $483874.00     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5873000 | PA      | $5163424.14    | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FPFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25005 | PA      | $24744.25      | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    5937000 | PA      | $5566590.57    | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    4187000 | PA      | $3290228.34    | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                           | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     400000 | PA      | $370676.00     | 0.00%             | 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        |    1782000 | PA      | $1499659.92    | 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        |    4486000 | PA      | $4414672.60    | 0.01%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2590906.25    | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3047000 | PA      | $2837000.76    | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $1940006.13    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     790000 | PA      | $833134.00     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                       | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3599000 | PA      | $3536953.24    | 0.00%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1291000 | PA      | $1184053.56    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2525000 | PA      | $2185513.75    | 0.00%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3353000 | PA      | $2765722.05    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    4182000 | PA      | $4070340.60    | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                           | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3085668.65    | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  128580000 | PA      | $105596325.00  | 0.13%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5553000 | PA      | $5320162.71    | 0.01%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     191869 | PA      | $181933.32     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WNEK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    2186872 | PA      | $2166218.11    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17733994 | PA      | $14641604.01   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $1953134.10    | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8122000 | PA      | $7488808.88    | 0.01%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16708017 | PA      | $15729721.28   | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2190000 | PA      | $2039656.50    | 0.00%             | 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        |    3099000 | PA      | $2902027.56    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                                | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $853394.64     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31417GMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134629 | PA      | $126929.44     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2041293.80    | 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        |    3344000 | PA      | $3184725.28    | 0.00%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3345000 | PA      | $2308484.85    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| EPR Properties                                                                   | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1500000 | PA      | $1351140.00    | 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        |   14525000 | PA      | $13235034.75   | 0.02%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    3083000 | PA      | $3085158.10    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2499000 | PA      | $2440023.60    | 0.00%             | 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        |    6232000 | PA      | $5885999.36    | 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        |    1096000 | PA      | $1024212.00    | 0.00%             | 2027-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622A27M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3711232 | PA      | $3388509.83    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KJQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24995322 | PA      | $22176645.39   | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1371166.75    | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    6657000 | PA      | $6416216.31    | 0.01%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    1001000 | PA      | $702551.85     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    3085000 | PA      | $3015618.35    | 0.00%             | 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        |    5630000 | PA      | $4584171.20    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KH2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9543377 | PA      | $8507170.58    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                       | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1587159.00    | 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        |    3165000 | PA      | $3042482.85    | 0.00%             | 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        |    2291000 | PA      | $1805972.39    | 0.00%             | 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        |    1265000 | PA      | $899630.05     | 0.00%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     260000 | PA      | $203291.40     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18298000 | PA      | $16034171.44   | 0.02%             | 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        |    4539000 | PA      | $4380316.56    | 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        |    4385000 | PA      | $3945737.01    | 0.00%             | 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        |    5694000 | PA      | $5529614.22    | 0.01%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5685000 | PA      | $4052211.15    | 0.01%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2348000 | PA      | $2008267.88    | 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        |    3803000 | PA      | $3753903.27    | 0.00%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                         | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2066734.05    | 0.00%             | 2024-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2586000 | PA      | $2200944.60    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3746000 | PA      | $3505244.58    | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2501000 | PA      | $2251725.33    | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    2262000 | PA      | $1908426.78    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2651000 | PA      | $2838001.54    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27283515 | PA      | $24547435.32   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23003155 | PA      | $20519380.21   | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                    | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4314978.70    | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128PXA97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79480 | PA      | $76786.56      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4448235.10    | 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        |    2881000 | PA      | $2545277.07    | 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        |     857000 | PA      | $826876.45     | 0.00%             | 2025-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                       | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1680003.75    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $2705973.92    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     550000 | PA      | $564778.50     | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                                | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     901000 | PA      | $567107.42     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2826592.80    | 0.00%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32594853 | PA      | $29326135.77   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1264881.24    | 0.00%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                         | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1304941.90    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     880000 | PA      | $809512.00     | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                          | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     600000 | PA      | $430560.00     | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                   | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     330000 | PA      | $304223.70     | 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        |    1524000 | PA      | $1388135.40    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                  | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1612969.50    | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     657326 | PA      | $657133.85     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4371562 | PA      | $4253842.84    | 0.01%             | 2048-02-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1848000 | PA      | $1452158.40    | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36186PML5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42800 | PA      | $40420.99      | 0.00%             | 2045-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     816000 | PA      | $789080.16     | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                                           | Acuity Brands Lighting Inc                                                       | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    1296000 | PA      | $1004957.28    | 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        |    3117000 | PA      | $2622020.40    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                     | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1264301.26    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1098750.90    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WM7L2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    1680013 | PA      | $1577482.09    | 0.00%             | 2047-05-01      | 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: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1001000 | PA      | $788267.48     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3552000 | PA      | $2965635.84    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                             | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1017382.00    | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    2575000 | PA      | $2999372.88    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3133000 | PA      | $2504426.21    | 0.00%             | 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        |     987000 | PA      | $921542.16     | 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        |    5337000 | PA      | $5147056.17    | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2036186.79    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3373000 | PA      | $3243611.72    | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    8686000 | PA      | $8407700.56    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    3397000 | PA      | $2496047.66    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152720000 | PA      | $143711907.01  | 0.18%             | 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        |    1610000 | PA      | $1464649.20    | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3972728 | PA      | $3753667.45    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7369000 | PA      | $7024204.49    | 0.01%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                              | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     445000 | PA      | $467063.10     | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     266694 | PA      | $244753.46     | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29035.50      | 0.00%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JH4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     635706 | PA      | $628202.79     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5131000 | PA      | $4775678.25    | 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        |    3145000 | PA      | $2306920.40    | 0.00%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5083000 | PA      | $5162142.31    | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CNTY FL WTR & SWR REVENUE                                             | CUSIP: 59334DLS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1265000 | PA      | $1030520.87    | 0.00%             | 2042-10-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2239598.55    | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                    | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    2293000 | PA      | $2140056.90    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                           | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    2625000 | PA      | $2822872.50    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2615819.31    | 0.00%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP Carey Inc                                                                     | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     955000 | PA      | $920476.75     | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5996000 | PA      | $4414135.28    | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1577225.70    | 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        |    2750000 | PA      | $2572625.00    | 0.00%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84200000 | PA      | $75911562.50   | 0.09%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $5166575.00    | 0.01%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136ATZ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     561136 | PA      | $544058.28     | 0.00%             | 2026-07-25      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $1839974.30    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     194452 | PA      | $183525.52     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                               | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     777000 | PA      | $881545.35     | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140M4NJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     554543 | PA      | $498918.25     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                               | CUSIP: 15135UAP4<br>LEI: 549300EIRQ0Z2B9C1W06 | Long             | DBT              | CORP              | CA        |    2775000 | PA      | $2579501.25    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 A                                                         | United Airlines 2012-1 Class A Pass Through Trust                                | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1504093 | PA      | $1443191.96    | 0.00%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2547115 | PA      | $2568115.84    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                                            | RenaissanceRe Finance Inc                                                        | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    1363000 | PA      | $1277948.80    | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2828082 | PA      | $2802720.15    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4424000 | PA      | $2626263.36    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     804000 | PA      | $637371.00     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $18878939.40   | 0.02%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1198115 | PA      | $1094993.42    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WFNV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     609927 | PA      | $569089.25     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5469000 | PA      | $5207800.56    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                        | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    1778000 | PA      | $1504952.54    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4270000 | PA      | $3404471.00    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 36182Q3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9502 | PA      | $9241.44       | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     636507 | PA      | $649862.51     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1567227 | PA      | $1521853.08    | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                              | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2350725.30    | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4200000 | PA      | $4183172.62    | 0.01%             | 2037-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                         | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    4772000 | PA      | $4098575.36    | 0.01%             | 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        |    2955000 | PA      | $2474930.70    | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15377000 | PA      | $10715462.45   | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3835000 | PA      | $3566818.45    | 0.00%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    2867000 | PA      | $2547759.55    | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    4227000 | PA      | $4082394.33    | 0.01%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3989000 | PA      | $3007985.23    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2668527 | PA      | $2204578.08    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2105015.44    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                             | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     813000 | PA      | $739886.91     | 0.00%             | 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        |    5906000 | PA      | $5579988.80    | 0.01%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3617BLDY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57962 | PA      | $54423.76      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                               | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    1219000 | PA      | $1189061.36    | 0.00%             | 2026-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42530258 | PA      | $36857310.35   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $886694.55     | 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        |    3407000 | PA      | $3262032.15    | 0.00%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8924919 | PA      | $8398586.98    | 0.01%             | 2028-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7483119 | PA      | $7216928.65    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26122 | PA      | $23807.37      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2706000 | PA      | $2122342.86    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31292HVV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3021086 | PA      | $3063945.79    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31292SAM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |       8658 | PA      | $8172.52       | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                    | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     966000 | PA      | $909691.86     | 0.00%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    7650000 | PA      | $7083517.50    | 0.01%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6279000 | PA      | $5174837.85    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2421004.95    | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   83079133 | PA      | $74552567.47   | 0.09%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2834000 | PA      | $2095091.18    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1407691.16    | 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        |    1295000 | PA      | $1098613.25    | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75300000 | PA      | $72205640.63   | 0.09%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $2102088.70    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  229500000 | PA      | $141716250.00  | 0.18%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9890000 | PA      | $9336753.40    | 0.01%             | 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        |    1956000 | PA      | $1581934.56    | 0.00%             | 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        |  121600000 | PA      | $118360576.00  | 0.15%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8587154 | PA      | $7847707.96    | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1358000 | PA      | $1293915.98    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3836000 | PA      | $3628280.60    | 0.00%             | 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        |    3420000 | PA      | $3269588.40    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EUC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1252681 | PA      | $1169348.81    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3717834.69    | 0.00%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818DV7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1641000 | PA      | $1618764.45    | 0.00%             | 2024-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2938000 | PA      | $2379780.00    | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                          | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $996249.00     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1686000 | PA      | $1628187.06    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                 | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $97792969.00   | 0.12%             | 2023-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University                                                         | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1444704.03    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     625000 | PA      | $625943.75     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                 | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3474000 | PA      | $3377353.32    | 0.00%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2053000 | PA      | $2156614.91    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     866000 | PA      | $514888.96     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST SPL OBLG REVENUE                                                | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    2900000 | PA      | $2754675.20    | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3254000 | PA      | $3072491.88    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $1725942.40    | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5945000 | PA      | $5105328.20    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WG7L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22827 | PA      | $22622.19      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6426205 | PA      | $5807282.34    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     500000 | PA      | $354565.00     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                               | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    4223000 | PA      | $4052897.56    | 0.01%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2267120 | PA      | $2285867.46    | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1983000 | PA      | $1887459.06    | 0.00%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                                              | COMM 2014-CCRE18 Mortgage Trust                                                  | CUSIP: 12632QAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9582172.20    | 0.01%             | 2047-07-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6504000 | PA      | $5798446.08    | 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        |    1880000 | PA      | $1713845.60    | 0.00%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2506266.16    | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2223627.45    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    9435000 | PA      | $8577169.80    | 0.01%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     192884 | PA      | $176343.23     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $4300093.60    | 0.01%             | 2024-01-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19522574 | PA      | $17082043.34   | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    2262000 | PA      | $1875107.52    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133ABBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11597301 | PA      | $9970296.19    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9005000 | PA      | $8722513.15    | 0.01%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4012149.15    | 0.00%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XQ5Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     124769 | PA      | $117489.24     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | 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        |    1516391 | PA      | $1441208.36    | 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        |    3401051 | PA      | $3399588.23    | 0.00%             | 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        |    4558000 | PA      | $4262504.86    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1642000 | PA      | $1487487.80    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                                | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3012000 | PA      | $3059318.52    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   59948300 | PA      | $57165573.93   | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14744223 | PA      | $14177889.81   | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8380368 | PA      | $7162729.05    | 0.01%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                  | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2859155.00    | 0.00%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                | CUSIP: 3622AADT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4945805 | PA      | $4542019.51    | 0.01%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2368000 | PA      | $2656540.80    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     991000 | PA      | $976729.60     | 0.00%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    1483000 | PA      | $1151786.78    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    2460000 | PA      | $1894765.80    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     896000 | PA      | $571594.24     | 0.00%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    4343000 | PA      | $2926443.69    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7KB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     420097 | PA      | $374498.28     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                        | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2954000 | PA      | $2439915.38    | 0.00%             | 2042-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                          | CUSIP: 3130AGWK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $951200.00     | 0.00%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1739000 | PA      | $1474237.25    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3877000 | PA      | $3662136.66    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8GW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     645364 | PA      | $621500.05     | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2179000 | PA      | $2102233.83    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31339SCT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     177048 | PA      | $174756.08     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  111316021 | PA      | $108887594.30  | 0.14%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                             | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1583605.20    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5166000 | PA      | $3864787.92    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer